dqn-smoke: Walk-forward validation DQN uses raw price returns (~0.001), not production reward_scale=10. Set v_min/v_max to ±10 for the small 16-dim 3-action test network (was inheriting ±240 from production default). dqn-early-stop: Gradient collapse threshold = lr × multiplier must exceed the actual gradient norm to trigger collapse. With v_range ±240, gradient norms reach 100-10000 (was ~0.5-2.0 with old ±2.0 range). Updated multiplier from 1e9 to 1e12 to guarantee threshold (10000) > grad norm. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
369 lines
13 KiB
Rust
369 lines
13 KiB
Rust
#![allow(
|
||
clippy::assertions_on_constants,
|
||
clippy::assertions_on_result_states,
|
||
clippy::clone_on_copy,
|
||
clippy::decimal_literal_representation,
|
||
clippy::doc_markdown,
|
||
clippy::empty_line_after_doc_comments,
|
||
clippy::field_reassign_with_default,
|
||
clippy::get_unwrap,
|
||
clippy::identity_op,
|
||
clippy::inconsistent_digit_grouping,
|
||
clippy::indexing_slicing,
|
||
clippy::integer_division,
|
||
clippy::len_zero,
|
||
clippy::let_underscore_must_use,
|
||
clippy::manual_div_ceil,
|
||
clippy::manual_let_else,
|
||
clippy::manual_range_contains,
|
||
clippy::modulo_arithmetic,
|
||
clippy::needless_range_loop,
|
||
clippy::non_ascii_literal,
|
||
clippy::redundant_clone,
|
||
clippy::shadow_reuse,
|
||
clippy::shadow_same,
|
||
clippy::shadow_unrelated,
|
||
clippy::single_match_else,
|
||
clippy::str_to_string,
|
||
clippy::string_slice,
|
||
clippy::tests_outside_test_module,
|
||
clippy::too_many_lines,
|
||
clippy::unnecessary_wraps,
|
||
clippy::unseparated_literal_suffix,
|
||
clippy::use_debug,
|
||
clippy::useless_vec,
|
||
clippy::wildcard_enum_match_arm,
|
||
clippy::else_if_without_else,
|
||
clippy::expect_used,
|
||
clippy::missing_const_for_fn,
|
||
clippy::similar_names,
|
||
clippy::type_complexity,
|
||
clippy::collapsible_else_if,
|
||
clippy::doc_lazy_continuation,
|
||
clippy::items_after_test_module,
|
||
clippy::map_clone,
|
||
clippy::multiple_unsafe_ops_per_block,
|
||
clippy::unwrap_or_default,
|
||
clippy::assign_op_pattern,
|
||
clippy::needless_borrow,
|
||
clippy::println_empty_string,
|
||
clippy::unnecessary_cast,
|
||
clippy::used_underscore_binding,
|
||
clippy::create_dir,
|
||
clippy::implicit_saturating_sub,
|
||
clippy::exit,
|
||
clippy::expect_fun_call,
|
||
clippy::too_many_arguments,
|
||
clippy::unnecessary_map_or,
|
||
clippy::unwrap_used,
|
||
dead_code,
|
||
unused_imports,
|
||
unused_variables,
|
||
clippy::cloned_ref_to_slice_refs,
|
||
clippy::neg_multiply,
|
||
clippy::while_let_loop,
|
||
clippy::bool_assert_comparison,
|
||
clippy::excessive_precision,
|
||
clippy::trivially_copy_pass_by_ref,
|
||
clippy::op_ref,
|
||
clippy::redundant_closure,
|
||
clippy::unnecessary_lazy_evaluations,
|
||
clippy::if_then_some_else_none,
|
||
clippy::unnecessary_to_owned,
|
||
clippy::single_component_path_imports,
|
||
)]
|
||
//! WAVE 23 P0: Early Stopping Termination Integration Test
|
||
//!
|
||
//! Validates that early stopping properly terminates training with error code
|
||
//! when gradient collapse or Q-value divergence is detected.
|
||
//!
|
||
//! This test addresses the bug where early stopping was detected and logged
|
||
//! but training continued to completion with exit code 0.
|
||
//!
