18 KiB
BF16 Training Implementation Plan
For Claude: REQUIRED SUB-SKILL: Use superpowers:executing-plans to implement this plan task-by-task.
Goal: Switch all 10 ML models from FP32 to BF16 training on Ampere+ GPUs with dynamic detection and zero casts in the training hot path.
Architecture: Add a single training_dtype(device) -> DType function that returns BF16 on Ampere+ CUDA, F32 elsewhere. Thread it through all ~150 VarBuilder sites, training tensor creation, GPU replay buffer, and checkpoint loading. Loss stays F32 (single scalar cast). CUDA experience collector kernels untouched (stay f32).
Tech Stack: Candle (v0.9.1 git pin), half crate (2.6.0), cudarc, safetensors
Phase 1: Core Infrastructure
Task 1: Add training_dtype() function
Files:
- Modify:
crates/ml/src/dqn/mixed_precision.rs
Step 1: Add the public function after detect_from_gpu_name() (~line 180)
/// Returns the optimal training DType for the given device.
/// Ampere+ CUDA GPUs → BF16 (tensor core acceleration).
/// Everything else (CPU, older GPUs) → F32.
pub fn training_dtype(device: &candle_core::Device) -> candle_core::DType {
match device {
candle_core::Device::Cuda(_) => {
// Check if GPU supports BF16 natively
if let Some(config) = detect_from_gpu_name_auto() {
match config.dtype {
DTypeSelection::BF16 => candle_core::DType::BF16,
DTypeSelection::F16 => candle_core::DType::F32, // F16 needs loss scaling, stay F32
}
} else {
candle_core::DType::F32
}
}
_ => candle_core::DType::F32,
}
}
Note: detect_from_gpu_name_auto() already exists at line 182 — it reads the GPU name from the CUDA device and calls detect_from_gpu_name(). Reuse it.
Step 2: Re-export from the module's public API
Ensure training_dtype is accessible as crate::dqn::mixed_precision::training_dtype. Check the module's pub use or mod visibility.
Step 3: Build check
SQLX_OFFLINE=true cargo check -p ml 2>&1 | head -20
Step 4: Commit
git add crates/ml/src/dqn/mixed_precision.rs
git commit -m "feat(ml): add training_dtype() for dynamic BF16 detection"
Task 2: Fix Mamba2 scalar_tensor BF16 rejection
Files:
- Modify:
crates/ml/src/mamba/mod.rs:605
Step 1: Change the match arm at line 605
Replace the BF16/F16 rejection:
// Before (line 605):
DType::F8E4M3 | DType::U8 | DType::U32 | DType::I64 | DType::BF16 | DType::F16 => {
Err(MLError::ModelError(format!(
"Unsupported dtype: {:?}",
dtype
)))
},
// After:
DType::BF16 | DType::F16 => {
// Create in F32 then cast — half types can't be created directly from f64
Tensor::new(&[value as f32], device)?
.to_dtype(dtype)?
.reshape(())?
.ok_or_else(|| MLError::ModelError("scalar reshape failed".into()))
},
DType::F8E4M3 | DType::U8 | DType::U32 | DType::I64 => {
Err(MLError::ModelError(format!(
"Unsupported dtype: {:?}",
dtype
)))
},
Note: Check the exact return type — scalar_tensor may return Result<Tensor, MLError>. Adjust the reshape/return accordingly. The key is: create as f32, cast to target dtype, return scalar.
Step 2: Build check
SQLX_OFFLINE=true cargo check -p ml 2>&1 | head -20
Step 3: Commit
git add crates/ml/src/mamba/mod.rs
git commit -m "fix(ml): allow BF16/F16 in Mamba2 scalar_tensor helper"
Phase 2: DQN Module (largest surface area)
Task 3: VarBuilder sites — DQN core networks
Change DType::F32 → training_dtype(&device) (or training_dtype(device) if device is a reference) in all VarBuilder::from_varmap calls across the DQN module.
