foxhunt/crates/ml-alpha/cuda/smoothness_lambda_controller.cu

// smoothness_lambda_controller.cu — ISV-driven per-horizon λ for the
// output_smoothness regularizer.
//
// Reads `raw_per_h[5]` (emitted by output_smoothness_loss_and_grad),
// maintains a per-horizon Wiener-α-floor EMA of observed jitter,
// derives per-horizon target by anchoring on observed h30 jitter
// scaled by sqrt(HORIZONS[0]/HORIZONS[h]), and emits next-step λ[h] with a
// permanent floor.
//
// Per `pearl_controller_anchors_isv_driven`: target is signal-derived,
// not a constant. Per `pearl_first_observation_bootstrap`: first
// observation replaces EMA directly. Per
// `pearl_blend_formulas_must_have_permanent_floor`: λ has a permanent
// floor so the controller never fully self-disables. Per
// `pearl_wiener_alpha_floor_for_nonstationary`: α floored at 0.5 since
// the controller's target drifts as the policy co-adapts.
//
// Per `feedback_no_atomicadd`: 5 threads, single block, single writer
// per (h) slot; no atomics. Per `pearl_no_host_branches_in_captured_graph`:
// no host branching; thread-id gating only.
//
// GPU log ring producer: emits three records per call when a non-null
// `g_log_ring` is passed (kernel-step-trace feature on the Rust side):
//   RT_INPUT  — raw_per_h[5]  + jitter_in[5]   (pre-EMA state)
//   RT_STATE  — jitter_ema[5] + target[5]     (post-EMA state + derived target)
//   RT_OUTPUT — excess[5]     + lambda_out[5] (control signal + emitted λ)

#include "gpu_log_helpers.cuh"

#define SLC_N_HORIZONS  5
#define SLC_LAMBDA_FLOOR 1.0e-4f
#define SLC_TARGET_EPS   1.0e-9f
#define SLC_ALPHA_FLOOR  0.5f

// HORIZONS = {30, 100, 300, 1000, 6000}.
// Target ratio sqrt(HORIZONS[0]/HORIZONS[h]) = {1, 0.5477, 0.3162, 0.1732, 0.0707}.
//
// Rationale (2026-05-21 local-smoke trace finding): the linear ratio
// {1, 0.3, 0.1, 0.03, 0.005} gave h6000 a 200x stronger target-undershoot
// signal than h30, causing the controller to bombard h6000 with smoothness
// gradient while h30 saw little. At base_lambda=0.1 local smoke this
// collapsed h6000 val_auc to 0.514 (near-random) while middle horizons
// improved. Square-root scaling caps the differential at ~14x, preserving
// h6000 predictive capacity while still pushing toward slower change.
__device__ __constant__ float TARGET_K_RATIO[SLC_N_HORIZONS] = {
    1.0f,         // sqrt(30/30)   = 1.0
    0.5477226f,   // sqrt(30/100)
    0.3162278f,   // sqrt(30/300)
    0.1732051f,   // sqrt(30/1000)
    0.0707107f,   // sqrt(30/6000)
};

extern "C" __global__ void smoothness_lambda_controller(
    const float* __restrict__ raw_per_h,   // [5]  emitted by output_smoothness
    float* __restrict__ jitter_ema,         // [5]  in/out — EMA state
    int*   __restrict__ first_obs,          // [1]  in/out — sentinel
    float  base_lambda,                     // scalar — amplitude knob
    float* __restrict__ lambda_out,         // [5]  output — λ for next step
    LogRing*   g_log_ring,                  // nullable — log ring (kernel-step-trace)
    const int* g_step_counter               // nullable — device step counter
) {
    const int h = threadIdx.x;
    if (h >= SLC_N_HORIZONS) return;