|
||
//! Expected behavior:
|
||
//! - Gradient collapse detected for 5+ consecutive epochs → training terminates immediately
|
||
//! - Per-epoch early stopping detected → training terminates immediately
|
||
//! - Exit code is non-zero (error returned)
|
||
//! - Checkpoint is saved before termination
|
||
|
||
#![allow(unused_crate_dependencies)]
|
||
|
||
use tracing::{info, warn};
|
||
|
||
fn init_test_tracing() {
|
||
use tracing_subscriber::EnvFilter;
|
||
let _ = tracing_subscriber::fmt()
|
||
.with_env_filter(
|
||
EnvFilter::try_from_default_env()
|
||
.unwrap_or_else(|_| EnvFilter::new("info")),
|
||
)
|
||
.with_test_writer()
|
||
.try_init();
|
||
}
|
||
|
||
/// Resolve workspace root and return path to futures-baseline DBN data.
|
||
fn get_dbn_data_dir() -> Option<String> {
|
||
// CI: TEST_DATA_DIR points to test-data-pvc on H100
|
||
if let Ok(dir) = std::env::var("TEST_DATA_DIR") {
|
||
let ohlcv = std::path::PathBuf::from(&dir).join("ohlcv");
|
||
if ohlcv.exists() {
|
||
return Some(ohlcv.to_string_lossy().to_string());
|
||
}
|
||
return Some(dir);
|
||
}
|
||
let workspace_root = std::path::PathBuf::from(env!("CARGO_MANIFEST_DIR"))
|
||
.ancestors()
|
||
.find(|p| p.join("test_data").exists())?
|
||
.to_path_buf();
|
||
let data_dir = workspace_root.join("test_data/futures-baseline");
|
||
if !data_dir.exists() {
|
||
warn!(path = %data_dir.display(), "SKIP: DBN data not found");
|
||
return None;
|
||
}
|
||
Some(data_dir.to_string_lossy().to_string())
|
||
}
|
||
|
||
#[tokio::test]
|
||
async fn test_early_stopping_terminates_with_error() {
|
||
use ml::trainers::dqn::{DQNHyperparameters, DQNTrainer};
|
||
use std::sync::Arc;
|
||
use std::sync::atomic::{AtomicUsize, Ordering};
|
||
|
||
init_test_tracing();
|
||
let Some(data_dir) = get_dbn_data_dir() else { return };
|
||
|
||
// Configure DQN with aggressive early stopping (will trigger quickly)
|
||
let mut hyperparams = DQNHyperparameters::conservative();
|
||
// Apply smoketest profile for consistent hidden_dim across RTX 3050 and H100.
|
||
ml::training_profile::DqnTrainingProfile::load("dqn-smoketest").apply_to(&mut hyperparams);
|
||
|
||
// Force gradient collapse detection by setting threshold above typical grad norm.
|
||
// Threshold = lr × multiplier. With v_range ±240 (C51), gradient norms can reach
|
||
// 100-10000 depending on epoch/data. Set threshold = 1e-8 × 1e12 = 10000.0 to
|
||
// guarantee the norm stays below threshold → collapse triggers reliably.
|
||
hyperparams.learning_rate = 1e-8;
|
||
hyperparams.epochs = 10;
|
||
hyperparams.gradient_collapse_multiplier = 1e12;
|
||
hyperparams.gradient_collapse_patience = 3;
|
||
hyperparams.min_epochs_before_stopping = 1;
|
||
hyperparams.early_stopping_enabled = true;
|
||
hyperparams.checkpoint_frequency = 1;
|
||
hyperparams.batch_size = 32;
|
||
hyperparams.buffer_size = 1024;
|
||
hyperparams.min_replay_size = 32;
|
||
hyperparams.warmup_steps = 0;
|
||
hyperparams.max_training_steps_per_epoch = 300;
|
||
hyperparams.replay_buffer_vram_fraction = 0.0;
|
||
|
||
hyperparams.gpu_n_episodes = 16;
|
||
hyperparams.gpu_timesteps_per_episode = 50;
|
||
let mut trainer = DQNTrainer::new(hyperparams.clone())
|
||
.expect("Failed to create DQN trainer");
|
||
|
||
// Track checkpoints saved (atomic — no async race)
|
||
let checkpoint_counter = Arc::new(AtomicUsize::new(0));
|
||
let counter_clone = checkpoint_counter.clone();
|
||
|
||
let checkpoint_callback = move |epoch: usize, data: Vec<u8>, _is_best: bool| {
|
||
let checkpoint_path = format!("/tmp/early_stop_test_epoch_{}.safetensors", epoch);
|
||
std::fs::write(&checkpoint_path, data).expect("Failed to write checkpoint");
|
||
counter_clone.fetch_add(1, Ordering::SeqCst);
|
||
Ok(checkpoint_path)
|
||
};
|
||
|
||
// Run training - should terminate with error
|
||
let result = trainer.train(&data_dir, checkpoint_callback).await;
|
||
|
||
// Validate early stopping behavior
|
||
assert!(
|
||
result.is_err(),
|
||
