jgrusewski fe223b3843 fix(dqn): eliminate OOM in hyperopt by gating GPU features on small GPUs ...

Three root causes fixed:
1. GPU PER + experience collector (cudarc) created dual CUDA allocator
   fragmentation on GPUs ≤8 GB, making training impossible even at
   batch_size=1. Added `use_gpu_replay_buffer` config flag; both GPU PER
   and experience collector now disabled when VRAM ≤8192 MB.

2. Search space bounds were WIDENED instead of capped — max_batch_size
   returning 4096 replaced the original 512 upper bound, and
   max_hidden_dim_base_full returning 3072 replaced the original 1024.
   Fixed with min() to only narrow, never widen.

3. VRAM estimator assumed GPU features always active, overcharging when
   they're disabled on small GPUs. Now conditional: when
   replay_buffer_capacity=0 (proxy for GPU PER disabled), collector/cudarc
   costs are zero and fragmentation multiplier drops from 3× to 1.5×.

Additional small-GPU guard: GPUs ≤8 GB get clamped search space
(batch≤128, hidden≤512, atoms≤51, buffer≤50K) to fit 3 regime heads
+ C51 + noisy nets + dueling in limited VRAM.

Validated: 7/7 trials complete on RTX 3050 Ti 4 GB, zero OOM, best trial
Sharpe 9.8 with 50.6% win rate. Previous runs had 100% OOM failure rate.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-09 16:35:38 +01:00

..

common

refactor(ml): rename real_data_loader to data_loader

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edge_cases

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fixtures

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integration

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regression

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unit

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validation

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ab_testing_integration.rs

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action_loader_real_csv_test.rs

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action_masking_smoke_test.rs

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activation_tests.rs

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adx_features_test.rs

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barrier_optimization_test.rs

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bayesian_changepoint_test.rs

refactor(ml): rename real_data_loader to data_loader

2026-03-02 15:41:23 +01:00

bessel_correction_test.rs

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bug16_portfolio_features_test.rs

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bug18_cash_reserve_solvency_test.rs

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bug20_portfolio_normalization_test.rs

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bug21_bug22_bug23_compilation_fixes_test.rs

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bug24_bug25_compilation_fixes_test.rs

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bug28_unused_import_test.rs

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cash_accounting_fix_test.rs

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cash_reserve_requirement_test.rs

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checkpoint_test.rs

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configurable_capital_test.rs

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contract_multiplier_test.rs

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cusum_test.proptest-regressions

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debug_position_delta_test.rs

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diffusion_integration.rs

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dqn_accumulation_convergence_test.rs

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dqn_action_collapse_fix_test.rs

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

dqn_action_dependent_reward_test.rs

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dqn_action_masking_integration_test.rs

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dqn_action_position_sign_convention_test.rs

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dqn_activity_penalty_fix_test.rs

refactor(ml): remove all legacy naming and deprecated wrappers

2026-03-08 15:13:41 +01:00

dqn_adapter_paths_test.rs

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dqn_advanced_metrics_integration_test.rs

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dqn_barrier_integration_debug_test.rs

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dqn_c51_shape_validation_test.rs

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dqn_checkpoint_loading_test.rs

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dqn_diagnostic_logging_test.rs

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dqn_diversity_penalty_test.rs

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dqn_dueling_batched_wave62_test.rs

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dqn_early_stopping_termination_test.rs

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dqn_episode_boundaries_test.rs

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dqn_epsilon_decay_validation_test.rs

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dqn_feature_cache_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

dqn_feature_defaults_test.rs

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dqn_gradient_accumulation_test.rs

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dqn_gradient_collapse_root_cause_test.rs

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

dqn_gradient_dtype_simple_test.rs

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dqn_hft_barriers_test.rs

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dqn_hyperopt_json_export_test.rs

fix(dqn,ppo): production inference hardening, remove legacy aliases

2026-03-04 01:19:02 +01:00

dqn_hyperopt_test.rs

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dqn_hyperparams_kelly_fields_test.rs

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dqn_inference_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_iqn_integration_test.rs

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dqn_kelly_regime_integration_test.rs

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dqn_logit_clipping_bug12_test.rs

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dqn_long_training_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_pnl_calculation_tests.rs

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dqn_rainbow_config_test.rs

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dqn_rainbow_test.rs

refactor(ml): consolidate duplicate Rainbow DQN agent implementations

2026-03-04 18:27:42 +01:00

dqn_regime_conditional_integration_test.rs

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dqn_reward_calculation_test.rs

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dqn_tensor_shape_validation.rs

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dqn_trainer_integration_tests.rs

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dqn_trainer_p1_tests.rs

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dqn_training_pipeline_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_training_smoke_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_transaction_cost_bug2_test.rs

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dqn_transaction_costs_test.rs

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dqn_use_double_dqn_test.rs

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dropout_scheduler_tests.rs

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ensemble_4_models_integration.rs

perf(ci): compile once with PVC sccache, package with Kaniko

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ensemble_hot_swap_test.rs

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ensemble_hyperopt_tests.rs

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ensemble_inference_integration_test.rs

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ensemble_real_models_validation_test.rs

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evaluation_net_pnl_bug3_test.rs

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feature_extraction_46_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

feature_normalization_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

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gpu_kernel_parity_test.rs

fix(dqn): eliminate OOM in hyperopt by gating GPU features on small GPUs

2026-03-09 16:35:38 +01:00

gpu_per_integration_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

gradient_accumulation_tests.rs

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huber_loss_test.rs

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hyperopt_action_masking_test.rs

