jgrusewski dcd851a62d perf(rl): cuBLAS SGEMM for DQN/IQN + Bellman/outcome kernel fusion ...

DQN: replace hand-written fwd/bwd/grad (27.5% GPU time) with cuBLAS
SGEMM tensor-core operations. Eliminates 30MiB per-batch grad scratch.

IQN: replace embedding matmul + output projection with cuBLAS SGEMM.
Pre-allocate scratch buffers for graph-capture safety. Fix device_ptr
→ raw_ptr in helpers. Convert remaining 6 launch_builder to raw_launch.

Bellman: fuse select_action_atoms + bellman_target_projection into
single kernel with shared-memory intermediate. Saves 424 launches.

Outcome: fuse fwd + CE + bwd into single kernel with shared-memory
logits/grad. Saves 848 launches.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-26 17:17:56 +02:00

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backtesting

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common

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config

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ctrader-openapi

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data

fix(loader): soft-validate FrontMonth symbol when no streaming SymbolMapping

2026-05-22 18:08:36 +02:00

database

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market-data

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ml

fix(ml): migrate test uploads from clone_htod to mapped-pinned

2026-05-22 20:39:32 +02:00

ml-alpha

perf(rl): cuBLAS SGEMM for DQN/IQN + Bellman/outcome kernel fusion

2026-05-26 17:17:56 +02:00

ml-asset-selection

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ml-backtesting

feat(rl): pyramiding semantics — add/partial-flat/anti-martingale sizing

2026-05-24 21:15:04 +02:00

ml-checkpoint

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ml-core

fix(ml-core): deterministic GPU weight init via scoped_init_seed

2026-05-19 01:19:13 +02:00

ml-data

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ml-data-validation

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ml-dqn

feat(sp22-vnext): Phase B4b-2 — replay-buffer scatter + trainer setter

2026-05-14 02:13:05 +02:00

ml-ensemble

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-explainability

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-features

fix(ml-features): imbalance bar cache on persistent PVC, not /tmp

2026-05-24 23:11:03 +02:00

ml-hyperopt

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ml-labeling

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ml-observability

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ml-paper-trading

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ml-ppo

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-regime

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ml-regime-detection

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ml-risk

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ml-security

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ml-stress-testing

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ml-supervised

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-universe

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ml-validation

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model_loader

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risk

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risk-data

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storage

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trading_engine

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trading-data

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training_uploader

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