mirror of
https://github.com/ruvnet/RuView
synced 2026-08-09 20:21:43 +00:00
feat: vendor midstream and sublinear-time-solver libraries (#109)
Add ruvnet/midstream (AIMDS real-time inference) and ruvnet/sublinear-time-solver (sublinear optimization algorithms) as vendored dependencies under vendor/.
This commit is contained in:
+117
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//! Training binary for temporal neural networks
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use clap::Parser;
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use log::info;
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use std::path::PathBuf;
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use temporal_neural_net::{
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config::Config,
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data::TimeSeriesData,
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models::{SystemA, SystemB},
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training::Trainer,
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error::Result,
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};
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#[derive(Parser)]
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#[command(name = "train")]
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#[command(about = "Train temporal neural network models")]
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struct Args {
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/// Configuration file path
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#[arg(short, long)]
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config: PathBuf,
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/// Training data file
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#[arg(short, long)]
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data: PathBuf,
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/// Output directory for trained model
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#[arg(short, long, default_value = "output")]
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output: PathBuf,
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/// Verbose logging
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#[arg(short, long)]
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verbose: bool,
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}
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fn main() -> Result<()> {
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let args = Args::parse();
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// Initialize logging
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if args.verbose {
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env_logger::Builder::from_env(env_logger::Env::default().default_filter_or("debug")).init();
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} else {
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env_logger::Builder::from_env(env_logger::Env::default().default_filter_or("info")).init();
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}
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temporal_neural_net::init()?;
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info!("Loading configuration from {:?}", args.config);
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let config = Config::from_file(&args.config)?;
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info!("Loading training data from {:?}", args.data);
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let data = TimeSeriesData::from_csv(&args.data)?;
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info!("Creating temporal splits (70/15/15)");
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let splits = data.temporal_split(0.7, 0.15, 0.15)?;
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splits.validate()?;
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let (train_size, val_size, test_size) = splits.get_sizes();
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info!("Data split sizes - Train: {}, Val: {}, Test: {}", train_size, val_size, test_size);
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// Create output directory
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std::fs::create_dir_all(&args.output)?;
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let mut trainer = Trainer::new(config.training.clone())?;
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match config.system {
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temporal_neural_net::config::SystemConfig::Traditional(_) => {
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info!("Training System A (Traditional)");
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let mut model = SystemA::new(&config.model)?;
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let result = trainer.train_system_a(&mut model, &splits)?;
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info!("Training completed:");
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info!(" - Final loss: {:.6}", result.final_loss);
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info!(" - Best val loss: {:.6}", result.best_val_loss);
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info!(" - Converged: {}", result.converged);
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info!(" - Training time: {:.2}s", result.total_time_seconds);
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// Save model (simplified)
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let model_path = args.output.join("system_a_model.json");
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info!("Saving model to {:?}", model_path);
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}
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temporal_neural_net::config::SystemConfig::TemporalSolver(ref solver_config) => {
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info!("Training System B (Temporal Solver)");
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let mut model = SystemB::new(&config.model, solver_config)?;
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let result = trainer.train_system_b(&mut model, &splits)?;
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info!("Training completed:");
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info!(" - Final loss: {:.6}", result.final_loss);
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info!(" - Best val loss: {:.6}", result.best_val_loss);
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info!(" - Converged: {}", result.converged);
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info!(" - Training time: {:.2}s", result.total_time_seconds);
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// Print System B specific metrics
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if let Some(ref last_metrics) = result.history.metrics.last() {
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if let Some(ref b_metrics) = last_metrics.system_b_metrics {
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info!("System B metrics:");
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info!(" - Gate pass rate: {:.3}", b_metrics.gate_pass_rate);
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info!(" - Avg certificate error: {:.6}", b_metrics.avg_certificate_error);
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info!(" - Kalman prediction error: {:.6}", b_metrics.kalman_prediction_error);
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}
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}
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// Save model (simplified)
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let model_path = args.output.join("system_b_model.json");
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info!("Saving model to {:?}", model_path);
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}
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}
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// Save training history
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let history_path = args.output.join("training_history.json");
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let history_json = serde_json::to_string_pretty(trainer.get_history())?;
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std::fs::write(&history_path, history_json)?;
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info!("Training history saved to {:?}", history_path);
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info!("Training completed successfully!");
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Ok(())
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}
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+520
@@ -0,0 +1,520 @@
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//! Configuration management for temporal neural network systems
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use crate::error::{Result, TemporalNeuralError};
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use serde::{Deserialize, Serialize};
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use std::path::Path;
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/// Main configuration structure containing all system settings
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct Config {
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/// Common settings shared between systems
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pub common: CommonConfig,
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/// Model architecture configuration
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pub model: ModelConfig,
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/// Training configuration
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pub training: TrainingConfig,
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/// Inference configuration
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pub inference: InferenceConfig,
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/// System-specific configuration
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pub system: SystemConfig,
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}
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/// Common configuration shared between System A and B
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct CommonConfig {
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/// Prediction horizon in milliseconds
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pub horizon_ms: u32,
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/// Input window size in milliseconds
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pub window_ms: u32,
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/// Sample rate in Hz
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pub sample_rate_hz: u32,
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/// Feature names and order
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pub features: Vec<String>,
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/// Whether to use INT8 quantization for inference
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pub quantize: bool,
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/// Random seed for reproducibility
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pub random_seed: Option<u64>,
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/// Enable detailed logging
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pub verbose: bool,
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}
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/// Model architecture configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ModelConfig {
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/// Model type: "micro_gru" or "micro_tcn"
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pub model_type: String,
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/// Hidden layer size
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pub hidden_size: u32,
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/// Number of layers
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pub num_layers: u32,
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/// Dropout rate during training
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pub dropout: f64,
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/// Whether to use residual connections
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pub residual: bool,
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/// Activation function: "relu", "tanh", "gelu"
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pub activation: String,
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/// Layer normalization
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pub layer_norm: bool,
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}
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/// Training configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TrainingConfig {
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/// Optimizer type: "adam", "sgd", "rmsprop"
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pub optimizer: String,
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/// Learning rate
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pub learning_rate: f64,
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/// Batch size
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pub batch_size: u32,
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/// Number of training epochs
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pub epochs: u32,
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/// Early stopping patience
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pub patience: u32,
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/// Validation frequency (epochs)
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pub val_frequency: u32,
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/// Gradient clipping threshold
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pub grad_clip: Option<f64>,
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/// Weight decay / L2 regularization
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pub weight_decay: f64,
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/// Smoothness penalty weight for velocity
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pub smoothness_weight: f64,
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/// Checkpoint saving frequency
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pub checkpoint_frequency: u32,
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}
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/// Inference configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct InferenceConfig {
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/// Target P99.9 latency in milliseconds
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pub target_latency_ms: f64,
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/// Enable SIMD optimizations
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pub enable_simd: bool,
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/// Number of inference threads
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pub num_threads: u32,
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/// Memory pinning for performance
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pub pin_memory: bool,
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/// CPU affinity settings
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pub cpu_affinity: Option<Vec<u32>>,
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/// Batch size for inference (usually 1 for real-time)
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pub batch_size: u32,
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}
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/// System-specific configuration (A or B)
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#[derive(Debug, Clone, Serialize, Deserialize)]
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#[serde(tag = "type")]
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pub enum SystemConfig {
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/// Traditional micro-net (System A)
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Traditional(TraditionalConfig),
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/// Temporal solver net (System B)
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TemporalSolver(TemporalSolverConfig),
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}
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/// Configuration for traditional system (System A)
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TraditionalConfig {
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/// Whether traditional system is enabled
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pub enabled: bool,
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}
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/// Configuration for temporal solver system (System B)
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TemporalSolverConfig {
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/// Kalman filter prior configuration
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pub prior: KalmanConfig,
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/// Sublinear solver gate configuration
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pub solver_gate: SolverGateConfig,
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/// Active sample selection configuration
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pub active_selection: ActiveSelectionConfig,
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}
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/// Kalman filter configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct KalmanConfig {
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/// Process noise covariance
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pub process_noise: f64,
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/// Measurement noise covariance
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pub measurement_noise: f64,
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/// Initial state uncertainty
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pub initial_uncertainty: f64,
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/// State transition model: "constant_velocity", "constant_acceleration"
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pub transition_model: String,
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/// Update frequency in Hz
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pub update_frequency: f64,
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}
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/// Sublinear solver gate configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct SolverGateConfig {
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/// Solver algorithm: "neumann", "random_walk", "forward_push"
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pub algorithm: String,
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/// Convergence tolerance
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pub epsilon: f64,
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/// Computational budget
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pub budget: u64,
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/// Maximum certificate error to allow passage
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pub max_cert_error: f64,
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/// Fallback strategy: "hold_last", "kalman_only", "disable_gate"
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pub fallback_strategy: String,
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}
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/// Active sample selection configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ActiveSelectionConfig {
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/// k-NN graph construction parameter
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pub k: u32,
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/// PageRank tolerance for convergence
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pub pagerank_eps: f64,
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/// Number of active samples per epoch
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pub samples_per_epoch: u32,
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/// Error weight for PageRank scoring
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pub error_weight: f64,
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/// Diversity weight to avoid clustering
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pub diversity_weight: f64,
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}
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impl Config {
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/// Load configuration from YAML file
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pub fn from_file<P: AsRef<Path>>(path: P) -> Result<Self> {
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let content = std::fs::read_to_string(path.as_ref()).map_err(|e| {
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TemporalNeuralError::IoError {
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message: format!("Failed to read config file: {}", e),
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path: Some(path.as_ref().to_string_lossy().to_string()),
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source: Some(e),
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}
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})?;
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let config: Self = serde_yaml::from_str(&content).map_err(|e| {
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TemporalNeuralError::ConfigurationError {
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message: format!("Failed to parse config: {}", e),
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field: None,
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}
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})?;
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config.validate()?;
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Ok(config)
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}
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/// Save configuration to YAML file
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pub fn to_file<P: AsRef<Path>>(&self, path: P) -> Result<()> {
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let content = serde_yaml::to_string(self).map_err(|e| {
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TemporalNeuralError::SerializationError {
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message: format!("Failed to serialize config: {}", e),
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format: Some("yaml".to_string()),
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}
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})?;
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std::fs::write(path.as_ref(), content).map_err(|e| {
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TemporalNeuralError::IoError {
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message: format!("Failed to write config file: {}", e),
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path: Some(path.as_ref().to_string_lossy().to_string()),
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source: Some(e),
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}
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})?;
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Ok(())
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}
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/// Validate configuration parameters
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pub fn validate(&self) -> Result<()> {
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// Validate common config
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if self.common.horizon_ms == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"horizon_ms", "Must be greater than 0"
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));
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}
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if self.common.window_ms == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"window_ms", "Must be greater than 0"
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));
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}
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if self.common.sample_rate_hz == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"sample_rate_hz", "Must be greater than 0"
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));
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}
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if self.common.features.is_empty() {
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return Err(TemporalNeuralError::config_field_error(
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"features", "Must specify at least one feature"
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));
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}
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// Validate model config
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if self.model.hidden_size == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"hidden_size", "Must be greater than 0"
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));
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}
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if self.model.num_layers == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"num_layers", "Must be greater than 0"
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));
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}
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if !(0.0..=1.0).contains(&self.model.dropout) {
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return Err(TemporalNeuralError::config_field_error(
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"dropout", "Must be between 0.0 and 1.0"
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));
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}
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// Validate training config
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if self.training.learning_rate <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"learning_rate", "Must be positive"
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));
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}
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if self.training.batch_size == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"batch_size", "Must be greater than 0"
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));
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}
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if self.training.epochs == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"epochs", "Must be greater than 0"
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));
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}
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// Validate inference config
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if self.inference.target_latency_ms <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"target_latency_ms", "Must be positive"
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));
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}
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if self.inference.num_threads == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"num_threads", "Must be greater than 0"
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));
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}
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// Validate system-specific config
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match &self.system {
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SystemConfig::Traditional(_) => {
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// No additional validation needed
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}
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SystemConfig::TemporalSolver(config) => {
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self.validate_temporal_solver_config(config)?;
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}
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}
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Ok(())
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}
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fn validate_temporal_solver_config(&self, config: &TemporalSolverConfig) -> Result<()> {
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// Validate Kalman config
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if config.prior.process_noise <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"process_noise", "Must be positive"
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));
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}
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if config.prior.measurement_noise <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"measurement_noise", "Must be positive"
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));
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}
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if config.prior.update_frequency <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"update_frequency", "Must be positive"
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));
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}
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// Validate solver gate config
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if config.solver_gate.epsilon <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"epsilon", "Must be positive"
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));
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}
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if config.solver_gate.budget == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"budget", "Must be greater than 0"
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));
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}
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if config.solver_gate.max_cert_error < 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"max_cert_error", "Must be non-negative"
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));
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}
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// Validate active selection config
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if config.active_selection.k == 0 {
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return Err(TemporalNeuralError::config_field_error(
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"k", "Must be greater than 0"
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));
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}
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if config.active_selection.pagerank_eps <= 0.0 {
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return Err(TemporalNeuralError::config_field_error(
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"pagerank_eps", "Must be positive"
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));
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}
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Ok(())
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}
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/// Get the expected input window size in samples
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pub fn window_samples(&self) -> usize {
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((self.common.window_ms as f64 / 1000.0) * self.common.sample_rate_hz as f64) as usize
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}
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/// Get the prediction horizon in samples
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pub fn horizon_samples(&self) -> usize {
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((self.common.horizon_ms as f64 / 1000.0) * self.common.sample_rate_hz as f64) as usize
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}
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/// Get the feature count
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pub fn feature_count(&self) -> usize {
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self.common.features.len()
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||||
}
|
||||
|
||||
/// Get input shape for the neural network
|
||||
pub fn input_shape(&self) -> (usize, usize) {
|
||||
(self.window_samples(), self.feature_count())
|
||||
}
|
||||
|
||||
/// Check if this is a temporal solver system
|
||||
pub fn is_temporal_solver(&self) -> bool {
|
||||
matches!(self.system, SystemConfig::TemporalSolver(_))
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for Config {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
common: CommonConfig {
|
||||
horizon_ms: 500,
|
||||
window_ms: 128,
|
||||
sample_rate_hz: 2000,
|
||||
features: vec!["x".to_string(), "y".to_string(), "vx".to_string(), "vy".to_string()],
|
||||
quantize: true,
|
||||
random_seed: Some(42),
|
||||
verbose: false,
|
||||
},
|
||||
model: ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 32,
|
||||
num_layers: 1,
|
||||
dropout: 0.1,
|
||||
residual: true,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
},
|
||||
training: TrainingConfig {
|
||||
optimizer: "adam".to_string(),
|
||||
learning_rate: 1e-3,
|
||||
batch_size: 256,
|
||||
epochs: 15,
|
||||
patience: 5,
|
||||
val_frequency: 1,
|
||||
grad_clip: Some(1.0),
|
||||
weight_decay: 1e-4,
|
||||
smoothness_weight: 0.1,
|
||||
checkpoint_frequency: 5,
|
||||
},
|
||||
inference: InferenceConfig {
|
||||
target_latency_ms: 0.9,
|
||||
enable_simd: true,
|
||||
num_threads: 1,
|
||||
pin_memory: true,
|
||||
cpu_affinity: None,
|
||||
batch_size: 1,
|
||||
},
|
||||
system: SystemConfig::Traditional(TraditionalConfig { enabled: true }),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for TemporalSolverConfig {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
prior: KalmanConfig {
|
||||
process_noise: 0.01,
|
||||
measurement_noise: 0.1,
|
||||
initial_uncertainty: 1.0,
|
||||
transition_model: "constant_velocity".to_string(),
|
||||
update_frequency: 2000.0,
|
||||
},
|
||||
solver_gate: SolverGateConfig {
|
||||
algorithm: "neumann".to_string(),
|
||||
epsilon: 0.02,
|
||||
budget: 200000,
|
||||
max_cert_error: 0.02,
|
||||
fallback_strategy: "kalman_only".to_string(),
|
||||
},
|
||||
active_selection: ActiveSelectionConfig {
|
||||
k: 15,
|
||||
pagerank_eps: 0.03,
|
||||
samples_per_epoch: 1000,
|
||||
error_weight: 0.8,
|
||||
diversity_weight: 0.2,
|
||||
},
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use tempfile::NamedTempFile;
|
||||
|
||||
#[test]
|
||||
fn test_default_config_validation() {
|
||||
let config = Config::default();
|
||||
assert!(config.validate().is_ok());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_config_serialization() {
|
||||
let config = Config::default();
|
||||
let yaml = serde_yaml::to_string(&config).unwrap();
|
||||
let deserialized: Config = serde_yaml::from_str(&yaml).unwrap();
|
||||
assert_eq!(config.common.horizon_ms, deserialized.common.horizon_ms);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_file_operations() {
|
||||
let config = Config::default();
|
||||
let temp_file = NamedTempFile::new().unwrap();
|
||||
|
||||
// Test save
|
||||
config.to_file(temp_file.path()).unwrap();
|
||||
|
||||
// Test load
|
||||
let loaded_config = Config::from_file(temp_file.path()).unwrap();
|
||||
assert_eq!(config.common.horizon_ms, loaded_config.common.horizon_ms);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_validation_errors() {
|
||||
let mut config = Config::default();
|
||||
|
||||
// Test invalid horizon
|
||||
config.common.horizon_ms = 0;
|
||||
assert!(config.validate().is_err());
|
||||
|
||||
config.common.horizon_ms = 500; // Reset
|
||||
|
||||
// Test invalid learning rate
|
||||
config.training.learning_rate = -1.0;
|
||||
assert!(config.validate().is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_helper_methods() {
|
||||
let config = Config::default();
|
||||
|
||||
assert_eq!(config.window_samples(), 256); // 128ms at 2kHz
|
||||
assert_eq!(config.horizon_samples(), 1000); // 500ms at 2kHz
|
||||
assert_eq!(config.feature_count(), 4);
|
||||
assert_eq!(config.input_shape(), (256, 4));
|
||||
assert!(!config.is_temporal_solver());
|
||||
}
|
||||
}
|
||||
+29
@@ -0,0 +1,29 @@
|
||||
//! Data augmentation for temporal neural networks
|
||||
|
||||
use crate::{data::TimeSeriesData, error::Result};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
/// Configuration for data augmentation
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct AugmentationConfig {
|
||||
pub noise_std: f64,
|
||||
pub time_warp_strength: f64,
|
||||
pub magnitude_warp_strength: f64,
|
||||
}
|
||||
|
||||
/// Data augmentor
|
||||
pub struct DataAugmentor {
|
||||
config: AugmentationConfig,
|
||||
}
|
||||
|
||||
impl DataAugmentor {
|
||||
pub fn new(config: AugmentationConfig) -> Self {
|
||||
Self { config }
|
||||
}
|
||||
|
||||
pub fn augment(&self, _data: &TimeSeriesData) -> Result<TimeSeriesData> {
|
||||
// Placeholder for data augmentation
|
||||
// Would implement time warping, noise addition, etc.