"Training should terminate with error when early stopping triggers, got Ok(metrics) instead"
|
||
);
|
||
|
||
let error = result.unwrap_err();
|
||
let error_msg = error.to_string();
|
||
|
||
// Verify error message indicates gradient collapse
|
||
assert!(
|
||
error_msg.contains("collapse") || error_msg.contains("Collapse")
|
||
|| error_msg.contains("early stopping") || error_msg.contains("Early stopping"),
|
||
"Error message should mention collapse or early stopping, got: {}",
|
||
error_msg
|
||
);
|
||
|
||
let checkpoint_count = checkpoint_counter.load(Ordering::SeqCst);
|
||
info!(
|
||
error = %error_msg,
|
||
checkpoints_saved = checkpoint_count,
|
||
"Early stopping correctly terminated training with error"
|
||
);
|
||
}
|
||
|
||
#[tokio::test]
|
||
async fn test_gradient_collapse_propagates_error() {
|
||
use ml::trainers::dqn::{DQNHyperparameters, DQNTrainer};
|
||
|
||
init_test_tracing();
|
||
let Some(data_dir) = get_dbn_data_dir() else { return };
|
||
|
||
// Configure DQN to trigger per-step gradient collapse detection
|
||
let mut hyperparams = DQNHyperparameters::conservative();
|
||
ml::training_profile::DqnTrainingProfile::load("dqn-smoketest").apply_to(&mut hyperparams);
|
||
|
||
// Force gradient collapse detection: threshold = lr × multiplier = 5e-9 × 1e12 = 5000.0
|
||
// With v_range ±240 (C51), grad norms can reach 100-10000. Threshold must be above
|
||
// the maximum expected norm to guarantee collapse detection fires.
|
||
// GPU PER requires buffer_size >= 1024. Warmup = 1024 × 0.2 = 204 steps.
|
||
// max_training_steps_per_epoch=300 clears warmup in epoch 1 (300 > 204).
|
||
hyperparams.learning_rate = 5e-9;
|
||
hyperparams.epochs = 10;
|
||
hyperparams.gradient_collapse_multiplier = 1e12;
|
||
hyperparams.gradient_collapse_patience = 3;
|
||
hyperparams.min_epochs_before_stopping = 1;
|
||
hyperparams.early_stopping_enabled = true;
|
||
hyperparams.batch_size = 32;
|
||
hyperparams.buffer_size = 1024;
|
||
hyperparams.min_replay_size = 32;
|
||
hyperparams.warmup_steps = 0;
|
||
hyperparams.max_training_steps_per_epoch = 300;
|
||
hyperparams.replay_buffer_vram_fraction = 0.0;
|
||
|
||
hyperparams.gpu_n_episodes = 16;
|
||
hyperparams.gpu_timesteps_per_episode = 50;
|
||
let mut trainer = DQNTrainer::new(hyperparams.clone())
|
||
.expect("Failed to create DQN trainer");
|
||
|
||
let checkpoint_callback = |epoch: usize, data: Vec<u8>, _is_best: bool| {
|
||
let checkpoint_path = format!("/tmp/gradient_collapse_test_epoch_{}.safetensors", epoch);
|
||
std::fs::write(&checkpoint_path, data).expect("Failed to write checkpoint");
|
||
Ok(checkpoint_path)
|
||
};
|
||
|
||
// Run training
|
||
let result = trainer.train(&data_dir, checkpoint_callback).await;
|
||
|
||
// Should terminate with error
|
||
assert!(
|
||
result.is_err(),
|
||
"Training should terminate with error on gradient collapse"
|
||
);
|
||
|
||
let error = result.unwrap_err();
|
||
let error_msg = error.to_string();
|
||
|
||
// Verify error indicates training stopped (gradient collapse or patience-based)
|
||
assert!(
|
||
error_msg.contains("collapse") || error_msg.contains("Collapse")
|
||
|| error_msg.contains("early stopping") || error_msg.contains("Early stopping"),
|
||
"Error should mention collapse or early stopping, got: {}",
|
||
error_msg
|
||
);
|
||
|
||
info!(error = %error_msg, "Gradient collapse correctly propagated as error");
|
||
}
|
||
|
||
#[tokio::test]
|
||
async fn test_healthy_training_completes_successfully() {
|
||
use ml::trainers::dqn::{DQNHyperparameters, DQNTrainer};
|
||
|
||
init_test_tracing();
|
||
let Some(data_dir) = get_dbn_data_dir() else { return };
|
||
|
||
// Configure with healthy parameters (should NOT early stop)
|
||
let mut hyperparams = DQNHyperparameters::conservative();
|
||
ml::training_profile::DqnTrainingProfile::load("dqn-smoketest").apply_to(&mut hyperparams);
|
||
|
||
// Normal hyperopt-validated parameters — should NOT early stop
|
||
// Threshold = 1e-5 × 100 = 0.001 — well below typical grad_norm (~1-4), no false collapse.
