The first L40S deploy attempt (workflow `train-multi-seed-z2llf`, terminated)
failed at startup with `error: unexpected argument '--fold' found` on every
job: `train_baseline_rl` is a multi-fold walk-forward executor that accepts
`--max-folds K`, NOT `--fold N`. The original P5T1 harness assumed the
opposite and fanned out N seeds × K folds = N*K jobs, each invoking the
binary with `--seed N --fold K`.
User chose Path B: pivot to one job per seed (each runs all K folds via the
existing `--max-folds` mechanism). Per-job runtime is K× longer, but fanout
drops from N*K=30 → N=5 (matches L40S pool capacity better) and the binary
contract becomes the one the binary actually has.
4 surface changes:
1. crates/ml/examples/train_baseline_rl.rs — add `--seed N` CLI arg
(default 42 — historic implicit value). Sets `FOXHUNT_SEED` env var at
startup BEFORE any CUDA module spins up. Logs the seed value at the
training start banner.
2. crates/ml/src/cuda_pipeline/mod.rs — add `global_seed()` (reads
`FOXHUNT_SEED`, default 42) + `mix_seed(base)` (SplitMix64 avalanche
so adjacent global seeds produce uncorrelated module seeds). Six call
sites updated to mix the global seed into their previously-hardcoded
constants:
- trainer/action.rs: GpuActionSelector seed (0xDEAD_BEEF_CAFE) + the
epsilon-greedy fallback StdRng (0xAC7_DEF0).
- cuda_pipeline/gpu_iqn_head.rs: IQN Xavier-init RNG (0x1CA_1234).
- cuda_pipeline/gpu_iql_trainer.rs: V(s) Xavier-init RNG (0x1C1_9ABC).
- cuda_pipeline/gpu_her.rs: random-donor RNG (0x4E4_5678).
- cuda_pipeline/gpu_ppo_collector.rs: rng_seeds Vec for PPO
experience-collector init + reset (0xAA0_5EED).
- trainer/training_loop.rs: per-epoch regime_dropout_seed.
3. infra/k8s/argo/train-multi-seed-template.yaml — drop `fold` parameter
from `train-single` template; binary invoked as `--seed "$SEED"
--max-folds {{workflow.parameters.folds}}` so the walk-forward sweep
happens inside the single training process. Drop `FOLD` env var. Update
the nsys-rep upload filename to drop the fold suffix. Update banners /
doc comments to reflect "one-job-per-seed" semantics.
4. scripts/argo-train.sh — matrix generator drops the inner fold loop.
Each emitted task carries only `seed=${s}` and depends on the same
ensure-fxcache + gpu-warmup. The dry-run synthetic marker switches from
`seed=${s} fold=${f}` to `seed=${s} max_folds=${FOLDS}` so test harnesses
count the new shape correctly.
5. scripts/tests/test_multi_seed_harness.sh — assertions updated:
- `--multi-seed 3 --folds 2` produces 3 tasks (was 6).
- Rendered binary command must include `--max-folds
{{workflow.parameters.folds}}` placeholder.
- Rendered template must declare `folds` workflow parameter (so
`argo submit -p folds=K` overrides the default).
- Rendered binary command must NOT contain any per-fold flag — this
catches the failure mode that broke the first L40S deploy.
- Backward-compat: `--multi-seed 1 --folds 1` preserves the existing
single-template path (no DAG matrix tasks emitted).
6. docs/dqn-wire-up-audit.md — adds 1 Wired row documenting the pivot,
the new `--seed`/`mix_seed` plumbing, all 6 RNG call sites, and the
end-to-end seed-variation verification result.
Validation:
cargo check --workspace clean at 11 warnings (workspace baseline preserved).
cargo build --release --example train_baseline_rl succeeds; --help shows
the new --seed flag with documented default 42.
Seed-variation end-to-end test on RTX 3050 Ti (1 fold × 2 epochs each):
--seed 42 → F0 best Sharpe = -9.7831, best_val_metric = 1.957244,
epoch-2 train Sharpe = -16.12, val_Sharpe = +1.11.