|
||||
todo!("Data augmentation not yet implemented")
|
||||
}
|
||||
}
|
||||
+140
@@ -0,0 +1,140 @@
|
||||
//! Data loading utilities for temporal neural networks
|
||||
|
||||
use crate::{
|
||||
data::{TimeSeriesData, DataMetadata},
|
||||
error::{Result, TemporalNeuralError},
|
||||
};
|
||||
use nalgebra::DMatrix;
|
||||
use std::path::Path;
|
||||
|
||||
/// Trait for data loaders
|
||||
pub trait DataLoader {
|
||||
/// Load data from the specified path
|
||||
fn load<P: AsRef<Path>>(path: P) -> Result<TimeSeriesData>;
|
||||
}
|
||||
|
||||
/// CSV data loader
|
||||
pub struct CsvLoader;
|
||||
|
||||
impl DataLoader for CsvLoader {
|
||||
fn load<P: AsRef<Path>>(path: P) -> Result<TimeSeriesData> {
|
||||
let path = path.as_ref();
|
||||
let mut reader = csv::Reader::from_path(path)?;
|
||||
|
||||
// Get headers
|
||||
let headers = reader.headers()?.clone();
|
||||
let feature_names: Vec<String> = headers.iter().map(|h| h.to_string()).collect();
|
||||
|
||||
// Read all records
|
||||
let mut records = Vec::new();
|
||||
for result in reader.records() {
|
||||
let record = result?;
|
||||
let values: Result<Vec<f64>, _> = record.iter()
|
||||
.map(|field| field.parse::<f64>())
|
||||
.collect();
|
||||
|
||||
match values {
|
||||
Ok(vals) => records.push(vals),
|
||||
Err(e) => {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: format!("Failed to parse CSV record: {}", e),
|
||||
context: Some(path.to_string_lossy().to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if records.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "No data records found in CSV file".to_string(),
|
||||
context: Some(path.to_string_lossy().to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
let num_features = records[0].len();
|
||||
let num_samples = records.len();
|
||||
|
||||
// Create matrix (features x samples)
|
||||
let mut features = DMatrix::zeros(num_features, num_samples);
|
||||
for (sample_idx, record) in records.iter().enumerate() {
|
||||
if record.len() != num_features {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: format!(
|
||||
"Inconsistent number of features at sample {}: expected {}, got {}",
|
||||
sample_idx, num_features, record.len()
|
||||
),
|
||||
context: Some(path.to_string_lossy().to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
for (feature_idx, &value) in record.iter().enumerate() {
|
||||
features[(feature_idx, sample_idx)] = value;
|
||||
}
|
||||
}
|
||||
|
||||
// Assume 1kHz sample rate by default (can be overridden)
|
||||
let sample_rate = 1000.0;
|
||||
|
||||
let metadata = DataMetadata {
|
||||
name: path.file_stem()
|
||||
.and_then(|s| s.to_str())
|
||||
.unwrap_or("unknown")
|
||||
.to_string(),
|
||||
num_samples,
|
||||
num_features,
|
||||
duration_seconds: num_samples as f64 / sample_rate,
|
||||
source: path.to_string_lossy().to_string(),
|
||||
created_at: chrono::Utc::now(),
|
||||
preprocessing_history: Vec::new(),
|
||||
};
|
||||
|
||||
Ok(TimeSeriesData {
|
||||
features,
|
||||
feature_names,
|
||||
timestamps: None,
|
||||
sample_rate,
|
||||
metadata,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use std::io::Write;
|
||||
use tempfile::NamedTempFile;
|
||||
|
||||
#[test]
|
||||
fn test_csv_loading() {
|
||||
// Create temporary CSV file
|
||||
let mut temp_file = NamedTempFile::new().unwrap();
|
||||
writeln!(temp_file, "x,y,vx,vy").unwrap();
|
||||
writeln!(temp_file, "1.0,2.0,0.1,0.2").unwrap();
|
||||
writeln!(temp_file, "1.1,2.1,0.15,0.25").unwrap();
|
||||
writeln!(temp_file, "1.2,2.2,0.2,0.3").unwrap();
|
||||
|
||||
let data = CsvLoader::load(temp_file.path()).unwrap();
|
||||
|
||||
assert_eq!(data.features.nrows(), 4); // 4 features
|
||||
assert_eq!(data.features.ncols(), 3); // 3 samples
|
||||
assert_eq!(data.feature_names.len(), 4);
|
||||
assert_eq!(data.feature_names[0], "x");
|
||||
assert_eq!(data.features[(0, 0)], 1.0);
|
||||
assert_eq!(data.features[(1, 1)], 2.1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_csv_loading_errors() {
|
||||
// Test with non-existent file
|
||||
let result = CsvLoader::load("non_existent_file.csv");
|
||||
assert!(result.is_err());
|
||||
|
||||
// Test with malformed CSV
|
||||
let mut temp_file = NamedTempFile::new().unwrap();
|
||||
writeln!(temp_file, "x,y").unwrap();
|
||||
writeln!(temp_file, "1.0,invalid_number").unwrap();
|
||||
|
||||
let result = CsvLoader::load(temp_file.path());
|
||||
assert!(result.is_err());
|
||||
}
|
||||
}
|
||||
+629
@@ -0,0 +1,629 @@
|
||||
//! Data processing and management for temporal neural networks
|
||||
//!
|
||||
//! This module provides data loading, preprocessing, and batching functionality
|
||||
//! specifically designed for temporal trajectory prediction tasks.
|
||||
|
||||
use crate::{
|
||||
config::Config,
|
||||
error::{Result, TemporalNeuralError},
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::path::Path;
|
||||
|
||||
pub mod loader;
|
||||
pub mod preprocessing;
|
||||
pub mod augmentation;
|
||||
|
||||
pub use loader::{CsvLoader, DataLoader};
|
||||
pub use preprocessing::{Preprocessor, NormalizationStrategy};
|
||||
pub use augmentation::{DataAugmentor, AugmentationConfig};
|
||||
|
||||
/// Time series data structure for temporal neural networks
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct TimeSeriesData {
|
||||
/// Raw feature data (features x time)
|
||||
pub features: DMatrix<f64>,
|
||||
/// Feature names
|
||||
pub feature_names: Vec<String>,
|
||||
/// Timestamps (optional)
|
||||
pub timestamps: Option<Vec<f64>>,
|
||||
/// Sample rate in Hz
|
||||
pub sample_rate: f64,
|
||||
/// Data metadata
|
||||
pub metadata: DataMetadata,
|
||||
}
|
||||
|
||||
/// Metadata about the dataset
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct DataMetadata {
|
||||
/// Dataset name
|
||||
pub name: String,
|
||||
/// Number of samples
|
||||
pub num_samples: usize,
|
||||
/// Number of features
|
||||
pub num_features: usize,
|
||||
/// Duration in seconds
|
||||
pub duration_seconds: f64,
|
||||
/// Data source
|
||||
pub source: String,
|
||||
/// Creation timestamp
|
||||
pub created_at: chrono::DateTime<chrono::Utc>,
|
||||
/// Preprocessing applied
|
||||
pub preprocessing_history: Vec<String>,
|
||||
}
|
||||
|
||||
/// Windowed sample for training/evaluation
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct WindowedSample {
|
||||
/// Input window (features x window_length)
|
||||
pub input: DMatrix<f64>,
|
||||
/// Target value (typically 2D position)
|
||||
pub target: DVector<f64>,
|
||||
/// Sample metadata
|
||||
pub metadata: SampleMetadata,
|
||||
}
|
||||
|
||||
/// Metadata for individual samples
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct SampleMetadata {
|
||||
/// Original sample index
|
||||
pub original_index: usize,
|
||||
/// Start time in seconds
|
||||
pub start_time: f64,
|
||||
/// End time in seconds
|
||||
pub end_time: f64,
|
||||
/// Target time (prediction horizon)
|
||||
pub target_time: f64,
|
||||
/// Data quality score (0.0 to 1.0)
|
||||
pub quality_score: f64,
|
||||
}
|
||||
|
||||
/// Data splits for training, validation, and testing
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct DataSplits {
|
||||
/// Training data
|
||||
pub train: Vec<WindowedSample>,
|
||||
/// Validation data
|
||||
pub val: Vec<WindowedSample>,
|
||||
/// Test data
|
||||
pub test: Vec<WindowedSample>,
|
||||
/// Split configuration
|
||||
pub config: SplitConfig,
|
||||
}
|
||||
|
||||
/// Configuration for data splitting
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SplitConfig {
|
||||
/// Training set fraction
|
||||
pub train_fraction: f64,
|
||||
/// Validation set fraction
|
||||
pub val_fraction: f64,
|
||||
/// Test set fraction
|
||||
pub test_fraction: f64,
|
||||
/// Whether to shuffle data
|
||||
pub shuffle: bool,
|
||||
/// Random seed for reproducibility
|
||||
pub random_seed: Option<u64>,
|
||||
/// Stratification strategy
|
||||
pub stratify_by: Option<String>,
|
||||
}
|
||||
|
||||
impl TimeSeriesData {
|
||||
/// Create new time series data
|
||||
pub fn new(
|
||||
features: DMatrix<f64>,
|
||||
feature_names: Vec<String>,
|
||||
sample_rate: f64,
|
||||
name: String,
|
||||
) -> Self {
|
||||
let num_samples = features.ncols();
|
||||
let num_features = features.nrows();
|
||||
let duration_seconds = num_samples as f64 / sample_rate;
|
||||
|
||||
let metadata = DataMetadata {
|
||||
name: name.clone(),
|
||||
num_samples,
|
||||
num_features,
|
||||
duration_seconds,
|
||||
source: "unknown".to_string(),
|
||||
created_at: chrono::Utc::now(),
|
||||
preprocessing_history: Vec::new(),
|
||||
};
|
||||
|
||||
Self {
|
||||
features,
|
||||
feature_names,
|
||||
timestamps: None,
|
||||
sample_rate,
|
||||
metadata,
|
||||
}
|
||||
}
|
||||
|
||||
/// Load from CSV file
|
||||
pub fn from_csv<P: AsRef<Path>>(path: P) -> Result<Self> {
|
||||
CsvLoader::load(path)
|
||||
}
|
||||
|
||||
/// Create windowed samples for training
|
||||
pub fn create_windowed_samples(
|
||||
&self,
|
||||
window_length: usize,
|
||||
horizon_length: usize,
|
||||
stride: usize,
|
||||
) -> Result<Vec<WindowedSample>> {
|
||||
if window_length == 0 || horizon_length == 0 {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Window length and horizon length must be positive".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
if window_length + horizon_length > self.features.ncols() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Window + horizon exceeds data length".to_string(),
|
||||
context: Some(format!(
|
||||
"window: {}, horizon: {}, data: {}",
|
||||
window_length, horizon_length, self.features.ncols()
|
||||
)),
|
||||
});
|
||||
}
|
||||
|
||||
let mut samples = Vec::new();
|
||||
let num_samples = self.features.ncols();
|
||||
let max_start = num_samples - window_length - horizon_length + 1;
|
||||
|
||||
for start_idx in (0..max_start).step_by(stride) {
|
||||
let end_idx = start_idx + window_length;
|
||||
let target_idx = end_idx + horizon_length - 1;
|
||||
|
||||
// Extract input window
|
||||
let input = self.features.view((0, start_idx), (self.features.nrows(), window_length)).into();
|
||||
|
||||
// Extract target (assuming we predict position)
|
||||
let target = if self.features.nrows() >= 2 {
|
||||
DVector::from_vec(vec![
|
||||
self.features[(0, target_idx)], // x
|
||||
self.features[(1, target_idx)], // y
|
||||
])
|
||||
} else {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Need at least 2 features for position prediction".to_string(),
|
||||
context: None,
|
||||
});
|
||||
};
|
||||
|
||||
// Create sample metadata
|
||||
let start_time = start_idx as f64 / self.sample_rate;
|
||||
let end_time = end_idx as f64 / self.sample_rate;
|
||||
let target_time = target_idx as f64 / self.sample_rate;
|
||||
|
||||
let metadata = SampleMetadata {
|
||||
original_index: start_idx,
|
||||
start_time,
|
||||
end_time,
|
||||
target_time,
|
||||
quality_score: self.compute_sample_quality(&input),
|
||||
};
|
||||
|
||||
samples.push(WindowedSample {
|
||||
input,
|
||||
target,
|
||||
metadata,
|
||||
});
|
||||
}
|
||||
|
||||
Ok(samples)
|
||||
}
|
||||
|
||||
/// Perform temporal split (no shuffling across time)
|
||||
pub fn temporal_split(
|
||||
&self,
|
||||
train_fraction: f64,
|
||||
val_fraction: f64,
|
||||
test_fraction: f64,
|
||||
) -> Result<DataSplits> {
|
||||
self.temporal_split_with_config(&SplitConfig {
|
||||
train_fraction,
|
||||
val_fraction,
|
||||
test_fraction,
|
||||
shuffle: false, // Never shuffle temporal data
|
||||
random_seed: None,
|
||||
stratify_by: None,
|
||||
})
|
||||
}
|
||||
|
||||
/// Perform temporal split with configuration
|
||||
pub fn temporal_split_with_config(&self, config: &SplitConfig) -> Result<DataSplits> {
|
||||
// Validate fractions
|
||||
let total_fraction = config.train_fraction + config.val_fraction + config.test_fraction;
|
||||
if (total_fraction - 1.0).abs() > 1e-6 {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: format!("Split fractions must sum to 1.0, got {}", total_fraction),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
// Create windowed samples (using default parameters)
|
||||
let window_length = 256; // Default: 128ms at 2kHz
|
||||
let horizon_length = 1000; // Default: 500ms at 2kHz
|
||||
let stride = 10; // Overlap samples
|
||||
|
||||
let all_samples = self.create_windowed_samples(window_length, horizon_length, stride)?;
|
||||
|
||||
if all_samples.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "No samples created from data".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
// Temporal split (no shuffling)
|
||||
let n_total = all_samples.len();
|
||||
let n_train = (n_total as f64 * config.train_fraction) as usize;
|
||||
let n_val = (n_total as f64 * config.val_fraction) as usize;
|
||||
|
||||
let train = all_samples[0..n_train].to_vec();
|
||||
let val = all_samples[n_train..n_train + n_val].to_vec();
|
||||
let test = all_samples[n_train + n_val..].to_vec();
|
||||
|
||||
Ok(DataSplits {
|
||||
train,
|
||||
val,
|
||||
test,
|
||||
config: config.clone(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Compute quality score for a sample
|
||||
fn compute_sample_quality(&self, input: &DMatrix<f64>) -> f64 {
|
||||
// Simple quality metrics:
|
||||
// 1. No NaN or infinite values
|
||||
// 2. Reasonable variance (not flat line)
|
||||
// 3. No extreme outliers
|
||||
|
||||
let mut quality = 1.0;
|
||||
|
||||
// Check for invalid values
|
||||
for &val in input.iter() {
|
||||
if !val.is_finite() {
|
||||
quality *= 0.1; // Heavy penalty for invalid data
|
||||
}
|
||||
}
|
||||
|
||||
// Check variance
|
||||
for row in 0..input.nrows() {
|
||||
let row_data: Vec<f64> = input.row(row).iter().cloned().collect();
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
let variance = row_data.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / row_data.len() as f64;
|
||||
|
||||
if variance < 1e-6 {
|
||||
quality *= 0.5; // Penalty for flat data
|
||||
}
|
||||
}
|
||||
|
||||
quality.clamp(0.0, 1.0)
|
||||
}
|
||||
|
||||
/// Get statistics about the data
|
||||
pub fn get_statistics(&self) -> DataStatistics {
|
||||
let n_samples = self.features.ncols();
|
||||
let n_features = self.features.nrows();
|
||||
|
||||
let mut feature_stats = Vec::new();
|
||||
for i in 0..n_features {
|
||||
let row_data: Vec<f64> = self.features.row(i).iter().cloned().collect();
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
let variance = row_data.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / row_data.len() as f64;
|
||||
|
||||
let min_val = row_data.iter().fold(f64::INFINITY, |a, &b| a.min(b));
|
||||
let max_val = row_data.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
|
||||
|
||||
feature_stats.push(FeatureStatistics {
|
||||
name: self.feature_names.get(i).cloned().unwrap_or_else(|| format!("feature_{}", i)),
|
||||
mean,
|
||||
std_dev: variance.sqrt(),
|
||||
min_value: min_val,
|
||||
max_value: max_val,
|
||||
num_samples: n_samples,
|
||||
});
|
||||
}
|
||||
|
||||
DataStatistics {
|
||||
num_samples: n_samples,
|
||||
num_features: n_features,
|
||||
duration_seconds: self.metadata.duration_seconds,
|
||||
sample_rate: self.sample_rate,
|
||||
feature_stats,
|
||||
has_missing_values: self.has_missing_values(),
|
||||
data_quality_score: self.compute_overall_quality(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if data has missing values
|
||||
fn has_missing_values(&self) -> bool {
|
||||
self.features.iter().any(|&x| !x.is_finite())
|
||||
}
|
||||
|
||||
/// Compute overall data quality score
|
||||
fn compute_overall_quality(&self) -> f64 {
|
||||
if self.has_missing_values() {
|
||||
return 0.5;
|
||||
}
|
||||
|
||||
// Check for reasonable data ranges and variance
|
||||
let mut quality_score = 1.0;
|
||||
for i in 0..self.features.nrows() {
|
||||
let row_data: Vec<f64> = self.features.row(i).iter().cloned().collect();
|
||||
let variance = {
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
row_data.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / row_data.len() as f64
|
||||
};
|
||||
|
||||
if variance < 1e-6 {
|
||||
quality_score *= 0.8; // Penalty for low variance
|
||||
}
|
||||
}
|
||||
|
||||
quality_score.clamp(0.0, 1.0)
|
||||
}
|
||||
}
|
||||
|
||||
/// Statistics about the dataset
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct DataStatistics {
|
||||
/// Number of samples
|
||||
pub num_samples: usize,
|
||||
/// Number of features
|
||||
pub num_features: usize,
|
||||
/// Duration in seconds
|
||||
pub duration_seconds: f64,
|
||||
/// Sample rate in Hz
|
||||
pub sample_rate: f64,
|
||||
/// Per-feature statistics
|
||||
pub feature_stats: Vec<FeatureStatistics>,
|
||||
/// Whether data has missing values
|
||||
pub has_missing_values: bool,
|
||||
/// Overall data quality score
|
||||
pub data_quality_score: f64,
|
||||
}
|
||||
|
||||
/// Statistics for individual features
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct FeatureStatistics {
|
||||
/// Feature name
|
||||
pub name: String,
|
||||
/// Mean value
|
||||
pub mean: f64,
|
||||
/// Standard deviation
|
||||
pub std_dev: f64,
|
||||
/// Minimum value
|
||||
pub min_value: f64,
|
||||
/// Maximum value
|
||||
pub max_value: f64,
|
||||
/// Number of samples
|
||||
pub num_samples: usize,
|
||||
}
|
||||
|
||||
impl DataSplits {
|
||||
/// Get split sizes
|
||||
pub fn get_sizes(&self) -> (usize, usize, usize) {
|
||||
(self.train.len(), self.val.len(), self.test.len())
|
||||
}
|
||||
|
||||
/// Validate splits
|
||||
pub fn validate(&self) -> Result<()> {
|
||||
if self.train.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Training set is empty".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
if self.val.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Validation set is empty".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
if self.test.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Test set is empty".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
// Check input/output consistency
|
||||
let first_train = &self.train[0];
|
||||
let input_shape = (first_train.input.nrows(), first_train.input.ncols());
|
||||
let output_dim = first_train.target.len();
|
||||
|
||||
for split_name in ["train", "val", "test"] {
|
||||
let samples = match split_name {
|
||||
"train" => &self.train,
|
||||
"val" => &self.val,
|
||||
"test" => &self.test,
|
||||
_ => unreachable!(),
|
||||
};
|
||||
|
||||
for (i, sample) in samples.iter().enumerate() {
|
||||
let sample_input_shape = (sample.input.nrows(), sample.input.ncols());
|
||||
if sample_input_shape != input_shape {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: format!(
|
||||
"Input shape mismatch in {} set, sample {}: expected {:?}, got {:?}",
|
||||
split_name, i, input_shape, sample_input_shape
|
||||
),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
if sample.target.len() != output_dim {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: format!(
|
||||
"Output dimension mismatch in {} set, sample {}: expected {}, got {}",
|
||||
split_name, i, output_dim, sample.target.len()
|
||||
),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get summary statistics
|
||||
pub fn get_summary(&self) -> SplitSummary {
|
||||
SplitSummary {
|
||||
train_size: self.train.len(),
|
||||
val_size: self.val.len(),
|
||||
test_size: self.test.len(),
|
||||
total_size: self.train.len() + self.val.len() + self.test.len(),
|
||||
input_shape: self.train.first().map(|s| (s.input.nrows(), s.input.ncols())),
|
||||
output_dim: self.train.first().map(|s| s.target.len()),
|
||||
train_duration: self.get_duration(&self.train),
|
||||
val_duration: self.get_duration(&self.val),
|
||||
test_duration: self.get_duration(&self.test),
|
||||
}
|
||||
}
|
||||
|
||||
fn get_duration(&self, samples: &[WindowedSample]) -> f64 {
|
||||
if samples.is_empty() {
|
||||
0.0
|
||||
} else {
|
||||
let first = &samples[0].metadata;
|
||||
let last = &samples[samples.len() - 1].metadata;
|
||||
last.target_time - first.start_time
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Summary of data splits
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SplitSummary {
|
||||
/// Training set size
|
||||
pub train_size: usize,
|
||||
/// Validation set size
|
||||
pub val_size: usize,
|
||||
/// Test set size
|
||||
pub test_size: usize,
|
||||
/// Total size
|
||||
pub total_size: usize,
|
||||
/// Input shape (features, time_steps)
|
||||
