Defends the aux next-bar regression head against underlying-data scale.
Label = `next_states[:, 0]` carries log returns (~1e-3) in local fxcache
but raw price (~5000) in the L40S fxcache. First L40S deploy attempt
(workflow `train-multi-seed-7j8zc`) produced `aux next_bar_mse = 2.587e7`
and grad_norm=126,769 because the unnormalised label dominated the
residual; the trunk learned garbage off the corrupted aux-gradient SAXPY.
Per `feedback_adaptive_not_tuned.md` + `feedback_isv_for_adaptive_bounds.md`:
runtime-adaptive ISV-driven EMA normalisation, NOT a tuned constant.
Changes:
- New ISV slot `AUX_LABEL_SCALE_EMA_INDEX=117`; ISV_TOTAL_DIM 117→118.
FoldReset → 1.0 (multiplicative identity, NOT 0.0). Tail-appended after
fingerprint slots so the layout grows monotonically.
- New GPU producer kernel `aux_label_scale_ema_update` in
aux_heads_loss_ema_kernel.cu: single-block 256-thread shmem reduction
over the just-gathered `aux_nb_label_buf [B]`, EMA-blends `mean(|label|)`
into ISV[117] at α=0.05.
- `aux_next_bar_loss_reduce` + `aux_next_bar_backward` kernel signatures
grow `+isv_dev_ptr+isv_label_scale_index` args; both kernels divide
label by `max(isv[117], 1e-6)` before the residual `(pred - label/scale)`
so loss + gradient stay unit-scale regardless of underlying data
magnitude. Graph-capture-stable: ISV device pointer + slot index pair
are stable; the scalar updates per step via the new producer kernel.
- `aux_heads_forward` Step 2b launches the producer between strided_gather
and the loss reduce (same captured graph, same stream → ordering
enforced).
- `aux_heads_backward` reads ISV[117] via the same device pointer.
- HEALTH_DIAG aux line gains `label_scale={:.3e}` 4th field for
observability.
- state_reset_registry adds `isv_aux_label_scale_ema` FoldReset entry;
reset_named_state dispatch arm writes 1.0 (not 0.0).
- layout_fingerprint shifts `0x26f7b1deb94cb226` → `0x829bc87b42f2feee`
(checkpoint-incompatible, no migrator per spec §4.A.2).
Validation:
- cargo check --workspace clean at 11 warnings (workspace baseline preserved).
- multi_fold_convergence smoke (RTX 3050 Ti, 591s): 1 passed.
- Fold 0: Best Sharpe = -9.7831 (matches seed=42 historical baseline -9.78).
- Fold 1: Best Sharpe = 65.3679 (within seed-noise of historical 65.96).
- Fold 2: terminated by regression-detection (avg_grad_norm escalation),
pre-existing pathology unrelated to aux head — checkpoint saved before
termination.
- HEALTH_DIAG aux line shows `label_scale=3.59e-2` to `4.35e-2` (matches
expected log-return mean-abs magnitude); `next_bar_mse=6.29e-2` to
`4.93e-1` (O(1), the new baseline post-normalisation — was O(1e-4)
pre-fix as numerical artefact of `pred ≈ 0` − tiny unnormalised label).
Aux grad_norm contribution stays bounded; explosion in F2 is downstream
C51/CQL, not aux.
Spec-aligned: aux head still regresses on `next_states[:, 0]` per spec
§4.E.6; the fix is the normalisation, not the source.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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