Files (all need the same mechanical change):
crates/ml/src/dqn/dqn.rs:669crates/ml/src/dqn/network.rs:256,261,301,363crates/ml/src/dqn/agent.rs:366,371,597crates/ml/src/dqn/dueling.rs:139crates/ml/src/dqn/distributional_dueling.rs:155crates/ml/src/dqn/quantile_regression.rs:90crates/ml/src/dqn/curiosity.rs:38crates/ml/src/dqn/factored_q_network.rs:72crates/ml/src/dqn/rainbow_agent.rs:69,72crates/ml/src/dqn/rainbow_network.rs:429,450
Pattern for each site:
// Before:
VarBuilder::from_varmap(&vars, DType::F32, &device)
// After:
VarBuilder::from_varmap(&vars, training_dtype(&device), &device)
Add use crate::dqn::mixed_precision::training_dtype; at the top of each file that doesn't already import it.
Step 1: Apply the change to all files listed above. Use replace_all where DType::F32 appears only in VarBuilder contexts. Where DType::F32 also appears in non-VarBuilder contexts (tensor creation, loss), change only the VarBuilder lines.
Step 2: Build check
SQLX_OFFLINE=true cargo check -p ml 2>&1 | head -30
Step 3: Commit
git add crates/ml/src/dqn/
git commit -m "feat(ml): BF16 VarBuilder for DQN core networks"
Task 4: VarBuilder sites — DQN layer modules
Same pattern for the layer-level modules that have many VarBuilder sites:
Files:
crates/ml/src/dqn/noisy_layers.rs:314,324,346,391,431,447,487crates/ml/src/dqn/residual.rs:178,196,222,249,276,301,330,353crates/ml/src/dqn/attention.rs:465,479,509,549,583,614crates/ml/src/dqn/spectral_norm.rs:240,254,275,307,330,355,376crates/ml/src/dqn/rmsnorm.rs:239,254,269,309,353,358,406,410,458,484
Same mechanical change. These files likely have DType::F32 ONLY in VarBuilder contexts, so replace_all may be safe. Verify by reading each file first.
Step 1: Apply changes. Step 2: Build check. Step 3: Commit
git add crates/ml/src/dqn/
git commit -m "feat(ml): BF16 VarBuilder for DQN layers (noisy, residual, attention, spectral, rmsnorm)"
Task 5: GPU replay buffer — BF16 states
Files:
- Modify:
crates/ml/src/cuda_pipeline/gpu_replay_buffer.rs:74-75
Step 1: Change states/next_states allocation to use dynamic dtype
// Line 74-75, change:
let states = Tensor::zeros(&[cap, sdim], DType::F32, device)?;
let next_states = Tensor::zeros(&[cap, sdim], DType::F32, device)?;
// To:
let dtype = training_dtype(device);
let states = Tensor::zeros(&[cap, sdim], dtype, device)?;
let next_states = Tensor::zeros(&[cap, sdim], dtype, device)?;
Keep rewards, dones, priorities as DType::F32. Keep actions as DType::U32.
Step 2: Verify insert_batch() callers cast correctly
The insert_batch() at line 167 uses slice_scatter which requires matching dtypes. The caller (DQN trainer) builds state tensors from f32 experience data. Add a .to_dtype(self.states.dtype())? cast on the incoming states/next_states args inside insert_batch():
// Inside insert_batch(), before slice_scatter:
let states = states.to_dtype(self.states.dtype())?;
let next_states = next_states.to_dtype(self.next_states.dtype())?;
This is the ONE cast at the data ingestion boundary. After this, all sample() returns match the buffer dtype (BF16 on Ampere+).