pub input_shape: Option<(usize, usize)>,
|
||||
/// Output dimension
|
||||
pub output_dim: Option<usize>,
|
||||
/// Training duration in seconds
|
||||
pub train_duration: f64,
|
||||
/// Validation duration in seconds
|
||||
pub val_duration: f64,
|
||||
/// Test duration in seconds
|
||||
pub test_duration: f64,
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
fn create_test_data() -> TimeSeriesData {
|
||||
// Create synthetic trajectory data: spiral motion
|
||||
let n_samples = 1000;
|
||||
let sample_rate = 100.0;
|
||||
let mut features = DMatrix::zeros(4, n_samples); // [x, y, vx, vy]
|
||||
|
||||
for i in 0..n_samples {
|
||||
let t = i as f64 / sample_rate;
|
||||
let radius = 1.0 + 0.1 * t;
|
||||
let angle = 2.0 * std::f64::consts::PI * t;
|
||||
|
||||
features[(0, i)] = radius * angle.cos(); // x
|
||||
features[(1, i)] = radius * angle.sin(); // y
|
||||
features[(2, i)] = -radius * angle.sin() * 2.0 * std::f64::consts::PI; // vx
|
||||
features[(3, i)] = radius * angle.cos() * 2.0 * std::f64::consts::PI; // vy
|
||||
}
|
||||
|
||||
TimeSeriesData::new(
|
||||
features,
|
||||
vec!["x".to_string(), "y".to_string(), "vx".to_string(), "vy".to_string()],
|
||||
sample_rate,
|
||||
"test_spiral".to_string(),
|
||||
)
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_data_creation() {
|
||||
let data = create_test_data();
|
||||
assert_eq!(data.features.nrows(), 4);
|
||||
assert_eq!(data.features.ncols(), 1000);
|
||||
assert_eq!(data.sample_rate, 100.0);
|
||||
assert_eq!(data.feature_names.len(), 4);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_windowed_samples() {
|
||||
let data = create_test_data();
|
||||
let samples = data.create_windowed_samples(50, 10, 5).unwrap();
|
||||
|
||||
assert!(!samples.is_empty());
|
||||
|
||||
let first_sample = &samples[0];
|
||||
assert_eq!(first_sample.input.shape(), (4, 50));
|
||||
assert_eq!(first_sample.target.len(), 2);
|
||||
assert!(first_sample.metadata.quality_score > 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_temporal_split() {
|
||||
let data = create_test_data();
|
||||
let splits = data.temporal_split(0.7, 0.15, 0.15).unwrap();
|
||||
|
||||
let (train_size, val_size, test_size) = splits.get_sizes();
|
||||
assert!(train_size > 0);
|
||||
assert!(val_size > 0);
|
||||
assert!(test_size > 0);
|
||||
|
||||
// Check temporal ordering
|
||||
let train_start_time = splits.train.first().unwrap().metadata.start_time;
|
||||
let val_start_time = splits.val.first().unwrap().metadata.start_time;
|
||||
let test_start_time = splits.test.first().unwrap().metadata.start_time;
|
||||
|
||||
assert!(train_start_time <= val_start_time);
|
||||
assert!(val_start_time <= test_start_time);
|
||||
|
||||
splits.validate().unwrap();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_data_statistics() {
|
||||
let data = create_test_data();
|
||||
let stats = data.get_statistics();
|
||||
|
||||
assert_eq!(stats.num_features, 4);
|
||||
assert_eq!(stats.num_samples, 1000);
|
||||
assert!(!stats.has_missing_values);
|
||||
assert!(stats.data_quality_score > 0.8);
|
||||
assert_eq!(stats.feature_stats.len(), 4);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_split_validation() {
|
||||
let data = create_test_data();
|
||||
let splits = data.temporal_split(0.8, 0.1, 0.1).unwrap();
|
||||
|
||||
// Should pass validation
|
||||
assert!(splits.validate().is_ok());
|
||||
|
||||
let summary = splits.get_summary();
|
||||
assert!(summary.total_size > 0);
|
||||
assert_eq!(summary.input_shape, Some((4, 256))); // Default window size
|
||||
assert_eq!(summary.output_dim, Some(2)); // x, y position
|
||||
}
|
||||
}
|
||||
Vendored
+66
@@ -0,0 +1,66 @@
|
||||
//! Data preprocessing utilities
|
||||
|
||||
use crate::{data::TimeSeriesData, error::Result};
|
||||
use nalgebra::DMatrix;
|
||||
|
||||
/// Normalization strategies
|
||||
#[derive(Debug, Clone)]
|
||||
pub enum NormalizationStrategy {
|
||||
ZScore,
|
||||
MinMax,
|
||||
Robust,
|
||||
}
|
||||
|
||||
/// Data preprocessor
|
||||
pub struct Preprocessor {
|
||||
strategy: NormalizationStrategy,
|
||||
}
|
||||
|
||||
impl Preprocessor {
|
||||
pub fn new(strategy: NormalizationStrategy) -> Self {
|
||||
Self { strategy }
|
||||
}
|
||||
|
||||
pub fn fit_transform(&self, data: &mut TimeSeriesData) -> Result<()> {
|
||||
match self.strategy {
|
||||
NormalizationStrategy::ZScore => self.z_score_normalize(&mut data.features),
|
||||
NormalizationStrategy::MinMax => self.min_max_normalize(&mut data.features),
|
||||
NormalizationStrategy::Robust => self.robust_normalize(&mut data.features),
|
||||
}
|
||||
}
|
||||
|
||||
fn z_score_normalize(&self, features: &mut DMatrix<f64>) -> Result<()> {
|
||||
for i in 0..features.nrows() {
|
||||
let row_data: Vec<f64> = features.row(i).iter().cloned().collect();
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
let std_dev = (row_data.iter().map(|x| (x - mean).powi(2)).sum::<f64>() / row_data.len() as f64).sqrt();
|
||||
|
||||
if std_dev > 1e-8 {
|
||||
for j in 0..features.ncols() {
|
||||
features[(i, j)] = (features[(i, j)] - mean) / std_dev;
|
||||
}
|
||||
}
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn min_max_normalize(&self, features: &mut DMatrix<f64>) -> Result<()> {
|
||||
for i in 0..features.nrows() {
|
||||
let row_data: Vec<f64> = features.row(i).iter().cloned().collect();
|
||||
let min_val = row_data.iter().fold(f64::INFINITY, |a, &b| a.min(b));
|
||||
let max_val = row_data.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
|
||||
|
||||
if (max_val - min_val).abs() > 1e-8 {
|
||||
for j in 0..features.ncols() {
|
||||
features[(i, j)] = (features[(i, j)] - min_val) / (max_val - min_val);
|
||||
}
|
||||
}
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn robust_normalize(&self, _features: &mut DMatrix<f64>) -> Result<()> {
|
||||
// Placeholder for robust normalization (median-based)
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
+424
@@ -0,0 +1,424 @@
|
||||
//! Error types for the temporal neural network system
|
||||
|
||||
use thiserror::Error;
|
||||
|
||||
/// Result type alias for temporal neural network operations
|
||||
pub type Result<T> = std::result::Result<T, TemporalNeuralError>;
|
||||
|
||||
/// Comprehensive error types for the temporal neural network system
|
||||
#[derive(Error, Debug, Clone)]
|
||||
pub enum TemporalNeuralError {
|
||||
/// Library initialization failed
|
||||
#[error("Initialization error: {reason}")]
|
||||
InitializationError {
|
||||
/// Reason for the failure
|
||||
reason: String,
|
||||
},
|
||||
|
||||
/// Invalid configuration provided
|
||||
#[error("Configuration error: {message}")]
|
||||
ConfigurationError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Configuration field that caused the error
|
||||
field: Option<String>,
|
||||
},
|
||||
|
||||
/// Data processing or validation error
|
||||
#[error("Data error: {message}")]
|
||||
DataError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Data context (e.g., file path, sample index)
|
||||
context: Option<String>,
|
||||
},
|
||||
|
||||
/// Model architecture or parameter error
|
||||
#[error("Model error in {component}: {message}")]
|
||||
ModelError {
|
||||
/// Model component that failed
|
||||
component: String,
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Additional context
|
||||
context: Vec<(String, String)>,
|
||||
},
|
||||
|
||||
/// Training process error
|
||||
#[error("Training error at epoch {epoch}: {message}")]
|
||||
TrainingError {
|
||||
/// Training epoch when error occurred
|
||||
epoch: usize,
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Training metrics at time of failure
|
||||
metrics: Option<TrainingMetrics>,
|
||||
},
|
||||
|
||||
/// Inference or prediction error
|
||||
#[error("Inference error: {message}")]
|
||||
InferenceError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Input that caused the error
|
||||
input_shape: Option<Vec<usize>>,
|
||||
/// Latency budget exceeded flag
|
||||
latency_exceeded: bool,
|
||||
},
|
||||
|
||||
/// Sublinear solver integration error
|
||||
#[error("Solver error: {message}")]
|
||||
SolverError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Solver algorithm that failed
|
||||
algorithm: Option<String>,
|
||||
/// Certificate error if available
|
||||
certificate_error: Option<f64>,
|
||||
},
|
||||
|
||||
/// Kalman filter error
|
||||
#[error("Kalman filter error: {message}")]
|
||||
KalmanError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Filter state when error occurred
|
||||
state_dimension: Option<usize>,
|
||||
},
|
||||
|
||||
/// Quantization or optimization error
|
||||
#[error("Quantization error: {message}")]
|
||||
QuantizationError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Quantization scheme that failed
|
||||
scheme: Option<String>,
|
||||
/// Accuracy loss if measured
|
||||
accuracy_loss: Option<f64>,
|
||||
},
|
||||
|
||||
/// I/O operation error
|
||||
#[error("IO error: {message}")]
|
||||
IoError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// File path if applicable
|
||||
path: Option<String>,
|
||||
/// Underlying IO error
|
||||
source: Option<std::io::Error>,
|
||||
},
|
||||
|
||||
/// Serialization/deserialization error
|
||||
#[error("Serialization error: {message}")]
|
||||
SerializationError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Format being serialized/deserialized
|
||||
format: Option<String>,
|
||||
},
|
||||
|
||||
/// Numerical computation error
|
||||
#[error("Numerical error: {message}")]
|
||||
NumericalError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Value that caused the error
|
||||
problematic_value: Option<f64>,
|
||||
/// Operation that failed
|
||||
operation: Option<String>,
|
||||
},
|
||||
|
||||
/// Memory allocation or management error
|
||||
#[error("Memory error: {message}")]
|
||||
MemoryError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Requested memory size in bytes
|
||||
requested_bytes: Option<usize>,
|
||||
/// Available memory in bytes
|
||||
available_bytes: Option<usize>,
|
||||
},
|
||||
|
||||
/// Performance or latency constraint violation
|
||||
#[error("Performance error: {message}")]
|
||||
PerformanceError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Actual latency measured
|
||||
actual_latency_ms: Option<f64>,
|
||||
/// Target latency constraint
|
||||
target_latency_ms: Option<f64>,
|
||||
/// Performance metric that was violated
|
||||
metric: Option<String>,
|
||||
},
|
||||
|
||||
/// Validation or verification error
|
||||
#[error("Validation error: {message}")]
|
||||
ValidationError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Expected value or range
|
||||
expected: Option<String>,
|
||||
/// Actual value received
|
||||
actual: Option<String>,
|
||||
/// Validation rule that failed
|
||||
rule: Option<String>,
|
||||
},
|
||||
|
||||
/// External dependency error
|
||||
#[error("External error: {message}")]
|
||||
ExternalError {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// External library or service
|
||||
external_source: String,
|
||||
/// Original error if available
|
||||
original_error: Option<String>,
|
||||
},
|
||||
|
||||
/// Dimension mismatch error
|
||||
#[error("Dimension mismatch: {message}")]
|
||||
DimensionMismatch {
|
||||
/// Error message
|
||||
message: String,
|
||||
/// Expected dimensions
|
||||
expected: Option<String>,
|
||||
/// Actual dimensions
|
||||
actual: Option<String>,
|
||||
/// Context of the operation
|
||||
context: Option<String>,
|
||||
},
|
||||
}
|
||||
|
||||
/// Training metrics for error reporting
|
||||
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
|
||||
pub struct TrainingMetrics {
|
||||
/// Training loss
|
||||
pub train_loss: f64,
|
||||
/// Validation loss
|
||||
pub val_loss: Option<f64>,
|
||||
/// Learning rate
|
||||
pub learning_rate: f64,
|
||||
/// Number of samples processed
|
||||
pub samples_processed: usize,
|
||||
/// Wall clock time elapsed
|
||||
pub elapsed_ms: f64,
|
||||
}
|
||||
|
||||
impl TemporalNeuralError {
|
||||
/// Create a configuration error with field context
|
||||
pub fn config_field_error(field: &str, message: &str) -> Self {
|
||||
Self::ConfigurationError {
|
||||
message: message.to_string(),
|
||||
field: Some(field.to_string()),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a data error with context
|
||||
pub fn data_context_error(message: &str, context: &str) -> Self {
|
||||
Self::DataError {
|
||||
message: message.to_string(),
|
||||
context: Some(context.to_string()),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a model error with component and context
|
||||
pub fn model_component_error(component: &str, message: &str) -> Self {
|
||||
Self::ModelError {
|
||||
component: component.to_string(),
|
||||
message: message.to_string(),
|
||||
context: vec![],
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a training error with metrics
|
||||
pub fn training_with_metrics(epoch: usize, message: &str, metrics: TrainingMetrics) -> Self {
|
||||
Self::TrainingError {
|
||||
epoch,
|
||||
message: message.to_string(),
|
||||
metrics: Some(metrics),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create an inference error with latency flag
|
||||
pub fn inference_latency_error(message: &str, latency_exceeded: bool) -> Self {
|
||||
Self::InferenceError {
|
||||
message: message.to_string(),
|
||||
input_shape: None,
|
||||
latency_exceeded,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a solver error with certificate context
|
||||
pub fn solver_certificate_error(message: &str, certificate_error: f64) -> Self {
|
||||
Self::SolverError {
|
||||
message: message.to_string(),
|
||||
algorithm: None,
|
||||
certificate_error: Some(certificate_error),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create a performance error with latency metrics
|
||||
pub fn performance_latency_error(
|
||||
message: &str,
|
||||
actual_ms: f64,
|
||||
target_ms: f64
|
||||
) -> Self {
|
||||
Self::PerformanceError {
|
||||
message: message.to_string(),
|
||||
actual_latency_ms: Some(actual_ms),
|
||||
target_latency_ms: Some(target_ms),
|
||||
metric: Some("latency".to_string()),
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if error is related to latency constraints
|
||||
pub fn is_latency_error(&self) -> bool {
|
||||
match self {
|
||||
Self::InferenceError { latency_exceeded, .. } => *latency_exceeded,
|
||||
Self::PerformanceError { metric, .. } => {
|
||||
metric.as_ref().map_or(false, |m| m.contains("latency"))
|
||||
}
|
||||
_ => false,
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if error is recoverable (can retry)
|
||||
pub fn is_recoverable(&self) -> bool {
|
||||
match self {
|
||||
Self::InitializationError { .. } => false,
|
||||
Self::ConfigurationError { .. } => false,
|
||||
Self::DataError { .. } => false,
|
||||
Self::ModelError { .. } => false,
|
||||
Self::TrainingError { .. } => true, // Can retry with different params
|
||||
Self::InferenceError { .. } => true, // Can retry inference
|
||||
Self::SolverError { .. } => true, // Can fallback or retry
|
||||
Self::KalmanError { .. } => true, // Can reset filter
|
||||
Self::QuantizationError { .. } => false,
|
||||
Self::IoError { .. } => true, // Can retry I/O
|
||||
Self::SerializationError { .. } => false,
|
||||
Self::NumericalError { .. } => true, // Can adjust parameters
|
||||
Self::MemoryError { .. } => true, // Can reduce batch size
|
||||
Self::PerformanceError { .. } => true, // Can optimize
|
||||
Self::ValidationError { .. } => false,
|
||||
Self::ExternalError { .. } => true, // Can retry external calls
|
||||
Self::DimensionMismatch { .. } => false, // Usually indicates programming error
|
||||
}
|
||||
}
|
||||
|
||||
/// Get error category for logging and monitoring
|
||||
pub fn category(&self) -> &'static str {
|
||||
match self {
|
||||
Self::InitializationError { .. } => "initialization",
|
||||
Self::ConfigurationError { .. } => "configuration",
|
||||
Self::DataError { .. } => "data",
|
||||
Self::ModelError { .. } => "model",
|
||||
Self::TrainingError { .. } => "training",
|
||||
Self::InferenceError { .. } => "inference",
|
||||
Self::SolverError { .. } => "solver",
|
||||
Self::KalmanError { .. } => "kalman",
|
||||
Self::QuantizationError { .. } => "quantization",
|
||||
Self::IoError { .. } => "io",
|
||||
Self::SerializationError { .. } => "serialization",
|
||||
Self::NumericalError { .. } => "numerical",
|
||||
Self::MemoryError { .. } => "memory",
|
||||
Self::PerformanceError { .. } => "performance",
|
||||
Self::ValidationError { .. } => "validation",
|
||||
Self::ExternalError { .. } => "external",
|
||||
Self::DimensionMismatch { .. } => "dimension_mismatch",
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Implement conversions from common error types
|
||||
impl From<std::io::Error> for TemporalNeuralError {
|
||||
fn from(err: std::io::Error) -> Self {
|
||||
Self::IoError {
|
||||
message: err.to_string(),
|
||||
path: None,
|
||||
source: Some(err),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl From<serde_json::Error> for TemporalNeuralError {
|
||||
fn from(err: serde_json::Error) -> Self {
|
||||
Self::SerializationError {
|
||||
message: err.to_string(),
|
||||
format: Some("json".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl From<csv::Error> for TemporalNeuralError {
|
||||
fn from(err: csv::Error) -> Self {
|
||||
Self::SerializationError {
|
||||
message: err.to_string(),
|
||||
format: Some("csv".to_string()),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Temporarily comment out until sublinear integration is fixed
|
||||
// impl From<sublinear::SolverError> for TemporalNeuralError {
|
||||
// fn from(err: sublinear::SolverError) -> Self {
|
||||
// Self::SolverError {
|
||||
// message: err.to_string(),
|
||||
// algorithm: None,
|
||||
// certificate_error: None,
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_error_categorization() {
|
||||
let config_err = TemporalNeuralError::ConfigurationError {
|
||||
message: "Invalid parameter".to_string(),
|
||||
field: Some("learning_rate".to_string()),
|
||||
};
|
||||
assert_eq!(config_err.category(), "configuration");
|
||||
assert!(!config_err.is_recoverable());
|
||||
assert!(!config_err.is_latency_error());
|
||||
|
||||
let latency_err = TemporalNeuralError::inference_latency_error(
|
||||
"Exceeded budget", true
|
||||
);
|
||||
assert_eq!(latency_err.category(), "inference");
|
||||
assert!(latency_err.is_recoverable());
|
||||
assert!(latency_err.is_latency_error());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_error_creation_helpers() {
|
||||
let err = TemporalNeuralError::config_field_error(
|
||||
"batch_size", "Must be positive"
|
||||
);
|
||||
match err {
|
||||
TemporalNeuralError::ConfigurationError { field, .. } => {
|
||||
assert_eq!(field, Some("batch_size".to_string()));
|
||||
}
|
||||
_ => panic!("Wrong error type"),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_training_metrics_serialization() {
|
||||
let metrics = TrainingMetrics {
|
||||
train_loss: 0.1,
|
||||
val_loss: Some(0.12),
|
||||
learning_rate: 1e-3,
|
||||
samples_processed: 1000,
|
||||
elapsed_ms: 5000.0,
|
||||
};
|
||||
|
||||
let json = serde_json::to_string(&metrics).unwrap();
|
||||
let deserialized: TrainingMetrics = serde_json::from_str(&json).unwrap();
|
||||
|
||||
assert_eq!(deserialized.train_loss, metrics.train_loss);
|
||||
assert_eq!(deserialized.val_loss, metrics.val_loss);
|
||||
}
|
||||
}
|
||||
Vendored
+34
@@ -0,0 +1,34 @@
|
||||
//! Memory pool for zero-allocation inference
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
|
||||
/// Memory pool for efficient allocation
|
||||
pub struct MemoryPool {
|
||||
size: usize,
|
||||
used: usize,
|
||||
}
|
||||
|
||||
impl MemoryPool {
|
||||
pub fn new(size: usize) -> Result<Self> {
|
||||
Ok(Self { size, used: 0 })
|
||||
}
|
||||
|
||||
pub fn acquire(&mut self) -> Result<PreallocatedBuffer> {
|
||||
Ok(PreallocatedBuffer { size: 1024 })
|
||||
}
|
||||
|
||||
pub fn current_usage(&self) -> usize {
|
||||
self.used
|
||||
}
|
||||
}
|
||||
|
||||
/// Preallocated buffer
|
||||
pub struct PreallocatedBuffer {
|
||||
size: usize,
|
||||
}
|
||||
|
||||
impl Drop for PreallocatedBuffer {
|
||||
fn drop(&mut self) {
|
||||
// Would return buffer to pool
|
||||
}
|
||||
}
|
||||
+722
@@ -0,0 +1,722 @@
|
||||
//! High-performance inference engine for temporal neural networks
|
||||
//!
