Files
foxhunt/ml/tests/softmax_sampling_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

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//! Unit tests for softmax sampling boundary bias fix (Wave 2 Agent 2E)
//!
//! Tests verify:
//! 1. Uniform distribution sampling (equal probabilities)
//! 2. Boundary cases (prob=0.0, prob=1.0)
//! 3. Statistical distribution over 10,000 samples
//! 4. No action index bias (chi-square test)
use ml::dqn::{WorkingDQN, WorkingDQNConfig};
/// Test that uniform probabilities produce uniform action distribution
#[test]
fn test_uniform_probability_sampling() -> anyhow::Result<()> {
let mut config = WorkingDQNConfig::emergency_safe_defaults();
config.state_dim = 52;
config.epsilon_start = 0.0; // Disable epsilon-greedy for pure softmax testing
config.epsilon_end = 0.0;
config.temperature_start = 1.0; // Balanced temperature
let mut dqn = WorkingDQN::new(config)?;
// Create state that produces uniform Q-values (should lead to uniform probabilities)
let state = vec![0.0; 52];
// Sample 10,000 actions
let mut action_counts = [0, 0, 0];
for _ in 0..10000 {
let action = dqn.select_action(&state)?;
action_counts[action as usize] += 1;
}
// Expected: ~3333 per action (uniform distribution)
let expected = 10000.0 / 3.0;
// Verify each action is within 5% of expected (chi-square tolerance)
for (i, &count) in action_counts.iter().enumerate() {
let ratio = count as f64 / expected;
assert!(
ratio >= 0.90 && ratio <= 1.10,
"Action {} count ({}) deviates >10% from expected ({:.0}), ratio={:.3}",
i,
count,
expected,
ratio
);
}
// Calculate chi-square statistic
let chi_square: f64 = action_counts
.iter()
.map(|&count| {
let diff = count as f64 - expected;
(diff * diff) / expected
})
.sum();
// Chi-square critical value at 95% confidence, 2 degrees of freedom: 5.991
assert!(
chi_square < 5.991,
"Chi-square test failed: {:.3} > 5.991 (not uniform distribution)",
chi_square
);
println!(
"✓ Uniform sampling test passed: BUY={}, SELL={}, HOLD={}, χ²={:.3}",
action_counts[0], action_counts[1], action_counts[2], chi_square
);
Ok(())
}
/// Test boundary case: probability = 0.0 (action should never be selected)
#[test]
fn test_zero_probability_boundary() -> anyhow::Result<()> {
let mut config = WorkingDQNConfig::emergency_safe_defaults();
config.state_dim = 52;
config.epsilon_start = 0.0; // Disable epsilon-greedy
config.epsilon_end = 0.0;
config.temperature_start = 0.1; // Low temperature for peaked distribution
let mut dqn = WorkingDQN::new(config)?;
// Create state that strongly favors HOLD (index 2)
// With low temperature, this should make BUY/SELL probabilities very small
let mut state = vec![0.0; 52];
state[0] = -10.0; // Strong negative signal for BUY
state[1] = -10.0; // Strong negative signal for SELL
// Sample 1,000 actions
let mut action_counts = [0, 0, 0];
for _ in 0..1000 {
let action = dqn.select_action(&state)?;
action_counts[action as usize] += 1;
}
// HOLD should dominate (>95% of samples)
let hold_ratio = action_counts[2] as f64 / 1000.0;
assert!(
hold_ratio > 0.95,
"Expected HOLD to dominate with low temperature, got ratio={:.3}",
hold_ratio
);
println!(
"✓ Zero probability boundary test passed: BUY={}, SELL={}, HOLD={} ({:.1}%)",
action_counts[0],
action_counts[1],
action_counts[2],
hold_ratio * 100.0
);
Ok(())
}
/// Test boundary case: probability = 1.0 (action should always be selected)
#[test]
fn test_one_probability_boundary() -> anyhow::Result<()> {
let mut config = WorkingDQNConfig::emergency_safe_defaults();
config.state_dim = 52;
config.epsilon_start = 0.0; // Disable epsilon-greedy
config.epsilon_end = 0.0;
config.temperature_start = 0.01; // Very low temperature for extremely peaked distribution
let mut dqn = WorkingDQN::new(config)?;
// Create state that strongly favors BUY (index 0)
let mut state = vec![0.0; 52];
state[0] = 100.0; // Extremely strong signal for BUY
state[1] = -100.0; // Strong negative signal for SELL
state[2] = -100.0; // Strong negative signal for HOLD
// Sample 1,000 actions
let mut action_counts = [0, 0, 0];
for _ in 0..1000 {
let action = dqn.select_action(&state)?;
action_counts[action as usize] += 1;
}
// BUY should dominate (>99% of samples with very low temperature)
let buy_ratio = action_counts[0] as f64 / 1000.0;
assert!(
buy_ratio > 0.99,
"Expected BUY to dominate with very low temperature, got ratio={:.3}",
buy_ratio
);
println!(
"✓ One probability boundary test passed: BUY={} ({:.1}%), SELL={}, HOLD={}",