--seed 999 → F0 best Sharpe = +92.9341, best_val_metric = 2.161012,
epoch-2 train Sharpe = +92.93, val_Sharpe = -0.25.
Different best Sharpe / best_val_metric / epoch-2 train + val Sharpe
across seeds proves the seed actually propagates through the RNG init
paths and is not just accepted-and-ignored. The seed=42 numbers match
the prompt's "deterministic baseline" expectation (F0 = -9.7831 was
bit-identical pre-pivot because no global-seed plumbing existed).
./scripts/argo-train.sh dqn --multi-seed 5 --folds 6 --dry-run produces
exactly 5 WorkflowTask markers (train-s0..train-s4), each with
`--max-folds {{workflow.parameters.folds}}` in the binary invocation.
All 3 harness tests PASS:
- test_multi_seed_harness.sh: 5 PASS lines, exit 0.
- test_nsys_harness.sh: 4 PASS lines + ALL PASS, exit 0.
- test_tier_checks.sh: PASS overall (good-fixture passes, bad-fixture
surfaces expected check rejections), exit 0.
Backward compat: existing single-job `argo-train.sh` callers (no
`--multi-seed`, no `--folds`) route to the original `train-template.yaml`
unchanged. `--seed 42` is a no-op offset for the SplitMix64 mix at the call
sites — the trajectory shifts only when the user passes `--seed` explicitly,
matching the prompt's "default 42 (historic implicit value)" requirement.
L40S pool: argo-train.sh defaults `--gpu-pool ci-training-h100`; user passes
`--gpu-pool ci-training-l40s` at deploy time. No script default change
(per constraint 5).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
283 lines
11 KiB
Bash
Executable File
283 lines
11 KiB
Bash
Executable File
#!/usr/bin/env bash
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# Train a model via Argo Workflows.
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#
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# Usage:
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# ./scripts/argo-train.sh dqn # defaults: HEAD, H100, 50 epochs
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# ./scripts/argo-train.sh dqn --sha abc1234 # specific commit
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# ./scripts/argo-train.sh dqn --epochs 100 --trials 40 # override training params
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# ./scripts/argo-train.sh ppo --gpu-pool ci-training # L40S instead of H100
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# ./scripts/argo-train.sh dqn --baseline # skip hyperopt
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# ./scripts/argo-train.sh dqn --watch # follow logs
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#
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# Supported models:
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# RL: dqn, ppo
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# Supervised: tft, mamba2, tggn, tlob, liquid, kan, xlstm, diffusion
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#
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# Requires: argo CLI
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set -euo pipefail
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SHA="HEAD"
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BRANCH="main"
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TRIALS=""
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EPOCHS=""
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GPU_POOL=""
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SYMBOL=""
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WATCH=false
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BASELINE=false
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CAPITAL=""
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SANITIZER="none"
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MULTI_SEED=1
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FOLDS=1
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DRY_RUN=false
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TAG=""
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PROFILE=false
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usage() {
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cat <<EOF
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Usage: $(basename "$0") <model> [OPTIONS]
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Models:
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dqn, ppo (RL)
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tft, mamba2, tggn, tlob, liquid, kan, xlstm (supervised)
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Options:
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--sha <commit> Git commit SHA (default: HEAD)
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--branch <branch> Git branch (default: main)
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--trials <n> Hyperopt trials (default: 20)
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--epochs <n> Training epochs (default: 50)
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--gpu-pool <pool> GPU node pool (default: ci-training-h100)
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--symbol <sym> Trading symbol (default: ES.FUT)
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--capital <n> Initial capital (default: 35000)
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--baseline Skip hyperopt (trials=0)
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--sanitizer <tool> Run under compute-sanitizer (memcheck|racecheck|synccheck)
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--watch Follow workflow logs
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--multi-seed <n> Run N seeds in parallel (default: 1, fans out via DAG when >1)
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--folds <k> Walk-forward fold count (default: 1, fans out via DAG when >1)
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--tag <t> Label workflow with foxhunt-tag=<t> for log aggregation
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--profile Wrap training under nsys (NVIDIA Nsight Systems) and
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upload .nsys-rep artefacts to MinIO bucket
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foxhunt-training-artifacts/profiles/<sha>/. Forces the
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multi-seed render path (template rendered locally) so
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the nsys wrapper is visible in --dry-run output without
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cluster contact. Plan 5 Task 3 (A.4.1).