|
||
hyperparams.learning_rate = 1e-5;
|
||
hyperparams.epochs = 2;
|
||
hyperparams.gradient_collapse_multiplier = 100.0;
|
||
hyperparams.gradient_collapse_patience = 5;
|
||
hyperparams.min_epochs_before_stopping = 1;
|
||
hyperparams.early_stopping_enabled = false; // Explicitly disable — this test validates healthy training
|
||
hyperparams.batch_size = 32;
|
||
hyperparams.gamma = 0.961042;
|
||
hyperparams.buffer_size = 1024; // Minimum for GPU PER (MIN_GPU_CAPACITY)
|
||
hyperparams.min_replay_size = 32;
|
||
hyperparams.warmup_steps = 0; // Skip train_step() warmup so training_steps increments immediately
|
||
hyperparams.max_training_steps_per_epoch = 300; // Fast epochs: ~3s vs ~370s
|
||
hyperparams.replay_buffer_vram_fraction = 0.0; // Disable AutoReplaySizer for test determinism
|
||
|
||
hyperparams.gpu_n_episodes = 16;
|
||
hyperparams.gpu_timesteps_per_episode = 50;
|
||
let mut trainer = DQNTrainer::new(hyperparams.clone())
|
||
.expect("Failed to create DQN trainer");
|
||
|
||
let checkpoint_callback = |epoch: usize, data: Vec<u8>, _is_best: bool| {
|
||
let checkpoint_path = format!("/tmp/healthy_training_test_epoch_{}.safetensors", epoch);
|
||
std::fs::write(&checkpoint_path, data).expect("Failed to write checkpoint");
|
||
Ok(checkpoint_path)
|
||
};
|
||
|
||
// Run training
|
||
let result = trainer.train(&data_dir, checkpoint_callback).await;
|
||
|
||
// Should complete successfully (no early stopping)
|
||
assert!(
|
||
result.is_ok(),
|
||
"Healthy training should complete successfully, got error: {:?}",
|
||
result.err()
|
||
);
|
||
|
||
let metrics = result.unwrap();
|
||
|
||
// Verify all epochs completed
|
||
assert_eq!(
|
||
metrics.epochs_trained, 2,
|
||
"Should complete all 2 epochs, got: {}",
|
||
metrics.epochs_trained
|
||
);
|
||
|
||
// Verify early_stopped flag is not set
|
||
let early_stopped = metrics.additional_metrics.get("early_stopped").copied().unwrap_or(0.0);
|
||
assert_eq!(
|
||
early_stopped, 0.0,
|
||
"early_stopped flag should not be set for healthy training"
|
||
);
|
||
|
||
info!(
|
||
epochs_trained = metrics.epochs_trained,
|
||
final_loss = metrics.loss,
|
||
"Healthy training completed successfully"
|
||
);
|
||
}
|
||
|
||
#[test]
|
||
fn test_early_stopping_config_fields_exist() {
|
||
use ml::trainers::dqn::DQNHyperparameters;
|
||
|
||
// Verify WAVE 23 P0 fields exist and have correct defaults
|
||
let hyperparams = DQNHyperparameters::conservative();
|
||
|
||
assert_eq!(
|
||
hyperparams.gradient_collapse_multiplier, 100.0,
|
||
"gradient_collapse_multiplier should default to 100.0"
|
||
);
|
||
|
||
assert_eq!(
|
||
hyperparams.gradient_collapse_patience, 5,
|
||
"gradient_collapse_patience should default to 5"
|
||
);
|
||
|
||
// Verify adaptive threshold calculation
|
||
let threshold = hyperparams.learning_rate * hyperparams.gradient_collapse_multiplier;
|
||
assert!(
|
||
threshold > 0.0,
|
||
"Adaptive threshold should be positive: {}",
|
||
threshold
|
||
);
|
||
|
||
info!(
|
||
multiplier = hyperparams.gradient_collapse_multiplier,
|
||
patience = hyperparams.gradient_collapse_patience,
|
||
learning_rate = hyperparams.learning_rate,
|
||
adaptive_threshold = threshold,
|
||
"Early stopping configuration fields validated"
|
||
);
|
||
}
|