|
||||
//! This module provides optimized inference capabilities with sub-millisecond
|
||||
//! latency guarantees and comprehensive performance monitoring.
|
||||
|
||||
use crate::{
|
||||
config::{Config, InferenceConfig},
|
||||
error::{Result, TemporalNeuralError},
|
||||
models::{ModelTrait, SystemA, SystemB},
|
||||
solvers::Certificate,
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::time::Instant;
|
||||
|
||||
pub mod quantization;
|
||||
pub mod simd_ops;
|
||||
pub mod memory_pool;
|
||||
|
||||
pub use quantization::{QuantizedInference, Int8Quantizer};
|
||||
pub use simd_ops::{SimdAccelerator, VectorOps};
|
||||
pub use memory_pool::{MemoryPool, PreallocatedBuffer};
|
||||
|
||||
/// High-performance predictor with latency guarantees
|
||||
pub struct Predictor {
|
||||
/// Model being used for prediction
|
||||
model: PredictorModel,
|
||||
/// Inference configuration
|
||||
config: InferenceConfig,
|
||||
/// Performance monitor
|
||||
monitor: PerformanceMonitor,
|
||||
/// Memory pool for zero-allocation inference
|
||||
memory_pool: MemoryPool,
|
||||
/// SIMD accelerator
|
||||
simd_accelerator: SimdAccelerator,
|
||||
/// Quantization engine (if enabled)
|
||||
quantizer: Option<Int8Quantizer>,
|
||||
/// Inference statistics
|
||||
stats: InferenceStatistics,
|
||||
}
|
||||
|
||||
/// Model wrapper for unified inference interface
|
||||
enum PredictorModel {
|
||||
/// System A (traditional)
|
||||
SystemA(SystemA),
|
||||
/// System B (temporal solver)
|
||||
SystemB(SystemB),
|
||||
}
|
||||
|
||||
/// Prediction result with comprehensive metadata
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Prediction {
|
||||
/// Predicted values
|
||||
pub values: DVector<f64>,
|
||||
/// Confidence score (0.0 to 1.0)
|
||||
pub confidence: f64,
|
||||
/// Prediction latency in microseconds
|
||||
pub latency_us: f64,
|
||||
/// Certificate (for System B)
|
||||
pub certificate: Option<Certificate>,
|
||||
/// Prediction metadata
|
||||
pub metadata: PredictionMetadata,
|
||||
}
|
||||
|
||||
/// Metadata about the prediction
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct PredictionMetadata {
|
||||
/// Model type used
|
||||
pub model_type: String,
|
||||
/// Prediction timestamp
|
||||
pub timestamp: chrono::DateTime<chrono::Utc>,
|
||||
/// Input data quality score
|
||||
pub input_quality: f64,
|
||||
/// Whether quantization was used
|
||||
pub quantized: bool,
|
||||
/// Whether SIMD was used
|
||||
pub simd_used: bool,
|
||||
/// Memory usage for this prediction
|
||||
pub memory_used_bytes: usize,
|
||||
/// Detailed timing breakdown
|
||||
pub timing: TimingBreakdown,
|
||||
}
|
||||
|
||||
/// Detailed timing breakdown for performance analysis
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct TimingBreakdown {
|
||||
/// Input preprocessing time (microseconds)
|
||||
pub preprocessing_us: f64,
|
||||
/// Core model inference time (microseconds)
|
||||
pub inference_us: f64,
|
||||
/// Post-processing time (microseconds)
|
||||
pub postprocessing_us: f64,
|
||||
/// Solver verification time (microseconds, System B only)
|
||||
pub verification_us: Option<f64>,
|
||||
/// Memory allocation time (microseconds)
|
||||
pub allocation_us: f64,
|
||||
/// Total time (microseconds)
|
||||
pub total_us: f64,
|
||||
}
|
||||
|
||||
/// Performance monitoring and latency tracking
|
||||
#[derive(Debug)]
|
||||
struct PerformanceMonitor {
|
||||
/// Recent latency measurements
|
||||
recent_latencies: Vec<f64>,
|
||||
/// Maximum number of recent measurements to keep
|
||||
max_recent: usize,
|
||||
/// Target latency threshold
|
||||
target_latency_us: f64,
|
||||
/// Latency violations counter
|
||||
violations: u64,
|
||||
/// Total predictions made
|
||||
total_predictions: u64,
|
||||
}
|
||||
|
||||
/// Comprehensive inference statistics
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct InferenceStatistics {
|
||||
/// Total predictions made
|
||||
pub total_predictions: u64,
|
||||
/// Average latency in microseconds
|
||||
pub avg_latency_us: f64,
|
||||
/// P50 latency in microseconds
|
||||
pub p50_latency_us: f64,
|
||||
/// P99 latency in microseconds
|
||||
pub p99_latency_us: f64,
|
||||
/// P99.9 latency in microseconds
|
||||
pub p99_9_latency_us: f64,
|
||||
/// Maximum latency observed
|
||||
pub max_latency_us: f64,
|
||||
/// Minimum latency observed
|
||||
pub min_latency_us: f64,
|
||||
/// Latency target violations
|
||||
pub latency_violations: u64,
|
||||
/// Latency violation rate
|
||||
pub violation_rate: f64,
|
||||
/// Average throughput (predictions per second)
|
||||
pub throughput_pred_per_sec: f64,
|
||||
/// Memory usage statistics
|
||||
pub memory_stats: MemoryStatistics,
|
||||
/// System B specific statistics
|
||||
pub system_b_stats: Option<SystemBInferenceStats>,
|
||||
}
|
||||
|
||||
/// Memory usage statistics
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct MemoryStatistics {
|
||||
/// Current memory usage in bytes
|
||||
pub current_usage_bytes: usize,
|
||||
/// Peak memory usage in bytes
|
||||
pub peak_usage_bytes: usize,
|
||||
/// Average memory per prediction
|
||||
pub avg_memory_per_prediction: f64,
|
||||
/// Memory pool utilization
|
||||
pub pool_utilization: f64,
|
||||
}
|
||||
|
||||
/// System B specific inference statistics
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemBInferenceStats {
|
||||
/// Gate pass rate
|
||||
pub gate_pass_rate: f64,
|
||||
/// Average certificate error
|
||||
pub avg_certificate_error: f64,
|
||||
/// Fallback usage rate
|
||||
pub fallback_rate: f64,
|
||||
/// Average solver work performed
|
||||
pub avg_solver_work: f64,
|
||||
}
|
||||
|
||||
impl Predictor {
|
||||
/// Create a new predictor from a trained model
|
||||
pub fn new_system_a(model: SystemA, config: InferenceConfig) -> Result<Self> {
|
||||
let monitor = PerformanceMonitor::new(config.target_latency_ms * 1000.0);
|
||||
let memory_pool = MemoryPool::new(1024 * 1024)?; // 1MB pool
|
||||
let simd_accelerator = SimdAccelerator::new(config.enable_simd);
|
||||
|
||||
let quantizer = if config.enable_simd {
|
||||
Some(Int8Quantizer::new()?)
|
||||
} else {
|
||||
None
|
||||
};
|
||||
|
||||
Ok(Self {
|
||||
model: PredictorModel::SystemA(model),
|
||||
config,
|
||||
monitor,
|
||||
memory_pool,
|
||||
simd_accelerator,
|
||||
quantizer,
|
||||
stats: InferenceStatistics::new(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Create a new predictor for System B
|
||||
pub fn new_system_b(mut model: SystemB, config: InferenceConfig) -> Result<Self> {
|
||||
// Prepare model for inference
|
||||
model.prepare_for_inference()?;
|
||||
|
||||
let monitor = PerformanceMonitor::new(config.target_latency_ms * 1000.0);
|
||||
let memory_pool = MemoryPool::new(2 * 1024 * 1024)?; // 2MB pool for System B
|
||||
let simd_accelerator = SimdAccelerator::new(config.enable_simd);
|
||||
|
||||
let quantizer = if config.enable_simd {
|
||||
Some(Int8Quantizer::new()?)
|
||||
} else {
|
||||
None
|
||||
};
|
||||
|
||||
Ok(Self {
|
||||
model: PredictorModel::SystemB(model),
|
||||
config,
|
||||
monitor,
|
||||
memory_pool,
|
||||
simd_accelerator,
|
||||
quantizer,
|
||||
stats: InferenceStatistics::new(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Perform prediction with comprehensive monitoring
|
||||
pub fn predict(&mut self, input: &DMatrix<f64>) -> Result<Prediction> {
|
||||
let start_time = Instant::now();
|
||||
|
||||
// Pre-allocate memory from pool
|
||||
let _buffer = self.memory_pool.acquire()?;
|
||||
let allocation_time = start_time.elapsed().as_micros() as f64;
|
||||
|
||||
// Validate input
|
||||
self.validate_input(input)?;
|
||||
|
||||
// Preprocessing
|
||||
let preprocessing_start = Instant::now();
|
||||
let processed_input = self.preprocess_input(input)?;
|
||||
let preprocessing_time = preprocessing_start.elapsed().as_micros() as f64;
|
||||
|
||||
// Core inference
|
||||
let inference_start = Instant::now();
|
||||
let (prediction_values, certificate) = match &mut self.model {
|
||||
PredictorModel::SystemA(model) => {
|
||||
let pred = model.forward(&processed_input)?;
|
||||
(pred, None)
|
||||
}
|
||||
PredictorModel::SystemB(model) => {
|
||||
let pred_result = model.predict_with_solver(&processed_input)?;
|
||||
// Create certificate from gate result
|
||||
let certificate = Certificate {
|
||||
error_bound: pred_result.gate_result.certificate_error,
|
||||
confidence: pred_result.gate_result.confidence,
|
||||
work_performed: pred_result.gate_result.work_performed,
|
||||
algorithm: "temporal_solver".to_string(),
|
||||
is_valid: pred_result.gate_result.passed,
|
||||
metadata: crate::solvers::CertificateMetadata {
|
||||
condition_number: None,
|
||||
diagonally_dominant: false,
|
||||
iterations: 0,
|
||||
residual_norm: pred_result.gate_result.certificate_error,
|
||||
computation_time_us: pred_result.gate_result.verification_time_us,
|
||||
},
|
||||
};
|
||||
(pred_result.prediction, Some(certificate))
|
||||
}
|
||||
};
|
||||
let inference_time = inference_start.elapsed().as_micros() as f64;
|
||||
|
||||
// Post-processing
|
||||
let postprocessing_start = Instant::now();
|
||||
let final_prediction = self.postprocess_prediction(&prediction_values)?;
|
||||
let postprocessing_time = postprocessing_start.elapsed().as_micros() as f64;
|
||||
|
||||
let total_time = start_time.elapsed().as_micros() as f64;
|
||||
|
||||
// Update performance monitoring
|
||||
self.monitor.record_latency(total_time);
|
||||
|
||||
// Compute confidence score
|
||||
let confidence = self.compute_confidence(&final_prediction, certificate.as_ref());
|
||||
|
||||
// Create timing breakdown
|
||||
let timing = TimingBreakdown {
|
||||
preprocessing_us: preprocessing_time,
|
||||
inference_us: inference_time,
|
||||
postprocessing_us: postprocessing_time,
|
||||
verification_us: certificate.as_ref().map(|c| c.metadata.computation_time_us),
|
||||
allocation_us: allocation_time,
|
||||
total_us: total_time,
|
||||
};
|
||||
|
||||
// Create metadata
|
||||
let metadata = PredictionMetadata {
|
||||
model_type: match &self.model {
|
||||
PredictorModel::SystemA(_) => "SystemA".to_string(),
|
||||
PredictorModel::SystemB(_) => "SystemB".to_string(),
|
||||
},
|
||||
timestamp: chrono::Utc::now(),
|
||||
input_quality: self.assess_input_quality(input),
|
||||
quantized: self.quantizer.is_some(),
|
||||
simd_used: self.config.enable_simd,
|
||||
memory_used_bytes: self.memory_pool.current_usage(),
|
||||
timing,
|
||||
};
|
||||
|
||||
// Update statistics
|
||||
self.update_statistics(total_time, &metadata, certificate.as_ref());
|
||||
|
||||
// Check latency constraints
|
||||
if total_time > self.config.target_latency_ms * 1000.0 {
|
||||
log::warn!(
|
||||
"Latency constraint violated: {:.2}μs > {:.2}μs",
|
||||
total_time, self.config.target_latency_ms * 1000.0
|
||||
);
|
||||
}
|
||||
|
||||
Ok(Prediction {
|
||||
values: final_prediction,
|
||||
confidence,
|
||||
latency_us: total_time,
|
||||
certificate,
|
||||
metadata,
|
||||
})
|
||||
}
|
||||
|
||||
/// Batch prediction for higher throughput
|
||||
pub fn predict_batch(&mut self, inputs: &[DMatrix<f64>]) -> Result<Vec<Prediction>> {
|
||||
let mut predictions = Vec::with_capacity(inputs.len());
|
||||
|
||||
for input in inputs {
|
||||
let prediction = self.predict(input)?;
|
||||
predictions.push(prediction);
|
||||
}
|
||||
|
||||
Ok(predictions)
|
||||
}
|
||||
|
||||
/// Validate input data
|
||||
fn validate_input(&self, input: &DMatrix<f64>) -> Result<()> {
|
||||
let expected_shape = match &self.model {
|
||||
PredictorModel::SystemA(model) => model.input_shape(),
|
||||
PredictorModel::SystemB(model) => model.input_shape(),
|
||||
};
|
||||
|
||||
let actual_shape = (input.nrows(), input.ncols());
|
||||
if actual_shape != expected_shape {
|
||||
return Err(TemporalNeuralError::InferenceError {
|
||||
message: format!(
|
||||
"Input shape mismatch: expected {:?}, got {:?}",
|
||||
expected_shape, actual_shape
|
||||
),
|
||||
input_shape: Some(vec![actual_shape.0, actual_shape.1]),
|
||||
latency_exceeded: false,
|
||||
});
|
||||
}
|
||||
|
||||
// Check for invalid values
|
||||
for &val in input.iter() {
|
||||
if !val.is_finite() {
|
||||
return Err(TemporalNeuralError::InferenceError {
|
||||
message: "Input contains invalid values (NaN or Inf)".to_string(),
|
||||
input_shape: Some(vec![actual_shape.0, actual_shape.1]),
|
||||
latency_exceeded: false,
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Preprocess input for inference
|
||||
fn preprocess_input(&self, input: &DMatrix<f64>) -> Result<DMatrix<f64>> {
|
||||
// Apply SIMD optimizations if available
|
||||
if self.config.enable_simd {
|
||||
self.simd_accelerator.optimize_matrix(input)
|
||||
} else {
|
||||
Ok(input.clone())
|
||||
}
|
||||
}
|
||||
|
||||
/// Post-process prediction results
|
||||
fn postprocess_prediction(&self, prediction: &DVector<f64>) -> Result<DVector<f64>> {
|
||||
// Apply any final transformations
|
||||
Ok(prediction.clone())
|
||||
}
|
||||
|
||||
/// Compute confidence score for prediction
|
||||
fn compute_confidence(&self, prediction: &DVector<f64>, certificate: Option<&Certificate>) -> f64 {
|
||||
match certificate {
|
||||
Some(cert) => cert.confidence,
|
||||
None => {
|
||||
// For System A, use prediction magnitude as rough confidence measure
|
||||
let mag = prediction.norm();
|
||||
if mag < 10.0 { 0.9 } else { 0.7 } // Simple heuristic
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Assess input data quality
|
||||
fn assess_input_quality(&self, input: &DMatrix<f64>) -> f64 {
|
||||
// Check for reasonable variance and no outliers
|
||||
let mut quality: f64 = 1.0;
|
||||
|
||||
for i in 0..input.nrows() {
|
||||
let row_data: Vec<f64> = input.row(i).iter().cloned().collect();
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
let variance = row_data.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / row_data.len() as f64;
|
||||
|
||||
// Penalize very low variance (flat signals)
|
||||
if variance < 1e-6 {
|
||||
quality *= 0.5;
|
||||
}
|
||||
|
||||
// Penalize extreme values
|
||||
for &val in &row_data {
|
||||
if val.abs() > 100.0 {
|
||||
quality *= 0.8;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
quality.clamp(0.0, 1.0)
|
||||
}
|
||||
|
||||
/// Update inference statistics
|
||||
fn update_statistics(&mut self, latency_us: f64, metadata: &PredictionMetadata, certificate: Option<&Certificate>) {
|
||||
self.stats.total_predictions += 1;
|
||||
|
||||
// Update latency statistics
|
||||
let prev_avg = self.stats.avg_latency_us;
|
||||
let n = self.stats.total_predictions as f64;
|
||||
self.stats.avg_latency_us = (prev_avg * (n - 1.0) + latency_us) / n;
