Files
foxhunt/crates/ml-alpha/examples
jgrusewski e87e0b0774 feat(rl): adaptive λ_distill controller + reward_scale MIN ISV
Two architectural fixes from rljzl in-flight analysis (ultrathink
deep dive on actions a7/a8 + per-action calibration):

(1) λ_distill: static → controller-driven via Schulman bounded step

  wwcsz showed Q→π KL EMA dropped 2.10 → 0.30 with λ=0.01, then
  rljzl bumped to 0.05. Static λ is design intuition; KL is the
  natural feedback signal:
    if KL > target × 1.5 → λ *= 1.2  (Q not landing, pull harder)
    if KL < target / 1.5 → λ /= 1.2  (Q absorbed, relax)
  Bounds [MIN=0.001, MAX=1.0]. Target KL seeded 0.1 (slot 491).
  New kernel `rl_q_distill_lambda_controller.cu`. Runs after the
  distill kernel writes KL_EMA each step.

(2) REWARD_SCALE_MIN: hardcoded 1e-3 → ISV-driven 1e-4

  wwcsz audit (mean_abs_pnl_ema mean=920, max=49437, p99=high):
  the controller wanted scale ≈ 3.5e-4 when EMA spiked to 2871
  but pegged at 1e-3, letting scaled rewards exceed unit support
  and wasting C51 atom resolution on outliers. ISV slot 492
  permits runtime re-tuning; default 1e-4 admits one more order
  of magnitude before pegging. Per user-stated "floors and clamp
  bounds" exemption — ISV-resident for tunability, not because
  required.

Diag exposes q_distill_kl_target + reward_scale_min so the new
adaptation chains are observable.

Investigation (ultrathink): actions 7/8 (TrailTighten/TrailLoosen)
have ZERO consumers across the codebase. Spec'd as "ISV mutation"
in actions_to_market_targets.cu header but no slot, no mutation
kernel, no stop-check kernel. ~10% of wwcsz policy mass goes to
dead no-ops. Documented in
`pearl_dead_trail_stop_actions_a7_a8.md` — implementation
deferred to its own SP (per-batch trail_distance buffer +
mutation kernel + stop-check integration with LobSim apply_fill_to_pos
per `pearl-stop-checks-run-at-deadline-cadence`). N_ACTIONS=9
preserved; alternative refactor to 7 actions captured as
"Path B" in the pearl.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 14:55:55 +02:00
..