foxhunt/ml/examples/validate_tft_hyperopt.rs

//! TFT Hyperparameter Optimization Validation
//!
//! This example validates TFT hyperopt with a small dataset to identify
//! any bugs similar to those found in MAMBA-2:
//! 1. LR schedule bugs (dynamic parameter calculation)
//! 2. Device transfer issues (CPU vs GPU tensor mismatches)
//! 3. Tensor rank errors (unconditional squeeze operations)
//! 4. Accuracy/metric calculation errors
//! 5. Cache-related bugs
//!
//! ## Usage
//!
//! ```bash
//! cargo run -p ml --example validate_tft_hyperopt --release --features cuda
//! ```

use anyhow::Result;
use ml::hyperopt::adapters::tft::{TFTParams, TFTTrainer};
use ml::hyperopt::{ArgminOptimizer, HyperparameterOptimizable};
use tracing::{info, Level};

fn main() -> Result<()> {
    // Initialize tracing
    tracing_subscriber::fmt()
        .with_max_level(Level::INFO)
        .with_target(false)
        .init();

    info!("========================================");
    info!("TFT Hyperopt Validation");
    info!("========================================");
    info!("Goal: Identify MAMBA-2-style bugs");
    info!("Dataset: ES_FUT_small.parquet (~200 samples)");
    info!("Trials: 3 × 5 epochs (~30 seconds)");
    info!("");

    // Create trainer with small dataset and few epochs
    info!("Creating TFT trainer...");
    let parquet_file = "test_data/ES_FUT_small.parquet";
    let epochs = 5; // Small epoch count for fast validation

    let trainer = TFTTrainer::new(parquet_file, epochs)?;

    info!("TFT Configuration:");
    info!("  Input features: 225 (Wave D)");
    info!("  Sequence length: 60");
    info!("  Prediction horizon: 10");
    info!("  Quantiles: 3 (0.1, 0.5, 0.9)");
    info!("  Epochs per trial: {}", epochs);
    info!("");

    // Create optimizer with minimal trials
    info!("Initializing optimizer...");
    let optimizer = ArgminOptimizer::builder()
        .max_trials(3) // Just 3 trials for validation
        .n_initial(2)  // 2 random + 1 optimized
        .seed(42)
        .build();

    // Run optimization
    info!("");
    info!("Starting optimization...");
    info!("Expected runtime: ~30 seconds");
    info!("");

    let start = std::time::Instant::now();
    let result = optimizer.optimize(trainer)?;
    let elapsed = start.elapsed();

    // Display results
    info!("");
    info!("========================================");
    info!("Validation Complete!");
    info!("========================================");
    info!("");
    info!("Runtime: {:.1}s", elapsed.as_secs_f64());
    info!("");
    info!("Best Hyperparameters:");
    info!("  Learning rate: {:.6}", result.best_params.learning_rate);
    info!("  Batch size: {}", result.best_params.batch_size);
    info!("  Hidden size: {}", result.best_params.hidden_size);
    info!("  Attention heads: {}", result.best_params.num_heads);
    info!("  Dropout: {:.3}", result.best_params.dropout);
    info!("");
    info!("Performance:");
    info!("  Best validation loss: {:.6}", result.best_objective);
    info!("  Total trials: {}", result.all_trials.len());
    info!("");

    // Analyze trial results
    info!("Trial Analysis:");
    let mut success_count = 0;
    for (i, trial) in result.all_trials.iter().enumerate() {
        let status = if trial.objective < 10.0 {
            success_count += 1;
            "✓ SUCCESS"
        } else {
            "✗ FAILED"
        };

        info!(
            "  Trial {}: Loss={:.6} LR={:.6} BS={} Hidden={} Heads={} {}",
            i + 1,
            trial.objective,
            trial.params.learning_rate,
            trial.params.batch_size,
            trial.params.hidden_size,
            trial.params.num_heads,
            status
        );
    }

    let success_rate = (success_count as f64 / result.all_trials.len() as f64) * 100.0;
    info!("");
    info!(
        "Success Rate: {}/{} ({:.1}%)",
        success_count,
        result.all_trials.len(),
        success_rate
    );

    if success_rate == 100.0 {
        info!("✓ VALIDATION PASSED: All trials successful (like PPO)");
    } else {
        info!("⚠ VALIDATION ISSUE: Some trials failed (investigate bugs)");
    }

    info!("");
    info!("========================================");
    info!("Bug Check (vs MAMBA-2 issues):");
    info!("========================================");

    // Check for specific bug patterns
    info!("1. LR Schedule: Check if total_decay_steps is calculated dynamically");
    info!("   → Review ml/src/hyperopt/adapters/tft.rs");
    info!("");

    info!("2. Device Transfer: Check validation functions use .to_device()");
    info!("   → Review ml/src/trainers/tft.rs forward() calls");
    info!("");

    info!("3. Tensor Rank: Check for unconditional .squeeze() operations");
    info!("   → Review ml/src/tft/mod.rs tensor operations");
    info!("");

    info!("4. Metric Calculation: Check loss computation for edge cases");
    info!("   → Review quantile loss calculation in TFT trainer");
    info!("");

    info!("5. Cache: Check attention cache is cleared properly");
    info!("   → Review TFT cache management in trainer");
    info!("");

    if success_rate == 100.0 && result.best_objective < 1.0 {
        info!("✓ TFT Hyperopt: PRODUCTION READY (zero bugs found)");
    } else if success_rate == 100.0 {
        info!("⚠ TFT Hyperopt: TRIALS PASS but loss high (tune parameters)");
    } else {
        info!("✗ TFT Hyperopt: BUGS DETECTED (fix before deployment)");
    }

    Ok(())
}