Step 3: Build check. Step 4: Commit
git add crates/ml/src/cuda_pipeline/gpu_replay_buffer.rs
git commit -m "feat(ml): BF16 states in GPU replay buffer (50% VRAM savings)"
Task 6: GPU weights extraction — handle BF16 weights
Files:
- Modify:
crates/ml/src/cuda_pipeline/gpu_weights.rs:179,204
Step 1: Cast to F32 before extraction
The CUDA experience collector kernel expects f32 weights. When model weights are BF16, cast before extracting:
// In extract_one() at line 179, change:
.to_vec1::<f32>()
// To:
.to_dtype(candle_core::DType::F32)?
.to_vec1::<f32>()
Same for sync_one() at line 204. This is the boundary cast from BF16 model weights → f32 CUDA kernel. Happens once per epoch during experience collection, not in the training hot path.
Step 2: Build check. Step 3: Commit
git add crates/ml/src/cuda_pipeline/gpu_weights.rs
git commit -m "feat(ml): handle BF16 weights in GPU weight extraction"
Task 7: GPU data pre-upload — BF16 feature tensors
Files:
- Modify:
crates/ml/src/cuda_pipeline/mod.rs:132,135,346,353
Step 1: Cast feature/target uploads to training dtype
In DqnGpuData::upload() (line 132):
// After creating the tensor from f32 data, cast:
let features = Tensor::from_vec(flat_features, (num_bars, feature_dim), device)?
.to_dtype(training_dtype(device))?;
let targets = Tensor::from_vec(flat_targets, (num_bars, target_dim), device)?
.to_dtype(training_dtype(device))?;
Same pattern for GpuBufferPool::upload_dqn (lines 346, 353) — cast after from_slice.
For PPO PpoGpuData::upload() (line 418) — same cast.
This is the data ingestion boundary cast. All downstream build_batch_states() and bar_features() calls return BF16 directly.
Step 2: Build check. Step 3: Commit
git add crates/ml/src/cuda_pipeline/mod.rs
git commit -m "feat(ml): BF16 GPU data pre-upload for DQN and PPO"
Task 8: DQN training tensors — CPU replay buffer path
Files:
- Modify:
crates/ml/src/dqn/dqn.rs—compute_loss_internal()
The CPU replay buffer path creates training batch tensors from Vec<f32>. These need to match the model's weight dtype.
Step 1: Cast batch tensors at creation
At lines 1540-1569, after each Tensor::from_vec:
// States/next_states — cast to model dtype for matmul compatibility
let states_tensor = Tensor::from_vec(states, (batch_size, self.config.state_dim), device)?
.to_dtype(training_dtype(device))?;
let next_states_tensor = Tensor::from_vec(next_states, (batch_size, self.config.state_dim), device)?
.to_dtype(training_dtype(device))?;
Actions stay U32. Rewards/dones/importance-weights stay F32 — they're used in loss math, not matmuls.
For the GPU replay buffer path, states already come back as BF16 from sample() (Task 5), so no change needed there.
Step 2: Verify loss stays F32
The distributional loss at line 1650/1658 already has to_dtype(DType::F32) enforcement. Keep as-is.
Step 3: Build check. Step 4: Commit
git add crates/ml/src/dqn/dqn.rs
git commit -m "feat(ml): BF16 training tensors in DQN compute_loss"
Task 9: DQN trainer auxiliary tensors
Files:
- Modify:
crates/ml/src/trainers/dqn/trainer.rs:1015,1130,2134,2141,3123,3647
Same pattern — cast state tensors used in select_actions_batch, curiosity, and Q-value logging to training_dtype(&self.device):
let tensor = Tensor::from_vec(states, shape, &self.device)?
.to_dtype(training_dtype(&self.device))?;
These are not in the training hot path (they're action selection and logging), so the single cast is fine.
