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