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--dry-run Print rendered workflow YAML to stdout, do not submit
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-h, --help Show this help
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EOF
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exit 0
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}
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[[ $# -eq 0 ]] && { echo "Error: model argument required"; usage; }
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MODEL="$1"; shift
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case "$MODEL" in
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dqn|ppo|tft|mamba2|tggn|tlob|liquid|kan|xlstm|diffusion) ;;
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*) echo "Error: unknown model '$MODEL'"; usage ;;
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esac
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while [[ $# -gt 0 ]]; do
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case $1 in
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--sha) SHA="$2"; shift 2 ;;
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--branch) BRANCH="$2"; shift 2 ;;
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--trials) TRIALS="$2"; shift 2 ;;
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--epochs) EPOCHS="$2"; shift 2 ;;
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--gpu-pool) GPU_POOL="$2"; shift 2 ;;
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--symbol) SYMBOL="$2"; shift 2 ;;
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--capital) CAPITAL="$2"; shift 2 ;;
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--baseline) BASELINE=true; shift ;;
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--sanitizer) SANITIZER="$2"; shift 2 ;;
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--watch) WATCH=true; shift ;;
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--multi-seed) MULTI_SEED="$2"; shift 2 ;;
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--folds) FOLDS="$2"; shift 2 ;;
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--tag) TAG="$2"; shift 2 ;;
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--profile) PROFILE=true; shift ;;
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--dry-run) DRY_RUN=true; shift ;;
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-h|--help) usage ;;
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*) echo "Unknown option: $1"; usage ;;
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esac
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done
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# Validate seed/fold counts are positive integers.
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if ! [[ "$MULTI_SEED" =~ ^[0-9]+$ ]] || [[ "$MULTI_SEED" -lt 1 ]]; then
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echo "Error: --multi-seed must be a positive integer, got '$MULTI_SEED'"
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exit 1
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fi
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if ! [[ "$FOLDS" =~ ^[0-9]+$ ]] || [[ "$FOLDS" -lt 1 ]]; then
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echo "Error: --folds must be a positive integer, got '$FOLDS'"
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exit 1
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fi
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# Auto-derive cuda-compute-cap from GPU pool — cubins must match device sm_XX.
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# Default pool is ci-training-h100 (sm_90). Override for other architectures:
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# ci-training-h100* → sm_90 (Hopper)
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# ci-training-l40s → sm_89 (Ada Lovelace)
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case "${GPU_POOL:-ci-training-h100}" in
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*l40s*) CUDA_COMPUTE_CAP="89" ;;
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*h100*|*) CUDA_COMPUTE_CAP="90" ;; # default Hopper
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esac
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# ── Route: single-job (existing template) vs multi-seed DAG (new template) ──
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# Backward compat: --multi-seed 1 --folds 1 keeps the existing single-template
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# call path verbatim. Only when N>1 OR K>1 do we render the matrix DAG.
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#
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# --profile forces the multi-seed render path even at N=K=1 because the
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# single-job dry-run goes through `argo submit --dry-run -o yaml` which
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# resolves the WorkflowTemplate against a live cluster — not available in
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# local CI. The multi-seed renderer reads the template file directly so
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# `--profile --dry-run` works without cluster access. Plan 5 Task 3.