Step 1: Apply casts at listed lines. Step 2: Build check. Step 3: Commit
git add crates/ml/src/trainers/dqn/trainer.rs
git commit -m "feat(ml): BF16 auxiliary tensors in DQN trainer"
Phase 3: PPO Module
Task 10: VarBuilder sites — PPO networks
Files:
crates/ml/src/ppo/ppo.rs:301,549crates/ml/src/ppo/lstm_networks.rs:52,267crates/ml/src/ppo/continuous_policy.rs:83crates/ml/src/ppo/flow_policy/mod.rs:124crates/ml/src/ppo/flow_policy/coupling_layer.rs:260
Same pattern: DType::F32 → training_dtype(&device).
Also change checkpoint loading at lines 1795 and 1852:
// Before:
VarBuilder::from_mmaped_safetensors(&[path], DType::F32, &device)
// After:
VarBuilder::from_mmaped_safetensors(&[path], training_dtype(&device), &device)
Step 1: Apply all changes. Step 2: Build check. Step 3: Commit
git add crates/ml/src/ppo/
git commit -m "feat(ml): BF16 VarBuilder and checkpoints for PPO networks"
Task 11: PPO training tensors
Files:
- Modify:
crates/ml/src/trainers/ppo.rs:834,895,960,1014
Cast state tensors to training dtype for forward pass compatibility:
let states = Tensor::from_vec(state_floats, shape, &self.device)?
.to_dtype(training_dtype(&self.device))?;
Lines 1156, 1346, 1348, 1372 (rewards, returns, values) — keep F32, these are loss/metric tensors not fed to the network.
Step 1: Apply casts to state tensors only. Step 2: Build check. Step 3: Commit
git add crates/ml/src/trainers/ppo.rs
git commit -m "feat(ml): BF16 training tensors in PPO trainer"
Phase 4: Supervised Models (8 models)
Task 12: TFT VarBuilder sites
Files:
crates/ml/src/tft/mod.rs:339crates/ml/src/tft/quantized_grn.rs:295,315crates/ml/src/tft/quantized_attention.rs:417crates/ml/src/tft/quantized_lstm.rs:417,442crates/ml/src/tft/quantized_vsn.rs:61,249crates/ml/src/tft/varmap_quantization.rs:676,722
Same DType::F32 → training_dtype(&device) pattern.
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for TFT"
Task 13: Mamba2 VarBuilder site
Files:
crates/ml/src/mamba/mod.rs:631crates/ml/src/mamba/ssd_layer.rs:556
Already fixed scalar_tensor in Task 2. Now change VarBuilder dtype.
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for Mamba2"
Task 14: Liquid/CfC VarBuilder sites
Files:
crates/ml/src/liquid/candle_cfc.rs:450,460,475,489,499,524,548,558,578,601,639(11 sites)crates/ml/src/liquid/adapter.rs:58crates/ml/src/liquid/training.rs:505
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for Liquid/CfC"
Task 15: KAN VarBuilder sites
Files:
crates/ml/src/kan/layer.rs:138,150crates/ml/src/kan/network.rs:94,107crates/ml/src/kan/trainable.rs:47
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for KAN"
Task 16: xLSTM VarBuilder sites
Files:
crates/ml/src/xlstm/slstm.rs:136,148,164,172crates/ml/src/xlstm/mlstm.rs:229,243,259,267,282crates/ml/src/xlstm/block.rs:127,139,152,161crates/ml/src/xlstm/network.rs:172,185,198,214,236,248crates/ml/src/xlstm/trainable.rs:45
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for xLSTM"
Task 17: Diffusion VarBuilder sites
Files:
crates/ml/src/diffusion/sampler.rs:163,230crates/ml/src/diffusion/denoiser.rs:233,244,258,270,285crates/ml/src/diffusion/trainable.rs:45
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for Diffusion"
Task 18: TGGN + TLOB VarBuilder sites
Files:
crates/ml/src/tgnn/trainable_adapter.rs:87crates/ml/src/tlob/trainable_adapter.rs:116crates/ml/src/trainers/tlob.rs:210
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for TGGN and TLOB"
Phase 5: Remaining Sites
Task 19: Ensemble adapters + misc
Files:
crates/ml/src/ensemble/adapters/liquid.rs:46,62crates/ml/src/ensemble/adapters/diffusion.rs:49,72crates/ml/src/ensemble/adapters/kan.rs:44,60crates/ml/src/ensemble/adapters/tlob.rs:100,123crates/ml/src/ensemble/adapters/tggn.rs:77,96crates/ml/src/ensemble/adapters/xlstm.rs:57,79crates/ml/src/portfolio_transformer.rs:190crates/ml/src/features/multi_timeframe.rs:269,560,576crates/ml/src/trainers/online_learning.rs:581crates/ml/src/explainability/integrated_gradients.rs:200,247,301
Step 1: Apply, build, commit.
