Adds the aux heads that map AuxTrunk's output (64-dim) to per-(direction,
horizon) predicted outcomes, plus the Huber loss kernel that supervises
them against the D-style labels generated in B1.
Files (1212 LOC):
- cuda/aux_heads.cu (197 LOC): fused fwd+bwd for linear projection
h_aux[B, 64] → y_long_hat[B, N_HORIZONS] + y_short_hat[B, N_HORIZONS].
Single launch for both directions, per-batch grad scratch + caller-side
reduce_axis0, cooperative h_aux staging in shmem.
- cuda/aux_loss.cu (143 LOC): Huber loss fwd+bwd with NaN-masking. Per
direction call; returns Σ Huber + valid_count separately so caller picks
reduction policy.
- src/aux_heads.rs (412 LOC): AuxHeads + AuxHuberLoss wrappers, weight
structs, Xavier init under scoped_init_seed.
- tests/aux_heads.rs (460 LOC): 4 #[ignore]'d GPU oracle tests
(fwd_matches_naive, bwd_finite_diff_matches_bias, huber_loss_matches_
naive, huber_loss_nan_mask_does_not_propagate). 4/4 PASS on RTX 3050.
- build.rs: KERNELS += aux_heads, aux_loss; cache-bust bumped to v17.
- src/lib.rs: pub mod aux_heads.
Design decisions (full notes in subagent report):
- Linear heads (no GRN) — D-labels already encode asymmetric loss-aversion
- Per-direction Huber launches (cleaner per-direction telemetry)
- NaN-masking in loss kernel (single NaN label can't poison batch grad)
- Unreduced sum + valid_count separately (caller picks mean policy)
Not yet wired into trainer (B5) or used in policy (B7).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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