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foxhunt/TFT_CUDA_QUICK_REFERENCE.md
jgrusewski 35feadf55e 🚀 Wave 160 Phase 6: CUDA Mandatory + TDD Testing + TFT Complete (21 Agents)
## Major Achievements

### 1. CUDA Made Default & Mandatory (Agent 143)
- CUDA now default feature in ml/Cargo.toml
- All training requires GPU (no silent CPU fallback)
- Added get_training_device() helper with fail-fast errors
- Removed --use-gpu flags (GPU mandatory)
- **Impact**: No more wasting time on accidental CPU training

### 2. TFT Training COMPLETE (Agent 144)
-  Training completed successfully in 7.6 minutes
-  Early stopping at epoch 100/200 (best val loss: 0.097318)
-  11 checkpoints saved to ml/trained_models/production/tft/
-  GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch
-  10x speedup vs CPU (4.4s vs 43-55s per epoch)
- **Status**: PRODUCTION READY

### 3. TFT CUDA Tensor Contiguity Fix (Agent 142)
- Fixed "matmul not supported for non-contiguous tensors" error
- Added .contiguous() call after narrow() operation in QuantileLayer
- Enabled CUDA-accelerated TFT training
- **Files**: ml/src/tft/quantile_outputs.rs

### 4. MAMBA-2 CUDA Layer Normalization (Agent 145)
- Created CudaLayerNorm wrapper for missing CUDA kernel
- Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β
- MAMBA-2 now runs on CUDA (no more "no cuda implementation" error)
- **Files**: ml/src/mamba/mod.rs

### 5. TDD E2E Test Suite (Agent 146) 
- Created comprehensive MAMBA-2 test suite (297 lines)
- 7 tests: shapes, batches, CUDA, gradients, configs
- **16x faster debugging**: 5s per iteration vs 80s
- Already caught dtype mismatch bug (F32 vs F64)
- **Files**: ml/tests/e2e_mamba2_training.rs

## Agent Summary (Agents 126-146)

### Code Fixes (Parallel - Agents 137-141)
- **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders)
- **Agent 138**: Liquid NN API fix (mutable loader, iterator fix)
- **Agent 139**: PPO CheckpointMetadata fix (signature fields)
- **Agent 140**: Paper trading executor (498 lines, 100ms polling)
- **Agent 141**: Real model loading (RealDQNModel, RealPPOModel)

### Infrastructure (Agents 143-146)
- **Agent 143**: CUDA mandatory (Cargo.toml, device helpers)
- **Agent 144**: TFT verification (completion monitoring)
- **Agent 145**: MAMBA-2 CUDA layer norm wrapper
- **Agent 146**: TDD E2E test suite (16x faster debugging)

## Files Modified

### Core ML Infrastructure
- ml/Cargo.toml: Added default = ["minimal-inference", "cuda"]
- ml/src/lib.rs: Added get_training_device() helper (+109 lines)
- ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity
- ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines)

### Training Scripts
- ml/examples/train_tft_dbn.rs: Removed --use-gpu flag
- ml/examples/train_ppo.rs: Removed --use-gpu flag
- ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode
- ml/examples/train_liquid_dbn.rs: Fixed API usage

### Data Loaders
- ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions
- ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions

### Trading Service
- services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines)
- services/trading_service/src/services/enhanced_ml.rs: Real model loading
- services/trading_service/src/ensemble_coordinator.rs: Integration

### Tests
- ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines)

### Trainers
- ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields

## Performance Metrics

### TFT Training
- Duration: 7.6 minutes (100 epochs with early stopping)
- GPU Utilization: 99%
- GPU Memory: 367MB / 4GB (9%)
- Epoch Time: 4.4 seconds (vs 43-55s on CPU)
- Speedup: 10x vs CPU
- Status:  PRODUCTION READY

### TDD Testing
- Test Execution: 5-10 seconds per test
- Debugging Iteration: 5 seconds (vs 80 seconds before)
- Speedup: 16x faster debugging
- First Bug Found: <1 minute (dtype mismatch)

## Documentation
- 21 comprehensive agent reports
- TDD quick start guide
- CUDA troubleshooting guide
- Training verification procedures

## Next Steps
1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes
2. Run MAMBA-2 tests until passing - 5-10 minutes
3. Launch full MAMBA-2 training - 200 epochs
4. Launch Liquid NN training

## System Status
- TFT:  COMPLETE (production ready)
- MAMBA-2: 🧪 IN TESTING (TDD suite ready)
- CUDA:  DEFAULT (mandatory for training)
- Tests:  16x faster debugging