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USE_MULTI_SEED=false
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if [[ "$MULTI_SEED" -gt 1 || "$FOLDS" -gt 1 || "$PROFILE" == "true" ]]; then
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USE_MULTI_SEED=true
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fi
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if [[ "$USE_MULTI_SEED" == "false" ]]; then
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CMD="argo submit -n foxhunt --from=wftmpl/train"
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CMD="$CMD -p commit-sha=$SHA"
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CMD="$CMD -p git-branch=$BRANCH"
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CMD="$CMD -p model=$MODEL"
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CMD="$CMD -p cuda-compute-cap=$CUDA_COMPUTE_CAP"
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[[ -n "$TRIALS" ]] && CMD="$CMD -p hyperopt-trials=$TRIALS"
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[[ -n "$EPOCHS" ]] && CMD="$CMD -p train-epochs=$EPOCHS"
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[[ -n "$GPU_POOL" ]] && CMD="$CMD -p gpu-pool=$GPU_POOL"
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[[ -n "$SYMBOL" ]] && CMD="$CMD -p symbol=$SYMBOL"
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[[ -n "$CAPITAL" ]] && CMD="$CMD -p initial-capital=$CAPITAL"
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[[ "$SANITIZER" != "none" ]] && CMD="$CMD -p sanitizer=$SANITIZER"
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$BASELINE && CMD="$CMD -p hyperopt-trials=0"
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$WATCH && CMD="$CMD --watch"
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if [[ "$DRY_RUN" == "true" ]]; then
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# `argo submit --dry-run -o yaml` renders the resolved Workflow without
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# contacting the cluster. Single-template path emits one Workflow object
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# (no `kind: WorkflowTask` lines — that string only appears in the
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# multi-seed DAG matrix).
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eval "$CMD --dry-run -o yaml"
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exit 0
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fi
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echo "Submitting $MODEL training workflow..."
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echo " sha: $SHA"
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echo " branch: $BRANCH"
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echo " model: $MODEL"
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$BASELINE && echo " mode: baseline (no hyperopt)"
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[[ -n "$TRIALS" ]] && echo " trials: $TRIALS"
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[[ -n "$EPOCHS" ]] && echo " epochs: $EPOCHS"
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[[ -n "$GPU_POOL" ]] && echo " gpu: $GPU_POOL"
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echo " sm: $CUDA_COMPUTE_CAP"
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echo ""
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eval "$CMD"
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exit 0
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fi
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# ── Multi-seed path (one job per seed; folds run inside the binary) ──
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# Render the train-multi-seed-template.yaml with the per-seed matrix
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# expanded inline. Plan 5 Task 5 Phase B pivot: was N*K (seed,fold) jobs;
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# is now N (seed-only) jobs because `train_baseline_rl` is a multi-fold
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# walk-forward executor — it accepts `--max-folds K`, NOT `--fold K`. Each
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# rendered task invokes the binary with `--seed N --max-folds K` so the
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# walk-forward sweep happens inside the single training process.
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#
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# The base template ships with a placeholder marker (`# __MATRIX_TASKS__`)
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# which we replace with N generated WorkflowTask stanzas.
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TEMPLATE_SRC="infra/k8s/argo/train-multi-seed-template.yaml"
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if [[ ! -f "$TEMPLATE_SRC" ]]; then
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echo "Error: multi-seed template not found at $TEMPLATE_SRC"
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exit 1
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fi
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# Build matrix YAML. Each task is a dag.tasks[] entry that targets the
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# `train-single` template with the `seed` parameter bound from inputs.
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# The template forwards `seed` as `--seed` and reads `--max-folds` from the
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# workflow-scoped `folds` parameter, so each task internally runs all K folds.
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build_matrix_tasks() {
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local seeds="$1"
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# 10 spaces — matches the sibling `- name: ensure-binary` list-item indent
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# under `dag.tasks:` (which is itself at 8 spaces). Wrong indent here
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# produces a YAML parse error in the rendered template.
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local indent=" "
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local s
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for ((s=0; s<seeds; s++)); do
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cat <<EOF
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${indent}- name: train-s${s}
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${indent} template: train-single
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${indent} dependencies: [ensure-fxcache, gpu-warmup]
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${indent} arguments:
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${indent} parameters:
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${indent} - name: seed
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${indent} value: "${s}"
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EOF
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done
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}
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MATRIX_TASKS=$(build_matrix_tasks "$MULTI_SEED")
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# Substitute the placeholder. Match the *exact* placeholder line (leading
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# whitespace + the marker as the only content on the line) — the marker
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# string also appears in doc comments above and we must not replace those.