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hyperopt_early_stopping_infrastructure_test.rs

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hyperopt_kelly_params_test.rs

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hyperopt_paths_test.rs

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hyperopt_price_extraction_test.rs

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hyperopt_tft_early_stopping_test.rs

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imbalance_bars_test.rs

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inference_engine_test.rs

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integration_ppo_ensemble.rs

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kan_integration.rs

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kelly_criterion_integration_test.rs

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liquid_cfc_training_test.rs

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liquid_networks_test.rs

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liquid_nn_training_tests.rs

perf(ci): compile once with PVC sccache, package with Kaniko

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log_size_test.rs

refactor(ml): delete 121 dead examples, 6 QAT tests, orphan binary

2026-02-26 00:05:38 +01:00

lr_scheduler_tests.rs

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mamba2_accuracy_fix_test.rs

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mamba2_early_stopping_test.rs

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mamba2_gradient_extraction_test.rs

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mamba2_hyperopt_edge_cases.rs

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mamba2_hyperopt_p0_p1_fixes.rs

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mamba2_weight_update_test.rs

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mbp10_parsing_test.rs

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memory_optimization_tests.rs

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microstructure_features_test.rs

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model_registry_checkpoint_test.rs

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model_validation_comprehensive.rs

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multi_cusum_test.rs

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ofi_features_test.rs

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ood_input_handling_tests.rs

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pages_test_test.rs

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paper_trading_integration_test.rs

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parquet_feature_extraction_test.rs

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parquet_timestamp_loading_test.rs

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partial_reversal_support_test.rs

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partial_reversal_validation.rs

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per_channel_quantization_test.rs

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pnl_realism_tests.rs

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portfolio_integration_tests.rs

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portfolio_tracker_reset_test.rs

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portfolio_value_normalization_test.rs

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ppo_45_action_network_tests.rs

feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop

2026-03-03 20:12:00 +01:00

ppo_action_masking_tests.rs

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ppo_checkpoint_roundtrip_test.rs

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ppo_circuit_breaker_tests.rs

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ppo_continuous_bounds_test.rs

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ppo_continuous_transaction_costs_tests.rs

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ppo_dual_phase_backtest_tests.rs

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ppo_entropy_regularization_tests.rs

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ppo_factored_action_tests.rs

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ppo_hidden_state_tests.rs

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ppo_huber_loss_validation.rs

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ppo_hyperopt_validation_test.rs

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ppo_long_training_test.rs

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ppo_lstm_architecture_tests.rs

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ppo_lstm_training_loop_tests.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_portfolio_tracker_tests.rs

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ppo_position_limits_tests.rs

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ppo_recurrent_integration_tests.rs

feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop

2026-03-03 20:12:00 +01:00

ppo_recurrent_performance_tests.rs

feat(ml): VRAM-aware hidden dimension scaling for datacenter GPUs

2026-03-02 11:02:56 +01:00

ppo_reward_normalizer_tests.rs

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ppo_sequence_batching_multi_episode_tests.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_step_counter_fix_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_stress_testing_tests.rs

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ppo_transaction_costs_tests.rs

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ppo_validation_real_data_test.rs

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2026-03-02 15:41:23 +01:00

preprocessing_bessel_integration.rs

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preprocessing_test.rs

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preprocessing_validation_tests.rs

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price_validity_tests.rs

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production_trainer_adaptive_features_integration_test.rs

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production_training_smoke_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

pso_budget_calculation_test.rs

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q_value_constraint_test.rs

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rainbow_loss_shape_test.rs

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real_data_helpers.rs

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2026-03-02 15:41:23 +01:00

real_data_pipeline_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

recovery_tests.rs

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regime_transition_features_test.rs

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risk_action_masking_test.rs

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2026-02-25 11:56:00 +01:00

risk_position_limit_integration_test.rs

perf(ci): compile once with PVC sccache, package with Kaniko

2026-02-26 00:50:25 +01:00

run_bars_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

safety_comprehensive_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

sample_weights_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

scatter_add_gradient_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

smoke_test_real_data.rs

fix(dqn): eliminate OOM in hyperopt by gating GPU features on small GPUs

2026-03-09 16:35:38 +01:00

softmax_exploration_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

streaming_pipeline_edge_cases.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

target_update_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_dbn_sequence_256_features.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_dqn_cuda_device.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_extract_256_dim_features.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_grn_weight_initialization.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_quantile_output_standalone.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_quantized_exports.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_scatter_source_gradients.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_sell_bug.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_streaming_loader.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_tft_weight_cache.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_var_gradient_flow.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_var_source_gradients.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_adapter_paths_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_causal_masking_validation.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_hyperopt_real_metrics_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_inference_latency_benchmark.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_lru_cache_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_quantile_loss_validation.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_real_dbn_data_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

training_chaos_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

training_edge_cases.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

transaction_cost_application_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

transition_matrix_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

triple_barrier_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

validation_harness_integration_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

validation_real_data_test.rs

refactor(ml): rename real_data_loader to data_loader

2026-03-02 15:41:23 +01:00

varmap_weight_extraction_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

volatility_epsilon_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16_checkpoint_regression_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16q_ohlcv_mutation_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16r_position_limits_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16s_price_validation_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_e2e_nq_fut_225_features_enhanced_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_e2e_nq_fut_225_features_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_edge_cases_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

xlstm_integration.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00