    __shared__ float s_jitter_in[SLC_N_HORIZONS];   // pre-EMA EMA reading (0 on bootstrap)
    __shared__ float s_jitter_after[SLC_N_HORIZONS]; // post-EMA value
    __shared__ float s_target[SLC_N_HORIZONS];       // derived target
    __shared__ float s_excess[SLC_N_HORIZONS];       // excess_ratio for log

    // Pass 1: read raw + sentinel; capture pre-EMA state for logging
    // (zero on bootstrap step — first_obs gates).
    const float raw_h = raw_per_h[h];
    const int sentinel = first_obs[0];
    s_jitter_in[h] = (sentinel == 0) ? 0.0f : jitter_ema[h];

    // EMA update with sentinel bootstrap.
    float jitter_h;
    if (sentinel == 0) {
        jitter_h = raw_h;
    } else {
        jitter_h = (1.0f - SLC_ALPHA_FLOOR) * jitter_ema[h] + SLC_ALPHA_FLOOR * raw_h;
    }
    jitter_ema[h] = jitter_h;
    s_jitter_after[h] = jitter_h;

    // Single-writer of sentinel — thread h=0 only.
    if (h == 0 && sentinel == 0) {
        first_obs[0] = 1;
    }
    __syncthreads();

    // Pass 2: derive target and update λ.
    // target[h] = jitter_ema[0] * TARGET_K_RATIO[h]
    //           = jitter_ema[0] for h=0 (self-target)
    //           < jitter_ema[0] for h>0
    const float jitter_h0 = s_jitter_after[0];
    const float target_h = jitter_h0 * TARGET_K_RATIO[h];
    s_target[h] = target_h;

    // Excess controller: ratio - 1, clamped at zero (only push UP).
    // When observed > target: excess > 0 → λ grows
    // When observed ≤ target: excess = 0 → λ relaxes toward base_lambda × 1 = base_lambda
    // Floor: λ ≥ LAMBDA_FLOOR.
    const float safe_target = fmaxf(target_h, SLC_TARGET_EPS);
    const float excess_ratio = fmaxf(0.0f, jitter_h / safe_target - 1.0f);
    s_excess[h] = excess_ratio;

    const float lambda_new = base_lambda * (1.0f + excess_ratio);
    lambda_out[h] = fmaxf(SLC_LAMBDA_FLOOR, lambda_new);

    // Wait for all 5 threads to populate shared mem AND publish their
    // lambda_out[h] store before thread 0 gathers all 5 for logging.
    __syncthreads();

    if (h == 0) {
        // RT_INPUT: raw_per_h[0..5] + jitter_in[0..5].
        float in_payload[10] = {
            raw_per_h[0], raw_per_h[1], raw_per_h[2], raw_per_h[3], raw_per_h[4],
            s_jitter_in[0], s_jitter_in[1], s_jitter_in[2], s_jitter_in[3], s_jitter_in[4],
        };
        log_record(g_log_ring, g_step_counter,
                   KID_SMOOTHNESS_CONTROLLER, RT_INPUT,
                   in_payload, 10);

        // RT_STATE: jitter_ema_out[0..5] + target[0..5].
        float state_payload[10] = {
            s_jitter_after[0], s_jitter_after[1], s_jitter_after[2], s_jitter_after[3], s_jitter_after[4],
            s_target[0], s_target[1], s_target[2], s_target[3], s_target[4],
        };
        log_record(g_log_ring, g_step_counter,
                   KID_SMOOTHNESS_CONTROLLER, RT_STATE,
                   state_payload, 10);

        // RT_OUTPUT: excess_ratio[0..5] + lambda_out[0..5].
        float out_payload[10] = {
            s_excess[0], s_excess[1], s_excess[2], s_excess[3], s_excess[4],
            lambda_out[0], lambda_out[1], lambda_out[2], lambda_out[3], lambda_out[4],
        };
        log_record(g_log_ring, g_step_counter,
                   KID_SMOOTHNESS_CONTROLLER, RT_OUTPUT,
                   out_payload, 10);
    }
}