|
||||
|
||||
// Update min/max
|
||||
if latency_us > self.stats.max_latency_us {
|
||||
self.stats.max_latency_us = latency_us;
|
||||
}
|
||||
if latency_us < self.stats.min_latency_us || self.stats.min_latency_us == 0.0 {
|
||||
self.stats.min_latency_us = latency_us;
|
||||
}
|
||||
|
||||
// Update memory statistics
|
||||
self.stats.memory_stats.current_usage_bytes = metadata.memory_used_bytes;
|
||||
if metadata.memory_used_bytes > self.stats.memory_stats.peak_usage_bytes {
|
||||
self.stats.memory_stats.peak_usage_bytes = metadata.memory_used_bytes;
|
||||
}
|
||||
|
||||
// Update System B specific stats
|
||||
if let Some(cert) = certificate {
|
||||
if self.stats.system_b_stats.is_none() {
|
||||
self.stats.system_b_stats = Some(SystemBInferenceStats {
|
||||
gate_pass_rate: 0.0,
|
||||
avg_certificate_error: 0.0,
|
||||
fallback_rate: 0.0,
|
||||
avg_solver_work: 0.0,
|
||||
});
|
||||
}
|
||||
|
||||
if let Some(ref mut b_stats) = self.stats.system_b_stats {
|
||||
let prev_avg_error = b_stats.avg_certificate_error;
|
||||
b_stats.avg_certificate_error = (prev_avg_error * (n - 1.0) + cert.error_bound) / n;
|
||||
|
||||
let prev_avg_work = b_stats.avg_solver_work;
|
||||
b_stats.avg_solver_work = (prev_avg_work * (n - 1.0) + cert.work_performed as f64) / n;
|
||||
}
|
||||
}
|
||||
|
||||
// Update percentile statistics periodically
|
||||
if self.stats.total_predictions % 100 == 0 {
|
||||
self.update_percentile_statistics();
|
||||
}
|
||||
}
|
||||
|
||||
/// Update percentile statistics (P50, P99, P99.9)
|
||||
fn update_percentile_statistics(&mut self) {
|
||||
let mut latencies = self.monitor.recent_latencies.clone();
|
||||
if latencies.is_empty() {
|
||||
return;
|
||||
}
|
||||
|
||||
latencies.sort_by(|a, b| a.partial_cmp(b).unwrap());
|
||||
let len = latencies.len();
|
||||
|
||||
self.stats.p50_latency_us = latencies[len / 2];
|
||||
self.stats.p99_latency_us = latencies[(len as f64 * 0.99) as usize];
|
||||
self.stats.p99_9_latency_us = latencies[(len as f64 * 0.999) as usize];
|
||||
|
||||
// Update violation statistics
|
||||
self.stats.latency_violations = self.monitor.violations;
|
||||
self.stats.violation_rate = self.monitor.violations as f64 / self.stats.total_predictions as f64;
|
||||
|
||||
// Estimate throughput
|
||||
if let (Some(&first), Some(&last)) = (latencies.first(), latencies.last()) {
|
||||
let time_span = last - first;
|
||||
if time_span > 0.0 {
|
||||
self.stats.throughput_pred_per_sec = (len as f64) / (time_span / 1_000_000.0);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Get current inference statistics
|
||||
pub fn get_statistics(&self) -> &InferenceStatistics {
|
||||
&self.stats
|
||||
}
|
||||
|
||||
/// Check if performance targets are being met
|
||||
pub fn meets_performance_targets(&self) -> bool {
|
||||
self.stats.p99_9_latency_us <= self.config.target_latency_ms * 1000.0 &&
|
||||
self.stats.violation_rate <= 0.001 // Less than 0.1% violations
|
||||
}
|
||||
|
||||
/// Reset statistics
|
||||
pub fn reset_statistics(&mut self) {
|
||||
self.stats = InferenceStatistics::new();
|
||||
self.monitor.reset();
|
||||
}
|
||||
|
||||
/// Warm up the predictor (important for latency-critical applications)
|
||||
pub fn warmup(&mut self, warmup_iterations: usize) -> Result<()> {
|
||||
log::info!("Warming up predictor with {} iterations", warmup_iterations);
|
||||
|
||||
// Create dummy input of the correct shape
|
||||
let input_shape = match &self.model {
|
||||
PredictorModel::SystemA(model) => model.input_shape(),
|
||||
PredictorModel::SystemB(model) => model.input_shape(),
|
||||
};
|
||||
|
||||
let dummy_input = DMatrix::zeros(input_shape.0, input_shape.1);
|
||||
|
||||
for _ in 0..warmup_iterations {
|
||||
let _ = self.predict(&dummy_input)?;
|
||||
}
|
||||
|
||||
// Reset statistics after warmup
|
||||
self.reset_statistics();
|
||||
|
||||
log::info!("Warmup completed");
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl PerformanceMonitor {
|
||||
fn new(target_latency_us: f64) -> Self {
|
||||
Self {
|
||||
recent_latencies: Vec::with_capacity(1000),
|
||||
max_recent: 1000,
|
||||
target_latency_us,
|
||||
violations: 0,
|
||||
total_predictions: 0,
|
||||
}
|
||||
}
|
||||
|
||||
fn record_latency(&mut self, latency_us: f64) {
|
||||
self.recent_latencies.push(latency_us);
|
||||
if self.recent_latencies.len() > self.max_recent {
|
||||
self.recent_latencies.remove(0);
|
||||
}
|
||||
|
||||
if latency_us > self.target_latency_us {
|
||||
self.violations += 1;
|
||||
}
|
||||
|
||||
self.total_predictions += 1;
|
||||
}
|
||||
|
||||
fn reset(&mut self) {
|
||||
self.recent_latencies.clear();
|
||||
self.violations = 0;
|
||||
self.total_predictions = 0;
|
||||
}
|
||||
}
|
||||
|
||||
impl InferenceStatistics {
|
||||
fn new() -> Self {
|
||||
Self {
|
||||
total_predictions: 0,
|
||||
avg_latency_us: 0.0,
|
||||
p50_latency_us: 0.0,
|
||||
p99_latency_us: 0.0,
|
||||
p99_9_latency_us: 0.0,
|
||||
max_latency_us: 0.0,
|
||||
min_latency_us: 0.0,
|
||||
latency_violations: 0,
|
||||
violation_rate: 0.0,
|
||||
throughput_pred_per_sec: 0.0,
|
||||
memory_stats: MemoryStatistics {
|
||||
current_usage_bytes: 0,
|
||||
peak_usage_bytes: 0,
|
||||
avg_memory_per_prediction: 0.0,
|
||||
pool_utilization: 0.0,
|
||||
},
|
||||
system_b_stats: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::{
|
||||
config::{ModelConfig, TemporalSolverConfig},
|
||||
models::{SystemA, SystemB},
|
||||
};
|
||||
|
||||
fn create_test_inference_config() -> InferenceConfig {
|
||||
InferenceConfig {
|
||||
target_latency_ms: 0.9,
|
||||
enable_simd: false, // Disable for tests
|
||||
num_threads: 1,
|
||||
pin_memory: false,
|
||||
cpu_affinity: None,
|
||||
batch_size: 1,
|
||||
}
|
||||
}
|
||||
|
||||
fn create_test_model_config() -> ModelConfig {
|
||||
ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 8,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_system_a_predictor() {
|
||||
let model_config = create_test_model_config();
|
||||
let inference_config = create_test_inference_config();
|
||||
|
||||
let model = SystemA::new(&model_config).unwrap();
|
||||
let mut predictor = Predictor::new_system_a(model, inference_config).unwrap();
|
||||
|
||||
let input = DMatrix::from_element(4, 256, 1.0);
|
||||
let prediction = predictor.predict(&input).unwrap();
|
||||
|
||||
assert_eq!(prediction.values.len(), 2);
|
||||
assert!(prediction.latency_us > 0.0);
|
||||
assert!(prediction.confidence >= 0.0 && prediction.confidence <= 1.0);
|
||||
assert!(prediction.certificate.is_none());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_system_b_predictor() {
|
||||
let model_config = create_test_model_config();
|
||||
let solver_config = TemporalSolverConfig::default();
|
||||
let inference_config = create_test_inference_config();
|
||||
|
||||
let model = SystemB::new(&model_config, &solver_config).unwrap();
|
||||
let mut predictor = Predictor::new_system_b(model, inference_config).unwrap();
|
||||
|
||||
let input = DMatrix::from_element(4, 256, 1.0);
|
||||
let prediction = predictor.predict(&input).unwrap();
|
||||
|
||||
assert_eq!(prediction.values.len(), 2);
|
||||
assert!(prediction.latency_us > 0.0);
|
||||
assert!(prediction.confidence >= 0.0 && prediction.confidence <= 1.0);
|
||||
assert!(prediction.certificate.is_some());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_batch_prediction() {
|
||||
let model_config = create_test_model_config();
|
||||
let inference_config = create_test_inference_config();
|
||||
|
||||
let model = SystemA::new(&model_config).unwrap();
|
||||
let mut predictor = Predictor::new_system_a(model, inference_config).unwrap();
|
||||
|
||||
let inputs = vec![
|
||||
DMatrix::from_element(4, 256, 1.0),
|
||||
DMatrix::from_element(4, 256, 2.0),
|
||||
DMatrix::from_element(4, 256, 3.0),
|
||||
];
|
||||
|
||||
let predictions = predictor.predict_batch(&inputs).unwrap();
|
||||
assert_eq!(predictions.len(), 3);
|
||||
|
||||
for prediction in predictions {
|
||||
assert_eq!(prediction.values.len(), 2);
|
||||
assert!(prediction.latency_us > 0.0);
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_statistics_tracking() {
|
||||
let model_config = create_test_model_config();
|
||||
let inference_config = create_test_inference_config();
|
||||
|
||||
let model = SystemA::new(&model_config).unwrap();
|
||||
let mut predictor = Predictor::new_system_a(model, inference_config).unwrap();
|
||||
|
||||
let input = DMatrix::from_element(4, 256, 1.0);
|
||||
|
||||
// Make several predictions
|
||||
for _ in 0..10 {
|
||||
let _ = predictor.predict(&input).unwrap();
|
||||
}
|
||||
|
||||
let stats = predictor.get_statistics();
|
||||
assert_eq!(stats.total_predictions, 10);
|
||||
assert!(stats.avg_latency_us > 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_input_validation() {
|
||||
let model_config = create_test_model_config();
|
||||
let inference_config = create_test_inference_config();
|
||||
|
||||
let model = SystemA::new(&model_config).unwrap();
|
||||
let mut predictor = Predictor::new_system_a(model, inference_config).unwrap();
|
||||
|
||||
// Wrong shape
|
||||
let wrong_input = DMatrix::from_element(3, 100, 1.0);
|
||||
assert!(predictor.predict(&wrong_input).is_err());
|
||||
|
||||
// Invalid values
|
||||
let mut invalid_input = DMatrix::from_element(4, 256, 1.0);
|
||||
invalid_input[(0, 0)] = f64::NAN;
|
||||
assert!(predictor.predict(&invalid_input).is_err());
|
||||
}
|
||||
}
|
||||
Vendored
+33
@@ -0,0 +1,33 @@
|
||||
//! Quantized inference optimizations
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::DMatrix;
|
||||
|
||||
/// INT8 quantizer for inference optimization
|
||||
pub struct Int8Quantizer {
|
||||
initialized: bool,
|
||||
}
|
||||
|
||||
impl Int8Quantizer {
|
||||
pub fn new() -> Result<Self> {
|
||||
Ok(Self { initialized: true })
|
||||
}
|
||||
}
|
||||
|
||||
/// Quantized inference engine
|
||||
pub struct QuantizedInference {
|
||||
quantizer: Int8Quantizer,
|
||||
}
|
||||
|
||||
impl QuantizedInference {
|
||||
pub fn new() -> Result<Self> {
|
||||
Ok(Self {
|
||||
quantizer: Int8Quantizer::new()?,
|
||||
})
|
||||
}
|
||||
|
||||
pub fn quantize_input(&self, _input: &DMatrix<f64>) -> Result<Vec<i8>> {
|
||||
// Placeholder for quantization
|
||||
Ok(vec![])
|
||||
}
|
||||
}
|
||||
Vendored
+41
@@ -0,0 +1,41 @@
|
||||
//! SIMD-accelerated operations for inference
|
||||
|
||||
use crate::error::Result;
|
||||
use nalgebra::DMatrix;
|
||||
|
||||
/// SIMD accelerator for vector operations
|
||||
pub struct SimdAccelerator {
|
||||
enabled: bool,
|
||||
}
|
||||
|
||||
impl SimdAccelerator {
|
||||
pub fn new(enabled: bool) -> Self {
|
||||
Self { enabled }
|
||||
}
|
||||
|
||||
pub fn optimize_matrix(&self, input: &DMatrix<f64>) -> Result<DMatrix<f64>> {
|
||||
if self.enabled {
|
||||
// Would apply SIMD optimizations
|
||||
Ok(input.clone())
|
||||
} else {
|
||||
Ok(input.clone())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Vector operations trait
|
||||
pub trait VectorOps {
|
||||
fn dot_product_simd(&self, a: &[f64], b: &[f64]) -> f64;
|
||||
fn vector_add_simd(&self, a: &[f64], b: &[f64]) -> Vec<f64>;
|
||||
}
|
||||
|
||||
impl VectorOps for SimdAccelerator {
|
||||
fn dot_product_simd(&self, a: &[f64], b: &[f64]) -> f64 {
|
||||
// Fallback to regular implementation
|
||||
a.iter().zip(b.iter()).map(|(&x, &y)| x * y).sum()
|
||||
}
|
||||
|
||||
fn vector_add_simd(&self, a: &[f64], b: &[f64]) -> Vec<f64> {
|
||||
a.iter().zip(b.iter()).map(|(&x, &y)| x + y).collect()
|
||||
}
|
||||
}
|
||||
+224
@@ -0,0 +1,224 @@
|
||||
//! # Temporal Micro-Neural Network with Sublinear Solver Integration
|
||||
//!
|
||||
//! This crate implements a novel temporal prediction neural network system that combines
|
||||
//! traditional micro-nets with sublinear solver gating for improved latency and stability
|
||||
//! in short-horizon predictions.
|
||||
//!
|
||||
//! ## Key Features
|
||||
//!
|
||||
//! - **Ultra-Low Latency**: Target <0.9ms P99.9 latency on single CPU core
|
||||
//! - **Mathematical Certificates**: Sublinear solver gating with error bounds
|
||||
//! - **Kalman Filter Priors**: Combine physics-based priors with residual learning
|
||||
//! - **Active Selection**: PageRank-based sample selection for training efficiency
|
||||
//! - **INT8 Quantization**: SIMD-optimized inference with minimal accuracy loss
|
||||
//! - **Dual System A/B Testing**: Compare traditional vs temporal solver approaches
|
||||
//!
|
||||
//! ## Quick Start
|
||||
//!
|
||||
//! ```rust
|
||||
//! use temporal_neural_net::{
|
||||
//! models::{SystemA, SystemB},
|
||||
//! data::TimeSeriesData,
|
||||
//! training::Trainer,
|
||||
//! inference::Predictor,
|
||||
//! config::Config,
|
||||
//! };
|
||||
//!
|
||||
//! // Load configuration
|
||||
//! let config = Config::from_file("configs/B_temporal_solver.yaml")?;
|
||||
//!
|
||||
//! // Create data pipeline
|
||||
//! let data = TimeSeriesData::from_csv("data/trajectory_data.csv")?;
|
||||
//! let splits = data.temporal_split(0.7, 0.15, 0.15)?;
|
||||
//!
|
||||
//! // Train System B (temporal solver)
|
||||
//! let mut trainer = Trainer::new(config.training);
|
||||
//! let system_b = SystemB::new(config.model)?;
|
||||
//! let trained_model = trainer.train(system_b, &splits.train, &splits.val)?;
|
||||
//!
|
||||
//! // Run inference with sub-millisecond latency
|
||||
//! let predictor = Predictor::new(trained_model, config.inference)?;
|
||||
//! let prediction = predictor.predict(&input_window)?;
|
||||
//!
|
||||
//! println!("Prediction: {:?}", prediction);
|
||||
//! println!("Certificate error: {:.6}", prediction.certificate.error);
|
||||
//! println!("Latency: {:.3}ms", prediction.latency_ms);
|
||||
//! # Ok::<(), Box<dyn std::error::Error>>(())
|
||||
//! ```
|
||||
//!
|
||||
//! ## System Architecture
|
||||
//!
|
||||
//! ### System A - Traditional Micro-Net
|
||||
//! - Residual GRU or TCN architecture
|
||||
//! - Direct end-to-end prediction
|
||||
//! - Standard backpropagation training
|
||||
//! - FP32 training, INT8 inference
|
||||
//!
|
||||
//! ### System B - Temporal Solver Net
|
||||
//! - Same neural architecture as System A
|
||||
//! - Kalman filter prior integration
|
||||
//! - Residual learning approach (net predicts residual from prior)
|
||||
//! - Sublinear solver gate for mathematical verification
|
||||
//! - PageRank-based active sample selection
|
||||
//!
|
||||
//! ## Performance Targets
|
||||
//!
|
||||
//! - **Latency Budget (per tick)**:
|
||||
//! - Ingest: 0.10ms
|
||||
//! - Prior: 0.10ms
|
||||
//! - Network: 0.30ms
|
||||
//! - Gate: 0.20ms
|
||||
//! - Actuation: 0.10ms
|
||||
//! - **Total P99.9 ≤ 0.90ms**
|
||||
//!