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# Use awk (not sed) — multi-line replacement with sed is fragile across
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# platforms.
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RENDERED=$(awk -v repl="$MATRIX_TASKS" '
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/^[[:space:]]*# __MATRIX_TASKS__[[:space:]]*$/ { print repl; next }
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{ print }
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' "$TEMPLATE_SRC")
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if [[ "$DRY_RUN" == "true" ]]; then
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# Emit the rendered template + a synthetic per-task marker line so test
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# harnesses can count generated jobs without piping through `argo submit`
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# (which would require a live cluster). The `kind: WorkflowTask` marker
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# is what the test_multi_seed_harness.sh asserts against. Plan 5 Task 5
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# Phase B: one marker per seed (not per (seed, fold) pair) because each
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# job now sweeps all K folds via `--max-folds`.
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echo "$RENDERED"
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for ((s=0; s<MULTI_SEED; s++)); do
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echo "# kind: WorkflowTask seed=${s} max_folds=${FOLDS}"
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done
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exit 0
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fi
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# Submit: write the rendered template to a temp file, apply it as a
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# WorkflowTemplate, then submit a Workflow that references it.
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TMP_TEMPLATE=$(mktemp -t train-multi-seed.XXXXXX.yaml)
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trap 'rm -f "$TMP_TEMPLATE"' EXIT
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echo "$RENDERED" > "$TMP_TEMPLATE"
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echo "Submitting multi-seed $MODEL training workflow..."
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echo " sha: $SHA"
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echo " branch: $BRANCH"
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echo " model: $MODEL"
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echo " multi-seed: $MULTI_SEED"
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echo " folds: $FOLDS (each job runs all folds via --max-folds)"
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echo " total jobs: $MULTI_SEED"
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[[ "$PROFILE" == "true" ]] && echo " profile: nsys (per-job .nsys-rep upload)"
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[[ -n "$TAG" ]] && echo " tag: $TAG"
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[[ -n "$EPOCHS" ]] && echo " epochs: $EPOCHS"
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[[ -n "$GPU_POOL" ]] && echo " gpu: $GPU_POOL"
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echo " sm: $CUDA_COMPUTE_CAP"
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echo ""
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# Apply the rendered WorkflowTemplate, then submit a workflow from it.
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kubectl apply -n foxhunt -f "$TMP_TEMPLATE"
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CMD="argo submit -n foxhunt --from=wftmpl/train-multi-seed"
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CMD="$CMD -p commit-sha=$SHA"
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CMD="$CMD -p git-branch=$BRANCH"
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CMD="$CMD -p model=$MODEL"
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CMD="$CMD -p cuda-compute-cap=$CUDA_COMPUTE_CAP"
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CMD="$CMD -p multi-seed=$MULTI_SEED"
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CMD="$CMD -p folds=$FOLDS"
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CMD="$CMD -p profile=$PROFILE"
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[[ -n "$TRIALS" ]] && CMD="$CMD -p hyperopt-trials=$TRIALS"
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[[ -n "$EPOCHS" ]] && CMD="$CMD -p train-epochs=$EPOCHS"
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[[ -n "$GPU_POOL" ]] && CMD="$CMD -p gpu-pool=$GPU_POOL"
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[[ -n "$SYMBOL" ]] && CMD="$CMD -p symbol=$SYMBOL"
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[[ -n "$CAPITAL" ]] && CMD="$CMD -p initial-capital=$CAPITAL"
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[[ -n "$TAG" ]] && CMD="$CMD --labels foxhunt-tag=$TAG"
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[[ "$SANITIZER" != "none" ]] && CMD="$CMD -p sanitizer=$SANITIZER"
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$BASELINE && CMD="$CMD -p hyperopt-trials=0"
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$WATCH && CMD="$CMD --watch"
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eval "$CMD"
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