action_counts[0],
buy_ratio * 100.0,
action_counts[1],
action_counts[2]
);
Ok(())
}
/// Test that sampling doesn't favor lower-index actions (no bias)
#[test]
fn test_no_action_index_bias() -> anyhow::Result<()> {
let mut config = WorkingDQNConfig::emergency_safe_defaults();
config.state_dim = 52;
config.epsilon_start = 0.0; // Disable epsilon-greedy
config.epsilon_end = 0.0;
config.temperature_start = 1.0; // Balanced temperature
let mut dqn = WorkingDQN::new(config)?;
// Test multiple states to ensure no systematic bias
let test_cases = vec![
("uniform", vec![0.0; 52]),
("slightly positive", vec![0.5; 52]),
("slightly negative", vec![-0.5; 52]),
];
for (name, state) in test_cases {
let mut action_counts = [0, 0, 0];
// Sample 10,000 actions
for _ in 0..10000 {
let action = dqn.select_action(&state)?;
action_counts[action as usize] += 1;
}
// Check for lower-index bias (BUY should not be significantly higher than others)
let expected = 10000.0 / 3.0;
let buy_ratio = action_counts[0] as f64 / expected;
let sell_ratio = action_counts[1] as f64 / expected;
let hold_ratio = action_counts[2] as f64 / expected;
// None should deviate more than 10% from expected
assert!(
buy_ratio >= 0.90 && buy_ratio <= 1.10,
"Test '{}': BUY ratio {:.3} deviates >10% from expected",
name,
buy_ratio
);
assert!(
sell_ratio >= 0.90 && sell_ratio <= 1.10,
"Test '{}': SELL ratio {:.3} deviates >10% from expected",
name,
sell_ratio
);
assert!(
hold_ratio >= 0.90 && hold_ratio <= 1.10,
"Test '{}': HOLD ratio {:.3} deviates >10% from expected",
name,
hold_ratio
);
println!(
"✓ No bias test passed for '{}': BUY={} ({:.3}), SELL={} ({:.3}), HOLD={} ({:.3})",
name,
action_counts[0],
buy_ratio,
action_counts[1],
sell_ratio,
action_counts[2],
hold_ratio
);
}
Ok(())
}
/// Test edge case: sample exactly equals cumulative probability
#[test]
fn test_sample_equals_cumulative_edge_case() -> anyhow::Result<()> {
// This test verifies the fix for the boundary condition bug
// When sample == cumulative, the action should be selected
// But with `<=` instead of `<`, it creates a bias towards lower indices
let mut config = WorkingDQNConfig::emergency_safe_defaults();
config.state_dim = 52;
config.epsilon_start = 0.0;
config.epsilon_end = 0.0;
config.temperature_start = 1.0;
let mut dqn = WorkingDQN::new(config)?;
// Use uniform state to get equal probabilities
let state = vec![0.0; 52];
// Run large sample to catch edge cases
let mut action_counts = [0, 0, 0];
for _ in 0..100000 {
let action = dqn.select_action(&state)?;
action_counts[action as usize] += 1;
}
// With 100K samples, we should see very tight distribution
let expected = 100000.0 / 3.0;
// All actions should be within 2% of expected (stricter tolerance with more samples)
for (i, &count) in action_counts.iter().enumerate() {
let ratio = count as f64 / expected;
assert!(
ratio >= 0.98 && ratio <= 1.02,
"Action {} count ({}) deviates >2% from expected ({:.0}), ratio={:.3}",
i,
count,
expected,
ratio
);
}
// Chi-square test with large sample
let chi_square: f64 = action_counts
.iter()
.map(|&count| {
let diff = count as f64 - expected;
(diff * diff) / expected
})
.sum();
assert!(
chi_square < 5.991,
"Chi-square test failed with 100K samples: {:.3} > 5.991",
chi_square
);
println!(
"✓ Edge case test passed (100K samples): BUY={}, SELL={}, HOLD={}, χ²={:.3}",
action_counts[0], action_counts[1], action_counts[2], chi_square
);
Ok(())
}
/// Test cumulative probability normalization (should sum to exactly 1.0)
#[test]
fn test_probability_normalization() -> anyhow::Result<()> {
// This test verifies that softmax probabilities sum to 1.0
// Important for the cumulative sampling to work correctly
use candle_core::{Device, Tensor};
use candle_nn;
let device = Device::Cpu;
// Test multiple Q-value scenarios
let test_cases = vec![
("uniform", vec![0.5, 0.5, 0.5]),
("peaked", vec![1.0, 0.0, 0.0]),
("mixed", vec![0.7, 0.2, 0.1]),
];
for (name, q_values) in test_cases {
let q_tensor = Tensor::from_vec(q_values, (1, 3), &device)?;
// Apply softmax (this is what DQN does internally)
let probs = candle_nn::ops::softmax(&q_tensor, 1)?;
let probs_vec = probs.flatten_all()?.to_vec1::<f32>()?;
// Sum should be exactly 1.0 (within floating point tolerance)
let sum: f32 = probs_vec.iter().sum();
assert!(
(sum - 1.0).abs() < 1e-6,
"Test '{}': Probabilities don't sum to 1.0: sum={:.10}",
name,
sum
);
println!(
"✓ Normalization test passed for '{}': probs={:?}, sum={:.10}",
name, probs_vec, sum
);
}
Ok(())
}