git commit -m "feat(ml): BF16 VarBuilder for ensemble adapters and misc modules"
Phase 6: Validation
Task 20: Full workspace build and test
Step 1: Workspace build
SQLX_OFFLINE=true cargo check --workspace 2>&1 | tail -5
Expected: 0 errors. Fix any dtype mismatches — common issues:
expected F32 but got BF16— a tensor created without the dtype cast feeding into a module that expects matched dtypescannot add BF16 and F32— missing cast at a boundary
Step 2: Clippy
SQLX_OFFLINE=true cargo clippy --workspace -- -D warnings 2>&1 | tail -10
Step 3: ML crate tests
SQLX_OFFLINE=true cargo test -p ml --lib 2>&1 | tail -20
Expected: 2506+ tests pass. Tests run on CPU → F32 path, no behavior change.
Step 4: Commit if any fixes were needed
git commit -m "fix(ml): resolve BF16 dtype mismatches"
Task 21: BF16 integration test (optional — requires GPU)
Create a minimal integration test verifying BF16 training works end-to-end on CUDA:
Files:
- Create:
crates/ml/tests/bf16_training_integration.rs
//! Integration test: verify BF16 training on Ampere+ GPU
//! Run with: SQLX_OFFLINE=true cargo test -p ml --test bf16_training_integration
#[cfg(feature = "cuda")]
mod bf16_tests {
use ml::dqn::mixed_precision::training_dtype;
use candle_core::{Device, DType};
#[test]
fn test_training_dtype_returns_bf16_on_cuda() {
if let Ok(device) = Device::new_cuda(0) {
let dtype = training_dtype(&device);
// On Ampere+ (L40S, H100), should be BF16
// On older GPUs, F32 is fine too
assert!(dtype == DType::BF16 || dtype == DType::F32);
}
}
#[test]
fn test_training_dtype_returns_f32_on_cpu() {
let device = Device::Cpu;
assert_eq!(training_dtype(&device), DType::F32);
}
}
Real validation is the hyperopt run on L40S — compare trial Sharpe distributions.
Step 1: Create test, build, commit.
git commit -m "test(ml): add BF16 training dtype integration test"
Summary
| Phase | Tasks | Sites Changed | Commit Count |
|---|---|---|---|
| 1: Infrastructure | 1-2 | training_dtype fn + mamba fix | 2 |
| 2: DQN | 3-9 | ~80 VarBuilder + CUDA pipeline + training tensors | 7 |
| 3: PPO | 10-11 | ~9 VarBuilder + training tensors + checkpoints | 2 |
| 4: Supervised | 12-18 | ~60 VarBuilder across 8 models | 7 |
| 5: Remaining | 19 | ~20 ensemble/misc sites | 1 |
| 6: Validation | 20-21 | Build + test + integration test | 2 |
| Total | 21 tasks | ~150 sites | ~21 commits |
Risk Checkpoints
After Phase 2 (DQN complete): full workspace build must pass. DQN is the most complex module — if it compiles, the rest is mechanical.
After Phase 6: all 2506+ tests must pass on CPU. GPU validation via hyperopt run on L40S.