jgrusewski eeeb4e0a90 feat(generalization): #31 bottleneck — experience collector + backward kernels ...

Complete temporal causal bottleneck implementation across all GPU paths:

Experience collector (data collection):
- Loads bn_tanh_concat_kernel from utility cubin
- Bottleneck GEMM + tanh + concat runs per timestep before Q-forward
- Same 2D compression as training → consistent Q-values for action selection
- Buffers: exp_bn_hidden [N, bn_dim], exp_bn_concat [N, concat_dim]

Backward pass (gradient kernels):
- bn_tanh_backward_kernel: d_bn = d_concat * (1 - tanh^2)
  Reads saved tanh values from forward, applies derivative
- bn_bias_grad_kernel: db_bn = sum(d_bn, dim=0) via atomicAdd
- dW_bn via cuBLAS launch_dw_only: d_bn^T @ states[:, :market_dim]
- All gradients accumulate into grad_buf at tensors 20-21

The 2D bottleneck is now end-to-end:
  Forward: states → W_bn GEMM → tanh → concat → h_s1 → ... → Q-values
  Backward: d_logits → ... → d_h_s1 → d_concat → d_bn (tanh') → dW_bn, db_bn
  Experience: states → bottleneck → Q-forward → action selection → env step

Set bottleneck_dim=2 to enable. Default: 0 (disabled, backward compatible).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-30 09:54:47 +02:00

..

backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

common

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

config

fix(ci): clippy test-gate uses --lib, fix pre-existing lint errors

2026-03-12 19:10:18 +01:00

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat(generalization): #31 bottleneck — experience collector + backward kernels

2026-03-30 09:54:47 +02:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

fix(cuda): remove --use_fast_math, eliminate cross-stream NaN race, f32 rewards/dones

2026-03-29 16:18:37 +02:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

fix(tests): update integration tests for f32 pipeline + adam_epsilon

2026-03-29 21:32:04 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

ml-hyperopt

refactor: LHS is the correct algorithm for small budgets, not a fallback

2026-03-29 19:18:47 +02:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

fix(cuda): remove --use_fast_math, eliminate cross-stream NaN race, f32 rewards/dones

2026-03-29 16:18:37 +02:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-supervised

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-universe

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00