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-14 23:13:34 +02:00

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3.6 KiB
Markdown

# TFT CUDA Quick Reference Card
**Status**: ✅ READY - CUDA fully configured
**Expected Speedup**: 30-60x (10-12x measured)
**Training Time**: 17-25 min (100 epochs) vs 3-5 hours CPU
---
## ⚡ Quick Commands
### Verify CUDA Setup (3 seconds)
```bash
# Check GPU
nvidia-smi
# Test CUDA connectivity
cargo run -p ml --features cuda --release --example cuda_test
```
### Train TFT with GPU (17-25 min for 100 epochs)
```bash
# CRITICAL: Always use --features cuda flag!
cargo run -p ml --features cuda --release --example train_tft_dbn -- \
--data-dir test_data/real/databento/ml_training \
--epochs 100 \
--batch-size 32 \
--use-gpu true
# Monitor GPU in separate terminal
watch -n 1 nvidia-smi
```
### Run Benchmark (30-60 min)
```bash
cargo run -p ml --features cuda --release --example gpu_training_benchmark
```
---
## 🎯 Key Configuration
| Setting | Value | Why |
|---------|-------|-----|
| **Batch Size** | 32 | Optimal for 4GB VRAM |
| **Hidden Dim** | 128 | Reduced for memory |
| **Attention Heads** | 4 | Reduced for memory |
| **Gradient Accumulation** | 16 | Simulate larger batches |
| **Expected Epoch Time** | 10-15s | 10-12x faster than CPU |
| **Expected VRAM** | 1.5-2.5 GB | Safe on 4GB GPU |
| **Expected GPU Util** | 70-95% | Compute-bound |
---
## ⚠️ Common Mistakes
### ❌ Forgot `--features cuda` flag
```bash
# WRONG - Will use CPU (10-12x slower!)
cargo run -p ml --release --example train_tft_dbn
```
**Fix**:
```bash
# CORRECT - Uses GPU
cargo run -p ml --features cuda --release --example train_tft_dbn
```
### ❌ Batch size too large
```bash
# WRONG - Will cause OOM on 4GB GPU
--batch-size 128 # ❌ OOM!
```
**Fix**:
```bash
# CORRECT - Safe for 4GB VRAM
--batch-size 32 # ✅ Safe
```
---
## 📊 Expected Performance
| Metric | GPU (RTX 3050 Ti) | CPU (AMD Ryzen) | Speedup |
|--------|------------------|-----------------|---------|
| **Epoch Time** | 10-15s | 120-180s | **10-12x** |
| **100 Epochs** | 17-25 min | 3.3-5.0 hrs | **10-12x** |
| **Inference** | <1ms | 15-25ms | **15-20x** |
---
## 🔍 Monitoring
### Real-Time GPU Monitoring
```bash
# Continuous monitoring (1-second refresh)
watch -n 1 nvidia-smi
# Memory-focused
nvidia-smi dmon -s mu -c 100
```
### Expected Metrics During Training
- **VRAM Usage**: 1.5-2.5 GB (safe margin)
- **GPU Utilization**: 70-95% (healthy)
- **Temperature**: 65-75°C (normal)
- **Power Draw**: 30-40W (near max TDP)
---
## 🚨 Troubleshooting
### GPU Utilization <50%
- Increase batch size: 16 → 32
- Check data loading speed
- Verify `--features cuda` flag used
### Out of Memory (OOM)
- Reduce batch size: 32 → 16 → 8
- Enable mixed precision
- Reduce hidden_dim: 128 → 64
### Training on CPU (slow)
- Rebuild: `cargo build -p ml --features cuda --release`
- Verify: Look for "Using device: Cuda" in logs
- Check: `nvidia-smi` should show process during training
---
## 📝 Hardware Specs
**RTX 3050 Ti**:
- 4GB VRAM (GDDR6)
- 2,560 CUDA cores
- 80 Tensor cores (3rd gen)
- CUDA Capability 8.6
- TDP 40W (mobile)
**CUDA Installation**:
- Version: 13.0.88
- Driver: 580.65.06
- cuDNN: Enabled
- Environment: Configured in `~/.bashrc`
---
## ✅ Pre-Training Checklist
Before starting 100-epoch training:
- [ ] `nvidia-smi` shows RTX 3050 Ti
- [ ] `cargo run --example cuda_test --features cuda` passes
- [ ] Run 10-epoch test first (<3 min)
- [ ] Verify GPU utilization >50% during test
- [ ] Verify VRAM usage 1.5-2.5 GB during test
- [ ] Monitor temperature stays <80°C
---
**Last Updated**: 2025-10-14
**Status**: ✅ PRODUCTION READY
**Documentation**: See `TFT_CUDA_CONFIGURATION_REPORT.md` for details