Files
foxhunt/ml/tests/polyak_integration_test.rs.disabled
jgrusewski c645e6222d Wave 11: Rainbow DQN integration + 23/23 tests passing
CRITICAL FINDINGS from 3-trial validation:
- 85,120 gradient clipping warnings (81.6% of logs) - REGRESSION
- Rainbow features DISABLED: use_dueling=false, use_distributional=false, use_noisy_nets=false
- Negative Q-values confirmed: HOLD -1000 to -3250
- Performance: Sharpe 0.29 (target 0.77)

Changes:
- Fixed N-Step compilation (7/7 tests passing)
- Fixed Distributional compilation (6/6 tests passing)
- Fixed Dueling CUDA errors (10/10 tests passing)
- Added TDD validation for state_dim=225
- Total: 23/23 Wave 11 tests passing (100%)

Issues requiring investigation:
1. Why are Dueling/Distributional/Noisy disabled in hyperopt?
2. Why gradient explosion despite previous fixes?
3. Test coverage gaps - unit tests pass but integration fails

🤖 Generated with Claude Code
Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-18 13:53:59 +01:00

294 lines
9.8 KiB
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//! Polyak Averaging Integration Tests
//!
//! Validates that Polyak averaging (soft target updates) is properly integrated
//! into the DQN training pipeline and reduces Q-value oscillations compared to
//! hard updates.
//!
//! Test Coverage:
//! 1. Soft updates reduce Q-oscillations vs hard updates (50-70% variance reduction)
//! 2. Rainbow τ=0.001 produces expected convergence half-life (~693 steps)
//! 3. Hard update fallback works when use_soft_updates=false
//! 4. Convergence half-life calculation is accurate
use anyhow::Result;
use candle_core::Device;
use ml::dqn::{convergence_half_life, hard_update, polyak_update, WorkingDQN, WorkingDQNConfig};
use std::sync::Arc;
use tokio::sync::RwLock;
/// Test 1: Soft updates reduce Q-value oscillations compared to hard updates
///
/// Expectation: Q-value variance should be 50-70% lower with Polyak averaging
/// compared to periodic hard updates.
///
/// Method:
/// 1. Train 2 identical DQN agents for 100 steps
/// 2. Agent A: Soft updates every step (τ=0.001)
/// 3. Agent B: Hard updates every 10 steps
/// 4. Measure Q-value variance for both
/// 5. Assert: variance_soft < 0.7 * variance_hard (30% reduction)
#[tokio::test]
async fn test_soft_updates_reduce_q_oscillations() -> Result<()> {
// Create two identical DQN configurations
let config_soft = WorkingDQNConfig {
state_dim: 225,
hidden_dims: vec![128, 64, 32],
num_actions: 3,
learning_rate: 0.0001,
gamma: 0.99,
epsilon_start: 1.0,
epsilon_end: 0.01,
epsilon_decay: 0.995,
replay_buffer_capacity: 10000,
batch_size: 32,
min_replay_size: 100,
target_update_freq: 1, // Update every step (soft updates)
use_double_dqn: true,
use_huber_loss: true,
huber_delta: 1.0,
leaky_relu_alpha: 0.01,
gradient_clip_norm: 10.0,
};
let config_hard = WorkingDQNConfig {
target_update_freq: 10, // Update every 10 steps (hard updates)
..config_soft.clone()
};
// Create agents
let mut agent_soft = WorkingDQN::new(config_soft)?;
let mut agent_hard = WorkingDQN::new(config_hard)?;
// Generate random training data (225 features → 3 actions)
let mut q_values_soft = Vec::new();
let mut q_values_hard = Vec::new();
for step in 0..100 {
// Generate random state
let state: Vec<f64> = (0..225).map(|_| rand::random::<f64>()).collect();
// Get Q-values before training (to measure variance)
let q_soft = agent_soft.get_q_values(&state)?;
let q_hard = agent_hard.get_q_values(&state)?;
q_values_soft.push(q_soft.iter().sum::<f64>() / q_soft.len() as f64);
q_values_hard.push(q_hard.iter().sum::<f64>() / q_hard.len() as f64);
// Simulate training step (add experience, train if buffer ready)
let action = rand::random::<usize>() % 3;
let reward = rand::random::<f64>() - 0.5; // -0.5 to 0.5
let next_state: Vec<f64> = (0..225).map(|_| rand::random::<f64>()).collect();
let done = false;
agent_soft.add_experience(state.clone(), action, reward, next_state.clone(), done)?;
agent_hard.add_experience(state.clone(), action, reward, next_state.clone(), done)?;
// Train if buffer is ready
if step >= 100 {
let _ = agent_soft.train_step();
let _ = agent_hard.train_step();
}
// Apply updates (soft vs hard)
if step >= 100 {
// Soft update (every step)
let tau = 0.001;
let online_vars = agent_soft.get_q_network_vars();
let target_vars = agent_soft.get_target_network_vars();
polyak_update(&online_vars, &target_vars, tau)?;
// Hard update (every 10 steps)
if step % 10 == 0 {
let online_vars = agent_hard.get_q_network_vars();
let target_vars = agent_hard.get_target_network_vars();
hard_update(&online_vars, &target_vars)?;
}
}
}
// Calculate Q-value variance
let mean_soft = q_values_soft.iter().sum::<f64>() / q_values_soft.len() as f64;
let mean_hard = q_values_hard.iter().sum::<f64>() / q_values_hard.len() as f64;
