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foxhunt/crates/ml-alpha
jgrusewski 9c0be855dd feat(rl): IQN complementary Q-head — quantile embedding + Huber loss
Phase 2 of the Q-learning improvements spec. Adds an Implicit
Quantile Network head alongside the existing C51 head:

- rl_iqn_forward.cu: quantile embedding φ(τ) = ReLU(W × cos(iπτ)),
  element-wise h_t ⊙ φ(τ), action-value projection. Plus
  rl_iqn_expected_q for tau-mean reduction.
- rl_iqn_loss.cu: quantile Huber loss ρ_τ(δ) = |τ-1(δ<0)| × Huber(δ).
  Block tree-reduce per batch (no atomicAdd).
- rl/iqn.rs: IqnHead struct with online + target weights, Xavier init,
  forward/forward_target/expected_q/compute_loss methods.

ISV slots: 543 N_TAU (32), 544 ensemble_alpha (0.5), 545 LR (1e-3).

Not yet wired into the trainer — head is constructible and kernels
compile. Ensemble integration is the next step.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 20:35:06 +02:00
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