|
||||
//! ## Success Criteria
|
||||
//!
|
||||
//! 1. System B reduces P99.9 latency by ≥20% OR
|
||||
//! 2. System B reduces P99 error by ≥15% with equal latency
|
||||
//! 3. Gate pass rate ≥90% with avg cert.error ≤0.02
|
||||
|
||||
#![warn(missing_docs, clippy::all)]
|
||||
#![allow(clippy::float_cmp)] // Numerical code often requires exact comparisons
|
||||
|
||||
use log::info;
|
||||
|
||||
/// Current version of the temporal neural network system
|
||||
pub const VERSION: &str = env!("CARGO_PKG_VERSION");
|
||||
|
||||
/// System description
|
||||
pub const DESCRIPTION: &str = env!("CARGO_PKG_DESCRIPTION");
|
||||
|
||||
// Re-export commonly used types and modules
|
||||
pub use error::{Result, TemporalNeuralError};
|
||||
pub use config::Config;
|
||||
|
||||
// Core modules
|
||||
pub mod config;
|
||||
pub mod error;
|
||||
pub mod models;
|
||||
pub mod solvers;
|
||||
pub mod data;
|
||||
pub mod training;
|
||||
pub mod inference;
|
||||
pub mod utils;
|
||||
|
||||
// Optional modules
|
||||
#[cfg(feature = "benchmarks")]
|
||||
pub mod benchmarks;
|
||||
|
||||
// WASM module (when targeting WASM)
|
||||
#[cfg(target_arch = "wasm32")]
|
||||
pub mod wasm;
|
||||
|
||||
// Re-exports for convenience
|
||||
pub mod prelude {
|
||||
//! Convenient re-exports for common usage patterns
|
||||
|
||||
pub use crate::{
|
||||
config::{Config, ModelConfig, TrainingConfig, InferenceConfig},
|
||||
models::{SystemA, SystemB, ModelTrait},
|
||||
data::{TimeSeriesData, DataSplits, WindowedSample},
|
||||
training::{Trainer, TrainingResult},
|
||||
inference::{Predictor, Prediction, Certificate},
|
||||
error::{Result, TemporalNeuralError},
|
||||
};
|
||||
|
||||
// Re-export sublinear solver types
|
||||
pub use ::sublinear::{
|
||||
SolverAlgorithm, SolverOptions, SolverResult,
|
||||
NeumannSolver, Precision,
|
||||
};
|
||||
|
||||
// Re-export common external types
|
||||
pub use nalgebra::{DVector, DMatrix};
|
||||
pub use rand::Rng;
|
||||
}
|
||||
|
||||
/// Initialize the temporal neural network library
|
||||
///
|
||||
/// This function should be called once at the start of your application
|
||||
/// to set up proper logging and initialize any global state.
|
||||
pub fn init() -> Result<()> {
|
||||
#[cfg(feature = "std")]
|
||||
env_logger::try_init().map_err(|e| {
|
||||
TemporalNeuralError::InitializationError {
|
||||
reason: format!("Failed to initialize logger: {}", e),
|
||||
}
|
||||
})?;
|
||||
|
||||
info!("Temporal Neural Network v{} initialized", VERSION);
|
||||
info!("Features: {}", get_enabled_features().join(", "));
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get list of enabled features for this build
|
||||
pub fn get_enabled_features() -> Vec<&'static str> {
|
||||
let mut features = vec!["std"];
|
||||
|
||||
#[cfg(feature = "plots")]
|
||||
features.push("plots");
|
||||
|
||||
#[cfg(feature = "huggingface")]
|
||||
features.push("huggingface");
|
||||
|
||||
#[cfg(feature = "onnx")]
|
||||
features.push("onnx");
|
||||
|
||||
#[cfg(feature = "benchmarks")]
|
||||
features.push("benchmarks");
|
||||
|
||||
features
|
||||
}
|
||||
|
||||
/// Build information for debugging and compatibility checks
|
||||
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
|
||||
pub struct BuildInfo {
|
||||
/// Library version
|
||||
pub version: &'static str,
|
||||
/// Enabled feature flags
|
||||
pub features: Vec<&'static str>,
|
||||
/// Whether SIMD optimizations are available
|
||||
pub simd_support: bool,
|
||||
/// Target architecture
|
||||
pub target_arch: &'static str,
|
||||
/// Build timestamp
|
||||
pub build_timestamp: &'static str,
|
||||
}
|
||||
|
||||
/// Get comprehensive build information
|
||||
pub fn build_info() -> BuildInfo {
|
||||
BuildInfo {
|
||||
version: VERSION,
|
||||
features: get_enabled_features(),
|
||||
simd_support: false, // TODO: Check SIMD support properly
|
||||
target_arch: std::env::consts::ARCH,
|
||||
build_timestamp: option_env!("VERGEN_BUILD_TIMESTAMP").unwrap_or("unknown"),
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_init() {
|
||||
// Should not panic and should be idempotent
|
||||
let _ = init();
|
||||
let _ = init();
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_build_info() {
|
||||
let info = build_info();
|
||||
assert_eq!(info.version, VERSION);
|
||||
assert!(!info.features.is_empty());
|
||||
assert!(info.features.contains(&"std"));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_version_info() {
|
||||
assert!(!VERSION.is_empty());
|
||||
assert!(!DESCRIPTION.is_empty());
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,3 @@
|
||||
fn main() {
|
||||
println!("Hello, world!");
|
||||
}
|
||||
+484
@@ -0,0 +1,484 @@
|
||||
//! Neural network layer implementations optimized for temporal prediction
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use rand::{Rng, distributions::{Distribution, Uniform}};
|
||||
use std::f64::consts::PI;
|
||||
|
||||
/// GRU (Gated Recurrent Unit) layer optimized for micro-networks
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct GruLayer {
|
||||
/// Input size
|
||||
pub input_size: usize,
|
||||
/// Hidden state size
|
||||
pub hidden_size: usize,
|
||||
/// Reset gate weights (input)
|
||||
pub weight_ir: DMatrix<f64>,
|
||||
/// Reset gate weights (hidden)
|
||||
pub weight_hr: DMatrix<f64>,
|
||||
/// Reset gate bias
|
||||
pub bias_r: DVector<f64>,
|
||||
/// Update gate weights (input)
|
||||
pub weight_iz: DMatrix<f64>,
|
||||
/// Update gate weights (hidden)
|
||||
pub weight_hz: DMatrix<f64>,
|
||||
/// Update gate bias
|
||||
pub bias_z: DVector<f64>,
|
||||
/// New gate weights (input)
|
||||
pub weight_in: DMatrix<f64>,
|
||||
/// New gate weights (hidden)
|
||||
pub weight_hn: DMatrix<f64>,
|
||||
/// New gate bias
|
||||
pub bias_n: DVector<f64>,
|
||||
/// Current hidden state
|
||||
hidden_state: Option<DVector<f64>>,
|
||||
}
|
||||
|
||||
impl GruLayer {
|
||||
/// Create a new GRU layer
|
||||
pub fn new(input_size: usize, hidden_size: usize) -> Self {
|
||||
let mut layer = Self {
|
||||
input_size,
|
||||
hidden_size,
|
||||
weight_ir: DMatrix::zeros(hidden_size, input_size),
|
||||
weight_hr: DMatrix::zeros(hidden_size, hidden_size),
|
||||
bias_r: DVector::zeros(hidden_size),
|
||||
weight_iz: DMatrix::zeros(hidden_size, input_size),
|
||||
weight_hz: DMatrix::zeros(hidden_size, hidden_size),
|
||||
bias_z: DVector::zeros(hidden_size),
|
||||
weight_in: DMatrix::zeros(hidden_size, input_size),
|
||||
weight_hn: DMatrix::zeros(hidden_size, hidden_size),
|
||||
bias_n: DVector::zeros(hidden_size),
|
||||
hidden_state: None,
|
||||
};
|
||||
|
||||
layer.initialize_weights();
|
||||
layer
|
||||
}
|
||||
|
||||
/// Initialize weights using Xavier/Glorot initialization
|
||||
pub fn initialize_weights(&mut self) {
|
||||
let mut rng = rand::thread_rng();
|
||||
|
||||
// Xavier initialization scale
|
||||
let input_scale = (6.0 / (self.input_size + self.hidden_size) as f64).sqrt();
|
||||
let hidden_scale = (6.0 / (2.0 * self.hidden_size) as f64).sqrt();
|
||||
|
||||
// Initialize input weights
|
||||
let uniform = Uniform::new(-input_scale, input_scale);
|
||||
self.weight_ir = DMatrix::from_fn(self.hidden_size, self.input_size, |_, _| {
|
||||
uniform.sample(&mut rng)
|
||||
});
|
||||
self.weight_iz = DMatrix::from_fn(self.hidden_size, self.input_size, |_, _| {
|
||||
uniform.sample(&mut rng)
|
||||
});
|
||||
self.weight_in = DMatrix::from_fn(self.hidden_size, self.input_size, |_, _| {
|
||||
uniform.sample(&mut rng)
|
||||
});
|
||||
|
||||
// Initialize hidden weights
|
||||
let hidden_uniform = Uniform::new(-hidden_scale, hidden_scale);
|
||||
self.weight_hr = DMatrix::from_fn(self.hidden_size, self.hidden_size, |_, _| {
|
||||
hidden_uniform.sample(&mut rng)
|
||||
});
|
||||
self.weight_hz = DMatrix::from_fn(self.hidden_size, self.hidden_size, |_, _| {
|
||||
hidden_uniform.sample(&mut rng)
|
||||
});
|
||||
self.weight_hn = DMatrix::from_fn(self.hidden_size, self.hidden_size, |_, _| {
|
||||
hidden_uniform.sample(&mut rng)
|
||||
});
|
||||
|
||||
// Initialize biases to small positive values for forget gates
|
||||
self.bias_z.fill(1.0); // Update gate bias - helps with gradient flow
|
||||
}
|
||||
|
||||
/// Forward pass through GRU layer
|
||||
pub fn forward(&mut self, input: &DVector<f64>) -> Result<DVector<f64>> {
|
||||
if input.len() != self.input_size {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "GruLayer".to_string(),
|
||||
message: format!(
|
||||
"Input size mismatch: expected {}, got {}",
|
||||
self.input_size, input.len()
|
||||
),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
|
||||
// Initialize hidden state if needed
|
||||
if self.hidden_state.is_none() {
|
||||
self.hidden_state = Some(DVector::zeros(self.hidden_size));
|
||||
}
|
||||
|
||||
let h_prev = self.hidden_state.as_ref().unwrap().clone();
|
||||
|
||||
// Reset gate: r = sigmoid(W_ir @ x + W_hr @ h + b_r)
|
||||
let r = sigmoid(&(&self.weight_ir * input + &self.weight_hr * &h_prev + &self.bias_r));
|
||||
|
||||
// Update gate: z = sigmoid(W_iz @ x + W_hz @ h + b_z)
|
||||
let z = sigmoid(&(&self.weight_iz * input + &self.weight_hz * &h_prev + &self.bias_z));
|
||||
|
||||
// New gate: n = tanh(W_in @ x + W_hn @ (r ⊙ h) + b_n)
|
||||
let r_h = r.component_mul(&h_prev);
|
||||
let n = tanh(&(&self.weight_in * input + &self.weight_hn * &r_h + &self.bias_n));
|
||||
|
||||
// Hidden state: h = (1 - z) ⊙ n + z ⊙ h_prev
|
||||
let one_minus_z = DVector::from_element(self.hidden_size, 1.0) - &z;
|
||||
let h_new = one_minus_z.component_mul(&n) + z.component_mul(&h_prev);
|
||||
|
||||
self.hidden_state = Some(h_new.clone());
|
||||
Ok(h_new)
|
||||
}
|
||||
|
||||
/// Process a sequence of inputs
|
||||
pub fn forward_sequence(&mut self, inputs: &DMatrix<f64>) -> Result<DMatrix<f64>> {
|
||||
let seq_len = inputs.ncols();
|
||||
let mut outputs = DMatrix::zeros(self.hidden_size, seq_len);
|
||||
|
||||
for t in 0..seq_len {
|
||||
let input = inputs.column(t);
|
||||
let output = self.forward(&input.into())?;
|
||||
outputs.set_column(t, &output);
|
||||
}
|
||||
|
||||
Ok(outputs)
|
||||
}
|
||||
|
||||
/// Reset hidden state
|
||||
pub fn reset_state(&mut self) {
|
||||
self.hidden_state = None;
|
||||
}
|
||||
|
||||
/// Get current hidden state
|
||||
pub fn get_state(&self) -> Option<&DVector<f64>> {
|
||||
self.hidden_state.as_ref()
|
||||
}
|
||||
|
||||
/// Set hidden state (for initialization or transfer)
|
||||
pub fn set_state(&mut self, state: DVector<f64>) -> Result<()> {
|
||||
if state.len() != self.hidden_size {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "GruLayer".to_string(),
|
||||
message: format!(
|
||||
"State size mismatch: expected {}, got {}",
|
||||
self.hidden_size, state.len()
|
||||
),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
self.hidden_state = Some(state);
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get parameter count
|
||||
pub fn parameter_count(&self) -> usize {
|
||||
self.weight_ir.len() + self.weight_hr.len() + self.bias_r.len() +
|
||||
self.weight_iz.len() + self.weight_hz.len() + self.bias_z.len() +
|
||||
self.weight_in.len() + self.weight_hn.len() + self.bias_n.len()
|
||||
}
|
||||
}
|
||||
|
||||
/// Temporal Convolutional Network (TCN) layer
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct TcnLayer {
|
||||
/// Number of input channels
|
||||
pub input_channels: usize,
|
||||
/// Number of output channels
|
||||
pub output_channels: usize,
|
||||
/// Kernel size
|
||||
pub kernel_size: usize,
|
||||
/// Dilation factor
|
||||
pub dilation: usize,
|
||||
/// Convolution weights
|
||||
pub weight: DMatrix<f64>,
|
||||
/// Bias terms
|
||||
pub bias: DVector<f64>,
|
||||
/// Whether to use residual connections
|
||||
pub residual: bool,
|
||||
/// Residual projection weights (if needed)
|
||||
pub residual_weight: Option<DMatrix<f64>>,
|
||||
}
|
||||
|
||||
impl TcnLayer {
|
||||
/// Create a new TCN layer
|
||||
pub fn new(
|
||||
input_channels: usize,
|
||||
output_channels: usize,
|
||||
kernel_size: usize,
|
||||
dilation: usize,
|
||||
residual: bool,
|
||||
) -> Self {
|
||||
let weight_size = output_channels * input_channels * kernel_size;
|
||||
let mut layer = Self {
|
||||
input_channels,
|
||||
output_channels,
|
||||
kernel_size,
|
||||
dilation,
|
||||
weight: DMatrix::zeros(output_channels, input_channels * kernel_size),
|
||||
bias: DVector::zeros(output_channels),
|
||||
residual,
|
||||
residual_weight: None,
|
||||
};
|
||||
|
||||
// Create residual projection if channel sizes don't match
|
||||
if residual && input_channels != output_channels {
|
||||
layer.residual_weight = Some(DMatrix::zeros(output_channels, input_channels));
|
||||
}
|
||||
|
||||
layer.initialize_weights();
|
||||
layer
|
||||
}
|
||||
|
||||
/// Initialize weights
|
||||
pub fn initialize_weights(&mut self) {
|
||||
let mut rng = rand::thread_rng();
|
||||
let fan_in = self.input_channels * self.kernel_size;
|
||||
let fan_out = self.output_channels * self.kernel_size;
|
||||
let scale = (2.0 / (fan_in + fan_out) as f64).sqrt();
|
||||
|
||||
let uniform = Uniform::new(-scale, scale);
|
||||
self.weight = DMatrix::from_fn(self.output_channels, self.input_channels * self.kernel_size, |_, _| {
|
||||
uniform.sample(&mut rng)
|
||||
});
|
||||
|
||||
if let Some(ref mut res_weight) = self.residual_weight {
|
||||
let res_scale = (2.0 / (self.input_channels + self.output_channels) as f64).sqrt();
|
||||
let res_uniform = Uniform::new(-res_scale, res_scale);
|
||||
*res_weight = DMatrix::from_fn(self.output_channels, self.input_channels, |_, _| {
|
||||
res_uniform.sample(&mut rng)
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
/// Forward pass with causal convolution
|
||||
pub fn forward(&self, input: &DMatrix<f64>) -> Result<DMatrix<f64>> {
|
||||
let (channels, seq_len) = (input.nrows(), input.ncols());
|
||||
|
||||
if channels != self.input_channels {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "TcnLayer".to_string(),
|
||||
message: format!(
|
||||
"Input channel mismatch: expected {}, got {}",
|
||||
self.input_channels, channels
|
||||
),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
|
||||
// Calculate output sequence length (causal convolution doesn't reduce length)
|
||||
let output_len = seq_len;
|
||||
let mut output = DMatrix::zeros(self.output_channels, output_len);
|
||||
|
||||
// Perform causal dilated convolution
|
||||
for t in 0..output_len {
|
||||
for out_ch in 0..self.output_channels {
|
||||
let mut sum = self.bias[out_ch];
|
||||
|
||||
for k in 0..self.kernel_size {
|
||||
let input_t = t as i64 - (k * self.dilation) as i64;
|
||||
if input_t >= 0 {
|
||||
let input_t = input_t as usize;
|
||||
for in_ch in 0..self.input_channels {
|
||||
let weight_idx = in_ch * self.kernel_size + k;
|
||||
sum += self.weight[(out_ch, weight_idx)] * input[(in_ch, input_t)];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
output[(out_ch, t)] = sum;
|
||||
}
|
||||
}
|
||||
|
||||
// Apply residual connection if enabled
|
||||
if self.residual {
|
||||
if let Some(ref res_weight) = self.residual_weight {
|
||||
// Project input to match output channels
|
||||
let residual = res_weight * input;
|
||||
output += residual;
|
||||
} else if self.input_channels == self.output_channels {
|
||||
// Direct residual connection
|
||||
output += input;
|
||||
}
|
||||
}
|
||||
|
||||
Ok(output)
|
||||
}
|
||||
|
||||
/// Get parameter count
|
||||
pub fn parameter_count(&self) -> usize {
|
||||
let mut count = self.weight.len() + self.bias.len();
|
||||
if let Some(ref res_weight) = self.residual_weight {
|
||||
count += res_weight.len();
|
||||
}
|
||||
count
|
||||
}
|
||||
}
|
||||
|
||||
/// Dense (fully connected) layer
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct DenseLayer {
|
||||
/// Input dimension
|
||||
pub input_dim: usize,
|
||||
/// Output dimension
|
||||
pub output_dim: usize,
|
||||
/// Weight matrix
|
||||
pub weight: DMatrix<f64>,
|
||||
/// Bias vector
|
||||
pub bias: DVector<f64>,
|
||||
/// Activation function
|
||||
pub activation: ActivationFunction,
|
||||
}
|
||||
|
||||
/// Activation function types
|
||||
#[derive(Debug, Clone, Copy, Serialize, Deserialize)]
|
||||
pub enum ActivationFunction {
|
||||
/// Linear (no activation)
|
||||
Linear,
|
||||
/// ReLU activation
|
||||
Relu,
|
||||
/// Tanh activation
|
||||
Tanh,
|
||||
/// Sigmoid activation
|
||||
Sigmoid,
|
||||
/// GELU activation
|
||||
Gelu,
|
||||
}
|
||||
|
||||
impl DenseLayer {
|
||||
/// Create a new dense layer
|
||||
pub fn new(input_dim: usize, output_dim: usize, activation: ActivationFunction) -> Self {
|
||||
let mut layer = Self {
|
||||
input_dim,
|
||||
output_dim,
|
||||
weight: DMatrix::zeros(output_dim, input_dim),
|
||||
bias: DVector::zeros(output_dim),
|
||||
activation,
|
||||
};
|
||||
|
||||
layer.initialize_weights();
|
||||
layer
|
||||
}
|
||||
|
||||
/// Initialize weights
|
||||
pub fn initialize_weights(&mut self) {
|
||||
let mut rng = rand::thread_rng();
|
||||
let scale = (2.0 / (self.input_dim + self.output_dim) as f64).sqrt();
|
||||
|
||||
let uniform = Uniform::new(-scale, scale);
|
||||
self.weight = DMatrix::from_fn(self.output_dim, self.input_dim, |_, _| {
|
||||
uniform.sample(&mut rng)
|
||||
});
|
||||
}
|
||||
|
||||
/// Forward pass
|
||||
pub fn forward(&self, input: &DVector<f64>) -> Result<DVector<f64>> {
|
||||
if input.len() != self.input_dim {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "DenseLayer".to_string(),
|
||||
message: format!(
|
||||
"Input dimension mismatch: expected {}, got {}",
|
||||
self.input_dim, input.len()
|
||||
),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
|
||||
let linear_output = &self.weight * input + &self.bias;
|
||||
let activated_output = apply_activation(&linear_output, self.activation);
|
||||
|
||||
Ok(activated_output)
|
||||
}
|
||||
|
||||
/// Get parameter count
|
||||
pub fn parameter_count(&self) -> usize {
|
||||
self.weight.len() + self.bias.len()
|
||||
}
|
||||
}
|
||||
|
||||
// Activation functions
|
||||
fn sigmoid(x: &DVector<f64>) -> DVector<f64> {
|
||||
x.map(|val| 1.0 / (1.0 + (-val).exp()))
|
||||
}
|
||||
|
||||
fn tanh(x: &DVector<f64>) -> DVector<f64> {
|
||||
x.map(|val| val.tanh())
|
||||
}
|
||||
|
||||
fn relu(x: &DVector<f64>) -> DVector<f64> {
|
||||
x.map(|val| val.max(0.0))
|
||||
}
|
||||
|
||||
fn gelu(x: &DVector<f64>) -> DVector<f64> {
|
||||
x.map(|val| 0.5 * val * (1.0 + (val * (2.0 / PI).sqrt()).tanh()))
|
||||
}
|
||||
|
||||
fn apply_activation(x: &DVector<f64>, activation: ActivationFunction) -> DVector<f64> {
|
||||
match activation {
|
||||
ActivationFunction::Linear => x.clone(),
|
||||
ActivationFunction::Relu => relu(x),
|
||||
ActivationFunction::Tanh => tanh(x),
|
||||
ActivationFunction::Sigmoid => sigmoid(x),
|
||||
ActivationFunction::Gelu => gelu(x),
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_gru_forward() {
|
||||
let mut gru = GruLayer::new(4, 8);
|
||||
let input = DVector::from_vec(vec![1.0, 2.0, 3.0, 4.0]);
|
||||
|
||||
let output = gru.forward(&input).unwrap();
|
||||
assert_eq!(output.len(), 8);
|
||||
|
||||
// Test state persistence
|
||||
let output2 = gru.forward(&input).unwrap();
|
||||
assert_ne!(output, output2); // Should be different due to state
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_gru_sequence() {
|
||||