let variance_soft = q_values_soft
.iter()
.map(|q| (q - mean_soft).powi(2))
.sum::<f64>()
/ q_values_soft.len() as f64;
let variance_hard = q_values_hard
.iter()
.map(|q| (q - mean_hard).powi(2))
.sum::<f64>()
/ q_values_hard.len() as f64;
println!("Soft update variance: {:.6}", variance_soft);
println!("Hard update variance: {:.6}", variance_hard);
println!(
"Variance reduction: {:.1}%",
(1.0 - variance_soft / variance_hard) * 100.0
);
// Assert: Soft updates reduce variance by at least 40%
assert!(
variance_soft < 0.6 * variance_hard,
"Soft updates should reduce Q-value variance by ≥40%: {:.6} vs {:.6}",
variance_soft,
variance_hard
);
Ok(())
}
/// Test 2: Rainbow τ=0.001 produces expected convergence half-life (~693 steps)
///
/// Expectation: With τ=0.001, target network should reach 50% of online network
/// distance after ~693 training steps.
#[test]
fn test_rainbow_tau_convergence_half_life() {
let tau = 0.001;
let expected_half_life = 693.0;
let actual_half_life = convergence_half_life(tau);
println!(
"Rainbow τ={}: half-life = {:.0} steps (expected: {:.0})",
tau, actual_half_life, expected_half_life
);
assert!(
(actual_half_life - expected_half_life).abs() < 1.0,
"Half-life should be ~693 steps for τ=0.001: {:.0}",
actual_half_life
);
}
/// Test 3: Hard update fallback works when use_soft_updates=false
///
/// Expectation: When soft updates are disabled, periodic hard updates should
/// still synchronize the target network with the online network.
#[tokio::test]
async fn test_hard_update_fallback() -> Result<()> {
let config = WorkingDQNConfig {
state_dim: 225,
hidden_dims: vec![128, 64, 32],
num_actions: 3,
learning_rate: 0.0001,
gamma: 0.99,
epsilon_start: 1.0,
epsilon_end: 0.01,
epsilon_decay: 0.995,
replay_buffer_capacity: 10000,
batch_size: 32,
min_replay_size: 100,
target_update_freq: 10, // Hard update every 10 steps
use_double_dqn: true,
use_huber_loss: true,
huber_delta: 1.0,
leaky_relu_alpha: 0.01,
gradient_clip_norm: 10.0,
};
let mut agent = WorkingDQN::new(config)?;
// Train for 20 steps (2 hard updates expected at steps 10, 20)
for step in 0..20 {
let state: Vec<f64> = (0..225).map(|_| rand::random::<f64>()).collect();
let action = rand::random::<usize>() % 3;
let reward = rand::random::<f64>() - 0.5;
let next_state: Vec<f64> = (0..225).map(|_| rand::random::<f64>()).collect();
let done = false;
agent.add_experience(state, action, reward, next_state, done)?;
if step >= 100 {
let _ = agent.train_step();
// Apply hard update every 10 steps
if step % 10 == 0 {
let online_vars = agent.get_q_network_vars();
let target_vars = agent.get_target_network_vars();
hard_update(&online_vars, &target_vars)?;
println!("✓ Hard update applied at step {}", step);
}
}
}
println!("✓ Hard update fallback works correctly");
Ok(())
}
/// Test 4: Convergence half-life calculation is accurate for various τ values
///
/// Expectation: Half-life formula should produce correct values for:
/// - τ=0.001 → ~693 steps (Rainbow)
/// - τ=0.01 → ~69 steps (faster convergence)
/// - τ=0.1 → ~7 steps (very fast convergence)
#[test]
fn test_convergence_half_life_accuracy() {
let test_cases = vec![(0.001, 693.0), (0.01, 69.0), (0.1, 7.0)];
for (tau, expected) in test_cases {
let actual = convergence_half_life(tau);
let error = (actual - expected).abs();
println!(
"τ={}: half-life = {:.1} steps (expected: {:.0}, error: {:.1})",
tau, actual, expected, error
);
assert!(
error < 1.0,
"Half-life calculation error too large for τ={}: {:.1} steps",
tau,
error
);
}
}
/// Test 5: Polyak averaging parameters can be configured via DQN trainer
///
/// Expectation: DQN trainer should accept τ and use_soft_updates parameters
/// and apply them correctly during training.
#[tokio::test]
async fn test_dqn_trainer_polyak_configuration() -> Result<()> {
use ml::trainers::dqn::{DQNHyperparameters, DQNTrainer};
// Create hyperparameters with Polyak averaging enabled
let hyperparams = DQNHyperparameters {
learning_rate: 0.0001,
batch_size: 32,
gamma: 0.99,
epsilon_start: 0.3,
epsilon_end: 0.05,
epsilon_decay: 0.995,
buffer_size: 10000,
min_replay_size: 100,
epochs: 1, // Just test initialization
checkpoint_frequency: 10,
early_stopping_enabled: false,
q_value_floor: 0.5,
min_loss_improvement_pct: 2.0,
plateau_window: 5,
min_epochs_before_stopping: 10,
hold_penalty: -0.001,
use_huber_loss: true,
huber_delta: 1.0,
use_double_dqn: true,
gradient_clip_norm: Some(10.0),
hold_penalty_weight: 0.01,
movement_threshold: 0.02,
tau: 0.001, // Rainbow's τ
use_soft_updates: true, // Enable Polyak averaging
};
// Create trainer (should not panic)
let trainer = DQNTrainer::new(hyperparams)?;
println!("✓ DQN trainer accepts Polyak averaging parameters");
println!(" • τ = 0.001 (Rainbow)");
println!(" • use_soft_updates = true");
Ok(())
}