let mut gru = GruLayer::new(2, 4);
|
||||
let inputs = DMatrix::from_row_slice(2, 3, &[1.0, 2.0, 3.0, 4.0, 5.0, 6.0]);
|
||||
|
||||
let outputs = gru.forward_sequence(&inputs).unwrap();
|
||||
assert_eq!(outputs.shape(), (4, 3));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tcn_forward() {
|
||||
let tcn = TcnLayer::new(2, 4, 3, 1, true);
|
||||
let input = DMatrix::from_row_slice(2, 5, &[1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0]);
|
||||
|
||||
let output = tcn.forward(&input).unwrap();
|
||||
assert_eq!(output.shape(), (4, 5));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dense_forward() {
|
||||
let dense = DenseLayer::new(4, 2, ActivationFunction::Relu);
|
||||
let input = DVector::from_vec(vec![1.0, -2.0, 3.0, -4.0]);
|
||||
|
||||
let output = dense.forward(&input).unwrap();
|
||||
assert_eq!(output.len(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_activation_functions() {
|
||||
let x = DVector::from_vec(vec![-2.0, -1.0, 0.0, 1.0, 2.0]);
|
||||
|
||||
let relu_out = apply_activation(&x, ActivationFunction::Relu);
|
||||
assert_eq!(relu_out[0], 0.0); // ReLU of negative should be 0
|
||||
assert_eq!(relu_out[3], 1.0); // ReLU of positive should be unchanged
|
||||
|
||||
let tanh_out = apply_activation(&x, ActivationFunction::Tanh);
|
||||
assert!(tanh_out[2] == 0.0); // tanh(0) = 0
|
||||
|
||||
let sigmoid_out = apply_activation(&x, ActivationFunction::Sigmoid);
|
||||
assert!(sigmoid_out[2] == 0.5); // sigmoid(0) = 0.5
|
||||
}
|
||||
}
|
||||
+322
@@ -0,0 +1,322 @@
|
||||
//! Neural network model implementations for temporal prediction
|
||||
|
||||
use crate::{
|
||||
config::{Config, ModelConfig},
|
||||
error::{Result, TemporalNeuralError},
|
||||
};
|
||||
use nalgebra::{DVector, DMatrix};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
pub mod system_a;
|
||||
pub mod system_b;
|
||||
pub mod layers;
|
||||
pub mod quantization;
|
||||
|
||||
pub use system_a::SystemA;
|
||||
pub use system_b::SystemB;
|
||||
pub use layers::{GruLayer, TcnLayer, DenseLayer};
|
||||
pub use quantization::{QuantizedModel, QuantizationScheme};
|
||||
|
||||
/// Common trait for all neural network models
|
||||
pub trait ModelTrait: Send + Sync {
|
||||
/// Model parameter type
|
||||
type Params: ModelParams;
|
||||
|
||||
/// Create a new model with the given configuration
|
||||
fn new(config: &ModelConfig) -> Result<Self> where Self: Sized;
|
||||
|
||||
/// Forward pass through the network
|
||||
fn forward(&self, input: &DMatrix<f64>) -> Result<DVector<f64>>;
|
||||
|
||||
/// Get model parameters for training/serialization
|
||||
fn parameters(&self) -> &Self::Params;
|
||||
|
||||
/// Get mutable model parameters for training
|
||||
fn parameters_mut(&mut self) -> &mut Self::Params;
|
||||
|
||||
/// Load parameters from another model (for transfer learning)
|
||||
fn load_parameters(&mut self, params: Self::Params) -> Result<()>;
|
||||
|
||||
/// Get the number of parameters in the model
|
||||
fn parameter_count(&self) -> usize;
|
||||
|
||||
/// Get model memory usage in bytes
|
||||
fn memory_usage(&self) -> usize;
|
||||
|
||||
/// Get the expected input shape
|
||||
fn input_shape(&self) -> (usize, usize);
|
||||
|
||||
/// Get the output dimension
|
||||
fn output_dim(&self) -> usize;
|
||||
|
||||
/// Model name for identification
|
||||
fn model_name(&self) -> &'static str;
|
||||
|
||||
/// Prepare model for inference (e.g., quantization)
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
Ok(()) // Default implementation does nothing
|
||||
}
|
||||
|
||||
/// Check if model is ready for inference
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
true // Default implementation always ready
|
||||
}
|
||||
|
||||
/// Get model configuration
|
||||
fn config(&self) -> &ModelConfig;
|
||||
|
||||
/// Validate input dimensions
|
||||
fn validate_input(&self, input: &DMatrix<f64>) -> Result<()> {
|
||||
let expected_shape = self.input_shape();
|
||||
let actual_shape = (input.nrows(), input.ncols());
|
||||
|
||||
if actual_shape != expected_shape {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: self.model_name().to_string(),
|
||||
message: format!(
|
||||
"Input shape mismatch: expected {:?}, got {:?}",
|
||||
expected_shape, actual_shape
|
||||
),
|
||||
context: vec![
|
||||
("expected_rows".to_string(), expected_shape.0.to_string()),
|
||||
("expected_cols".to_string(), expected_shape.1.to_string()),
|
||||
("actual_rows".to_string(), actual_shape.0.to_string()),
|
||||
("actual_cols".to_string(), actual_shape.1.to_string()),
|
||||
],
|
||||
});
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Trait for model parameters
|
||||
pub trait ModelParams: Clone + Send + Sync + Serialize + for<'de> Deserialize<'de> {
|
||||
/// Initialize parameters with the given configuration
|
||||
fn initialize(config: &ModelConfig, rng: &mut impl rand::Rng) -> Self;
|
||||
|
||||
/// Get the number of parameters
|
||||
fn parameter_count(&self) -> usize;
|
||||
|
||||
/// Get parameter memory usage in bytes
|
||||
fn memory_usage(&self) -> usize {
|
||||
self.parameter_count() * std::mem::size_of::<f64>()
|
||||
}
|
||||
|
||||
/// Apply L2 regularization to parameters
|
||||
fn apply_l2_regularization(&mut self, weight_decay: f64);
|
||||
|
||||
/// Clip gradients to prevent explosion
|
||||
fn clip_gradients(&mut self, max_norm: f64);
|
||||
|
||||
/// Zero out gradients
|
||||
fn zero_gradients(&mut self);
|
||||
|
||||
/// Update parameters using gradients
|
||||
fn update_parameters(&mut self, learning_rate: f64);
|
||||
|
||||
/// Get parameter statistics for monitoring
|
||||
fn parameter_stats(&self) -> ParameterStats;
|
||||
}
|
||||
|
||||
/// Statistics about model parameters
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct ParameterStats {
|
||||
/// Mean absolute value of parameters
|
||||
pub mean_abs_value: f64,
|
||||
/// Standard deviation of parameters
|
||||
pub std_dev: f64,
|
||||
/// Minimum parameter value
|
||||
pub min_value: f64,
|
||||
/// Maximum parameter value
|
||||
pub max_value: f64,
|
||||
/// Mean absolute gradient (if available)
|
||||
pub mean_abs_gradient: Option<f64>,
|
||||
/// Gradient norm (if available)
|
||||
pub gradient_norm: Option<f64>,
|
||||
}
|
||||
|
||||
/// Model metadata for serialization and identification
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct ModelMetadata {
|
||||
/// Model name and version
|
||||
pub name: String,
|
||||
/// Configuration used to create the model
|
||||
pub config: ModelConfig,
|
||||
/// Training information
|
||||
pub training_info: Option<TrainingInfo>,
|
||||
/// Performance metrics
|
||||
pub performance_metrics: Option<PerformanceMetrics>,
|
||||
/// Creation timestamp
|
||||
pub created_at: chrono::DateTime<chrono::Utc>,
|
||||
/// Last modified timestamp
|
||||
pub modified_at: chrono::DateTime<chrono::Utc>,
|
||||
}
|
||||
|
||||
/// Training information for model provenance
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct TrainingInfo {
|
||||
/// Number of training epochs completed
|
||||
pub epochs_trained: u32,
|
||||
/// Training dataset size
|
||||
pub training_samples: usize,
|
||||
/// Validation dataset size
|
||||
pub validation_samples: usize,
|
||||
/// Final training loss
|
||||
pub final_train_loss: f64,
|
||||
/// Final validation loss
|
||||
pub final_val_loss: f64,
|
||||
/// Training time in seconds
|
||||
pub training_time_sec: f64,
|
||||
/// Optimizer used
|
||||
pub optimizer: String,
|
||||
/// Learning rate schedule
|
||||
pub learning_rate_schedule: Vec<(u32, f64)>,
|
||||
}
|
||||
|
||||
/// Performance metrics for model evaluation
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct PerformanceMetrics {
|
||||
/// Mean squared error on test set
|
||||
pub mse: f64,
|
||||
/// Mean absolute error on test set
|
||||
pub mae: f64,
|
||||
/// P90 absolute error
|
||||
pub p90_error: f64,
|
||||
/// P99 absolute error
|
||||
pub p99_error: f64,
|
||||
/// Average inference latency in milliseconds
|
||||
pub avg_latency_ms: f64,
|
||||
/// P50 inference latency in milliseconds
|
||||
pub p50_latency_ms: f64,
|
||||
/// P99.9 inference latency in milliseconds
|
||||
pub p99_9_latency_ms: f64,
|
||||
/// Model memory usage in bytes
|
||||
pub memory_usage_bytes: usize,
|
||||
/// Throughput in predictions per second
|
||||
pub throughput_pred_per_sec: f64,
|
||||
}
|
||||
|
||||
/// Factory function to create models from configuration
|
||||
pub fn create_model(config: &Config) -> Result<Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>> {
|
||||
match config.system {
|
||||
crate::config::SystemConfig::Traditional(_) => {
|
||||
let system_a = SystemA::new(&config.model)?;
|
||||
Ok(Box::new(system_a) as Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>)
|
||||
}
|
||||
crate::config::SystemConfig::TemporalSolver(_) => {
|
||||
let system_b = SystemB::new(&config.model)?;
|
||||
Ok(Box::new(system_b) as Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Load a model from file
|
||||
pub fn load_model(path: &std::path::Path) -> Result<(Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>, ModelMetadata)> {
|
||||
let content = std::fs::read_to_string(path)?;
|
||||
let data: serde_json::Value = serde_json::from_str(&content)?;
|
||||
|
||||
let metadata: ModelMetadata = serde_json::from_value(data["metadata"].clone())?;
|
||||
|
||||
let model = match metadata.name.as_str() {
|
||||
"SystemA" => {
|
||||
let system_a = SystemA::new(&metadata.config)?;
|
||||
Box::new(system_a) as Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>
|
||||
}
|
||||
"SystemB" => {
|
||||
let system_b = SystemB::new(&metadata.config)?;
|
||||
Box::new(system_b) as Box<dyn ModelTrait<Params = Box<dyn ModelParams>>>
|
||||
}
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "model_loader".to_string(),
|
||||
message: format!("Unknown model type: {}", metadata.name),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
Ok((model, metadata))
|
||||
}
|
||||
|
||||
/// Save a model to file
|
||||
pub fn save_model(
|
||||
model: &dyn ModelTrait<Params = Box<dyn ModelParams>>,
|
||||
metadata: &ModelMetadata,
|
||||
path: &std::path::Path,
|
||||
) -> Result<()> {
|
||||
let data = serde_json::json!({
|
||||
"metadata": metadata,
|
||||
"parameters": model.parameters(),
|
||||
});
|
||||
|
||||
let content = serde_json::to_string_pretty(&data)?;
|
||||
std::fs::write(path, content)?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Model comparison utilities
|
||||
pub mod comparison {
|
||||
use super::*;
|
||||
|
||||
/// Compare two models and return similarity metrics
|
||||
pub fn compare_models(
|
||||
model1: &dyn ModelTrait<Params = Box<dyn ModelParams>>,
|
||||
model2: &dyn ModelTrait<Params = Box<dyn ModelParams>>,
|
||||
) -> ModelComparison {
|
||||
let params1 = model1.parameters();
|
||||
let params2 = model2.parameters();
|
||||
|
||||
ModelComparison {
|
||||
parameter_count_diff: (model1.parameter_count() as i64 - model2.parameter_count() as i64).abs() as usize,
|
||||
memory_usage_diff: (model1.memory_usage() as i64 - model2.memory_usage() as i64).abs() as usize,
|
||||
architecture_match: model1.model_name() == model2.model_name(),
|
||||
config_match: model1.config() == model2.config(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Result of model comparison
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct ModelComparison {
|
||||
/// Difference in parameter count
|
||||
pub parameter_count_diff: usize,
|
||||
/// Difference in memory usage
|
||||
pub memory_usage_diff: usize,
|
||||
/// Whether architectures match
|
||||
pub architecture_match: bool,
|
||||
/// Whether configurations match
|
||||
pub config_match: bool,
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::config::Config;
|
||||
|
||||
#[test]
|
||||
fn test_model_creation() {
|
||||
let config = Config::default();
|
||||
let model = create_model(&config);
|
||||
assert!(model.is_ok());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_model_validation() {
|
||||
let config = Config::default();
|
||||
let model = create_model(&config).unwrap();
|
||||
|
||||
let input = DMatrix::zeros(10, 4); // Wrong size
|
||||
assert!(model.validate_input(&input).is_err());
|
||||
|
||||
let correct_input = DMatrix::zeros(256, 4); // Correct size
|
||||
assert!(model.validate_input(&correct_input).is_ok());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_parameter_stats() {
|
||||
// This would be implemented once we have concrete parameter types
|
||||
// For now, just test that the trait compiles
|
||||
}
|
||||
}
|
||||
Vendored
+191
@@ -0,0 +1,191 @@
|
||||
//! INT8 quantization implementation for neural network optimization
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
/// Quantization scheme for model optimization
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub enum QuantizationScheme {
|
||||
/// 8-bit integer quantization
|
||||
Int8,
|
||||
/// 4-bit integer quantization
|
||||
Int4,
|
||||
/// Binary quantization
|
||||
Binary,
|
||||
}
|
||||
|
||||
/// Quantized model wrapper
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct QuantizedModel {
|
||||
/// Quantization scheme used
|
||||
pub scheme: QuantizationScheme,
|
||||
/// Quantized weights
|
||||
pub quantized_weights: Vec<i8>,
|
||||
/// Scale factors for dequantization
|
||||
pub scales: Vec<f32>,
|
||||
/// Zero points for symmetric quantization
|
||||
pub zero_points: Vec<i8>,
|
||||
/// Original model shape information
|
||||
pub shape_info: ModelShapeInfo,
|
||||
}
|
||||
|
||||
/// Information about model structure for quantization
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct ModelShapeInfo {
|
||||
/// Layer dimensions
|
||||
pub layer_shapes: Vec<(usize, usize)>,
|
||||
/// Total parameter count
|
||||
pub total_params: usize,
|
||||
/// Memory savings achieved
|
||||
pub memory_savings_ratio: f64,
|
||||
}
|
||||
|
||||
impl QuantizedModel {
|
||||
/// Create quantized model from floating point weights
|
||||
pub fn quantize_int8(weights: &[f64]) -> Result<Self> {
|
||||
if weights.is_empty() {
|
||||
return Err(TemporalNeuralError::QuantizationError {
|
||||
message: "Cannot quantize empty weight vector".to_string(),
|
||||
scheme: Some("int8".to_string()),
|
||||
accuracy_loss: None,
|
||||
});
|
||||
}
|
||||
|
||||
let mut quantized_weights = Vec::with_capacity(weights.len());
|
||||
let mut scales = Vec::new();
|
||||
let mut zero_points = Vec::new();
|
||||
|
||||
// For simplicity, quantize the entire weight vector with single scale/zero_point
|
||||
// In practice, you'd quantize per-layer or per-channel
|
||||
let min_val = weights.iter().fold(f64::INFINITY, |a, &b| a.min(b));
|
||||
let max_val = weights.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
|
||||
|
||||
let scale = (max_val - min_val) / 255.0; // 8-bit range
|
||||
let zero_point = (-min_val / scale).round() as i8;
|
||||
|
||||
scales.push(scale as f32);
|
||||
zero_points.push(zero_point);
|
||||
|
||||
for &weight in weights {
|
||||
let quantized = ((weight / scale) + zero_point as f64).round().clamp(-128.0, 127.0) as i8;
|
||||
quantized_weights.push(quantized);
|
||||
}
|
||||
|
||||
let shape_info = ModelShapeInfo {
|
||||
layer_shapes: vec![(weights.len(), 1)], // Simplified
|
||||
total_params: weights.len(),
|
||||
memory_savings_ratio: 4.0, // 32-bit -> 8-bit
|
||||
};
|
||||
|
||||
Ok(Self {
|
||||
scheme: QuantizationScheme::Int8,
|
||||
quantized_weights,
|
||||
scales,
|
||||
zero_points,
|
||||
shape_info,
|
||||
})
|
||||
}
|
||||
|
||||
/// Dequantize weights back to floating point
|
||||
pub fn dequantize(&self) -> Result<Vec<f64>> {
|
||||
if self.quantized_weights.len() != self.shape_info.total_params {
|
||||
return Err(TemporalNeuralError::QuantizationError {
|
||||
message: "Weight count mismatch during dequantization".to_string(),
|
||||
scheme: Some(format!("{:?}", self.scheme)),
|
||||
accuracy_loss: None,
|
||||
});
|
||||
}
|
||||
|
||||
let mut dequantized = Vec::with_capacity(self.quantized_weights.len());
|
||||
let scale = self.scales[0] as f64; // Using first scale for simplicity
|
||||
let zero_point = self.zero_points[0] as f64;
|
||||
|
||||
for &quantized_weight in &self.quantized_weights {
|
||||
let dequantized_weight = (quantized_weight as f64 - zero_point) * scale;
|
||||
dequantized.push(dequantized_weight);
|
||||
}
|
||||
|
||||
Ok(dequantized)
|
||||
}
|
||||
|
||||
/// Get memory usage in bytes
|
||||
pub fn memory_usage(&self) -> usize {
|
||||
self.quantized_weights.len() * std::mem::size_of::<i8>() +
|
||||
self.scales.len() * std::mem::size_of::<f32>() +
|
||||
self.zero_points.len() * std::mem::size_of::<i8>()
|
||||
}
|
||||
|
||||
/// Estimate accuracy loss from quantization
|
||||
pub fn estimate_accuracy_loss(&self, original_weights: &[f64]) -> Result<f64> {
|
||||
let dequantized = self.dequantize()?;
|
||||
|
||||
if dequantized.len() != original_weights.len() {
|
||||
return Err(TemporalNeuralError::QuantizationError {
|
||||
message: "Length mismatch for accuracy estimation".to_string(),
|
||||
scheme: Some(format!("{:?}", self.scheme)),
|
||||
accuracy_loss: None,
|
||||
});
|
||||
}
|
||||
|
||||
// Compute MSE between original and dequantized weights
|
||||
let mse = original_weights.iter()
|
||||
.zip(dequantized.iter())
|
||||
.map(|(&orig, &deq)| (orig - deq).powi(2))
|
||||
.sum::<f64>() / original_weights.len() as f64;
|
||||
|
||||
Ok(mse.sqrt()) // Return RMSE
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_int8_quantization() {
|
||||
let weights = vec![1.0, 2.5, -1.5, 0.0, 3.2, -2.1];
|
||||
let quantized = QuantizedModel::quantize_int8(&weights).unwrap();
|
||||
|
||||
assert_eq!(quantized.quantized_weights.len(), weights.len());
|
||||
assert_eq!(quantized.scales.len(), 1);
|
||||
assert_eq!(quantized.zero_points.len(), 1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dequantization() {
|
||||
let weights = vec![1.0, 2.5, -1.5, 0.0, 3.2, -2.1];
|
||||
let quantized = QuantizedModel::quantize_int8(&weights).unwrap();
|
||||
let dequantized = quantized.dequantize().unwrap();
|
||||
|
||||
assert_eq!(dequantized.len(), weights.len());
|
||||
|
||||
// Check that dequantized values are reasonably close to originals
|
||||
for (orig, deq) in weights.iter().zip(dequantized.iter()) {
|
||||
assert!((orig - deq).abs() < 0.1); // Should be within quantization error
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_accuracy_loss_estimation() {
|
||||
let weights = vec![1.0, 2.5, -1.5, 0.0, 3.2, -2.1];
|
||||
let quantized = QuantizedModel::quantize_int8(&weights).unwrap();
|
||||
let accuracy_loss = quantized.estimate_accuracy_loss(&weights).unwrap();
|
||||
|
||||
assert!(accuracy_loss >= 0.0);
|
||||
assert!(accuracy_loss < 1.0); // Should be reasonable for this simple case
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_memory_usage() {
|
||||
let weights = vec![1.0; 1000];
|
||||
let quantized = QuantizedModel::quantize_int8(&weights).unwrap();
|
||||
|
||||
let memory_usage = quantized.memory_usage();
|
||||
assert!(memory_usage > 0);
|
||||
|
||||
// Should use roughly 1/4 the memory (32-bit -> 8-bit)
|
||||
let original_memory = weights.len() * std::mem::size_of::<f64>();
|
||||
assert!(memory_usage < original_memory / 2);
|
||||
}
|
||||
}
|
||||
+549
@@ -0,0 +1,549 @@
|
||||
//! System A: Traditional micro-neural network implementation
|
||||
//!
|
||||
//! This module implements the baseline traditional micro-network for comparison
|
||||
//! against the temporal solver approach. It uses standard neural architectures
|
||||
//! without mathematical solver integration.
|
||||
|
||||
use crate::{
|
||||
config::ModelConfig,
|
||||
error::{Result, TemporalNeuralError},
|
||||
models::{
|
||||
layers::{GruLayer, TcnLayer, DenseLayer, ActivationFunction},
|
||||
ModelTrait, ModelParams, ParameterStats,
|
||||
},
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
/// System A: Traditional micro-neural network
|
||||
///
|
||||
/// This system implements a standard approach using either GRU or TCN
|
||||
/// for sequence modeling followed by a dense output layer.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemA {
|
||||
/// Model configuration
|
||||
config: ModelConfig,
|
||||
/// Parameters for the system
|
||||
params: SystemAParams,
|
||||
/// Current architecture type
|
||||
architecture: ArchitectureType,
|
||||
}
|
||||
|
||||
/// Architecture variants for System A
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
enum ArchitectureType {
|
||||
/// GRU-based architecture
|
||||
Gru {
|
||||
/// GRU layers
|
||||
layers: Vec<GruLayer>,
|
||||
/// Output projection layer
|
||||
output_layer: DenseLayer,
|
||||
},
|
||||
/// TCN-based architecture
|
||||
Tcn {
|
||||
/// TCN layers
|
||||
layers: Vec<TcnLayer>,
|
||||
/// Global pooling type
|
||||
pooling: PoolingType,
|
||||
/// Output projection layer
|
||||
output_layer: DenseLayer,
|
||||
},
|
||||
}
|
||||
|
||||
/// Pooling types for TCN architecture
|
||||
#[derive(Debug, Clone, Copy, Serialize, Deserialize)]
|
||||
enum PoolingType {
|
||||
/// Take the last timestep
|
||||
Last,
|
||||
/// Global average pooling
|
||||
Average,
|
||||
/// Global max pooling
|
||||
Max,
|
||||
/// Attention-based pooling
|
||||
Attention,
|
||||
}
|
||||
|
||||
/// Parameters for System A
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemAParams {
|
||||
/// All parameter values flattened
|
||||
values: Vec<f64>,
|
||||
/// Gradients for backpropagation
|
||||
gradients: Vec<f64>,
|
||||
/// Parameter structure metadata
|
||||
structure: ParameterStructure,
|
||||
}
|
||||
|
||||
/// Metadata about parameter structure for serialization
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
struct ParameterStructure {
|
||||
/// Total parameter count
|
||||
total_params: usize,
|
||||
/// Parameter layout (layer_name -> (start_idx, count))
|
||||
layout: Vec<(String, usize, usize)>,
|
||||
}
|
||||
|
||||
impl SystemA {
|
||||
/// Create a new System A model
|
||||
pub fn new(config: &ModelConfig) -> Result<Self> {
|
||||
let architecture = match config.model_type.as_str() {
|
||||
"micro_gru" => Self::create_gru_architecture(config)?,
|
||||
"micro_tcn" => Self::create_tcn_architecture(config)?,
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!("Unsupported model type: {}", config.model_type),
|
||||
field: Some("model_type".to_string()),
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
let params = SystemAParams::initialize(config, &mut rand::thread_rng());
|
||||
|
||||
Ok(Self {
|
||||
config: config.clone(),
|
||||
params,
|
||||
architecture,
|
||||
})
|
||||
}
|
||||
|
||||
fn create_gru_architecture(config: &ModelConfig) -> Result<ArchitectureType> {
|
||||
let mut layers = Vec::new();
|
||||
|
||||
// First layer takes input features
|
||||
let first_layer = GruLayer::new(config.hidden_size, config.hidden_size);
|
||||
layers.push(first_layer);
|
||||
|
||||
// Additional layers if specified
|
||||
for _ in 1..config.num_layers {
|
||||
let layer = GruLayer::new(config.hidden_size, config.hidden_size);
|
||||
layers.push(layer);
|
||||
}
|
||||
|
||||
// Output layer - predict 2D position (x, y) at horizon
|
||||
let activation = match config.activation.as_str() {
|
||||
"relu" => ActivationFunction::Relu,
|
||||
"tanh" => ActivationFunction::Tanh,
|
||||
"gelu" => ActivationFunction::Gelu,
|
||||
"linear" => ActivationFunction::Linear,
|
||||
_ => ActivationFunction::Tanh, // Default
|
||||
};
|
||||
|
||||
let output_layer = DenseLayer::new(config.hidden_size, 2, activation);
|
||||
|
||||
Ok(ArchitectureType::Gru {
|
||||
layers,
|
||||
output_layer,
|
||||
})
|
||||
}
|
||||
|
||||
fn create_tcn_architecture(config: &ModelConfig) -> Result<ArchitectureType> {
|
||||
let mut layers = Vec::new();
|
||||
let mut channels = config.hidden_size as usize;
|
||||
|
||||
// Create dilated TCN layers
|
||||
for layer_idx in 0..config.num_layers as usize {
|
||||
let dilation = 2_usize.pow(layer_idx as u32);
|
||||
let layer = TcnLayer::new(
|
||||
channels,
|
||||
config.hidden_size as usize,
|
||||
3, // kernel size
|
||||
dilation,
|
||||
config.residual,
|
||||
);
|
||||
layers.push(layer);
|
||||
channels = config.hidden_size as usize;
|
||||
}
|
||||
|
||||
// Global pooling strategy
|
||||
let pooling = PoolingType::Last; // Simple approach - take last timestep
|
||||
|
||||
// Output layer
|
||||
let activation = match config.activation.as_str() {
|
||||
"relu" => ActivationFunction::Relu,
|
||||
"tanh" => ActivationFunction::Tanh,
|
||||
"gelu" => ActivationFunction::Gelu,
|
||||
"linear" => ActivationFunction::Linear,
|
||||
_ => ActivationFunction::Tanh,
|
||||
};
|
||||
|
||||
let output_layer = DenseLayer::new(config.hidden_size as usize, 2, activation);
|
||||
|
||||
Ok(ArchitectureType::Tcn {
|
||||
layers,
|
||||
pooling,
|
||||
output_layer,
|
||||
})
|
||||
}
|
||||
|
||||
/// Apply pooling to TCN output
|
||||
fn apply_pooling(output: &DMatrix<f64>, pooling: PoolingType) -> DVector<f64> {
|
||||
match pooling {
|
||||
PoolingType::Last => {
|
||||
// Take the last timestep
|
||||
output.column(output.ncols() - 1).into()
|
||||
}
|
||||
PoolingType::Average => {
|
||||
// Global average pooling
|
||||
let mut result = DVector::zeros(output.nrows());
|
||||
for i in 0..output.nrows() {
|
||||
result[i] = output.row(i).mean();
|
||||
}
|
||||
result
|
||||
}
|
||||
PoolingType::Max => {
|
||||
// Global max pooling
|
||||
let mut result = DVector::zeros(output.nrows());
|
||||
for i in 0..output.nrows() {
|
||||
result[i] = output.row(i).max();
|
||||
}
|
||||
result
|
||||
}
|
||||
PoolingType::Attention => {
|
||||
// Simple attention: uniform weights for now
|
||||
// In a full implementation, this would be learned
|
||||
let seq_len = output.ncols();
|
||||
let weights = DVector::from_element(seq_len, 1.0 / seq_len as f64);
|
||||
output * weights
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ModelTrait for SystemA {
|
||||
type Params = SystemAParams;
|
||||
|
||||
fn new(config: &ModelConfig) -> Result<Self> {
|
||||
Self::new(config)
|
||||
}
|
||||
|
||||
fn forward(&self, input: &DMatrix<f64>) -> Result<DVector<f64>> {
|
||||
self.validate_input(input)?;
|
||||
|
||||
match &self.architecture {
|
||||
ArchitectureType::Gru { layers, output_layer } => {
|
||||
// Process through GRU layers
|
||||
let mut current_input = input.clone();
|
||||
|
||||
// For GRU, we need to process the sequence through each layer
|
||||
// Input shape: (features, sequence_length)
|
||||
// We need to process timestep by timestep
|
||||
|
||||
let seq_len = input.ncols();
|
||||
let mut hidden_states = Vec::new();
|
||||
|
||||
// Create temporary GRU layers for forward pass (clone to avoid mutation issues)
|
||||
let mut temp_layers: Vec<GruLayer> = layers.iter().cloned().collect();
|
||||
|
||||
// Process sequence through all GRU layers
|
||||
for t in 0..seq_len {
|
||||
let timestep_input = current_input.column(t).into();
|
||||
|
||||
// Process through each layer for this timestep
|
||||
let mut layer_input = timestep_input;
|
||||
for layer in temp_layers.iter_mut() {
|
||||
layer_input = layer.forward(&layer_input)?;
|
||||
}
|
||||
|
||||
hidden_states.push(layer_input);
|
||||
}
|
||||
|
||||
// Take the final hidden state
|
||||
let final_hidden = hidden_states.last().unwrap();
|
||||
|
||||
// Project to output
|
||||
output_layer.forward(final_hidden)
|
||||
}
|
||||
ArchitectureType::Tcn { layers, pooling, output_layer } => {
|
||||
// Process through TCN layers
|
||||
let mut current_output = input.clone();
|
||||
|
||||
for layer in layers {
|
||||
current_output = layer.forward(¤t_output)?;
|
||||
}
|
||||
|
||||
// Apply pooling to get fixed-size representation
|
||||
let pooled = Self::apply_pooling(¤t_output, *pooling);
|
||||
|
||||
// Project to output
|
||||
output_layer.forward(&pooled)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
fn parameters(&self) -> &Self::Params {
|
||||
&self.params
|
||||
}
|
||||
|
||||
fn parameters_mut(&mut self) -> &mut Self::Params {
|
||||
&mut self.params
|
||||
}
|
||||
|
||||
fn load_parameters(&mut self, params: Self::Params) -> Result<()> {
|
||||
if params.values.len() != self.params.values.len() {
|
||||
return Err(TemporalNeuralError::ModelError {
|
||||
component: "SystemA".to_string(),
|
||||
message: format!(
|
||||
"Parameter count mismatch: expected {}, got {}",
|
||||
self.params.values.len(),
|
||||
params.values.len()
|
||||
),
|
||||
context: vec![],
|
||||
});
|
||||
}
|
||||
|
||||
self.params = params;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn parameter_count(&self) -> usize {
|
||||
self.params.parameter_count()
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
self.params.memory_usage()
|
||||
}
|
||||
|
||||
fn input_shape(&self) -> (usize, usize) {
|
||||
// Returns (sequence_length, features)
|
||||
// This will be set based on configuration in a real implementation
|
||||
(256, 4) // Default for 128ms window at 2kHz with 4 features
|
||||
}
|
||||
|
||||
fn output_dim(&self) -> usize {
|
||||
2 // Predicting 2D position (x, y)
|
||||
}
|
||||
|
||||
fn model_name(&self) -> &'static str {
|
||||
"SystemA"
|
||||
}
|
||||
|
||||
fn config(&self) -> &ModelConfig {
|
||||
&self.config
|
||||
}
|
||||
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
// For System A, we might apply quantization here
|
||||
// For now, just mark as ready
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl ModelParams for SystemAParams {
|
||||
fn initialize(config: &ModelConfig, rng: &mut impl rand::Rng) -> Self {
|
||||
// Calculate total parameter count based on architecture
|
||||
let total_params = Self::calculate_param_count(config);
|
||||
|
||||
// Initialize with small random values
|
||||
let values: Vec<f64> = (0..total_params)
|
||||
.map(|_| (rng.sample(rand::distributions::Standard) as f64 - 0.5) * 0.02)
|
||||
.collect();
|
||||
|
||||
let gradients = vec![0.0; total_params];
|
||||
|
||||
let structure = Self::build_structure(config);
|
||||
|
||||
Self {
|
||||
values,
|
||||
gradients,
|
||||
structure,
|
||||
}
|
||||
}
|
||||
|
||||
fn parameter_count(&self) -> usize {
|
||||
self.values.len()
|
||||
}
|
||||
|
||||
fn apply_l2_regularization(&mut self, weight_decay: f64) {
|
||||
for (param, grad) in self.values.iter().zip(self.gradients.iter_mut()) {
|
||||
*grad += weight_decay * param;
|
||||
}
|
||||
}
|
||||
|
||||
fn clip_gradients(&mut self, max_norm: f64) {
|
||||
let grad_norm: f64 = self.gradients.iter().map(|g| g * g).sum::<f64>().sqrt();
|
||||
|
||||
if grad_norm > max_norm {
|
||||
let scale = max_norm / grad_norm;
|
||||
for grad in self.gradients.iter_mut() {
|
||||
*grad *= scale;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
fn zero_gradients(&mut self) {
|
||||
self.gradients.fill(0.0);
|
||||
}
|
||||
|
||||
fn update_parameters(&mut self, learning_rate: f64) {
|
||||
for (param, grad) in self.values.iter_mut().zip(self.gradients.iter()) {
|
||||
*param -= learning_rate * grad;
|
||||
}
|
||||
}
|
||||
|
||||
fn parameter_stats(&self) -> ParameterStats {
|
||||
let n = self.values.len() as f64;
|
||||
let mean = self.values.iter().sum::<f64>() / n;
|
||||
let variance = self.values.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / n;
|
||||
|
||||
let mean_abs_value = self.values.iter().map(|x| x.abs()).sum::<f64>() / n;
|
||||
let min_value = self.values.iter().fold(f64::INFINITY, |a, &b| a.min(b));
|
||||
let max_value = self.values.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
|
||||
|
||||
let mean_abs_gradient = if !self.gradients.is_empty() {
|
||||
Some(self.gradients.iter().map(|g| g.abs()).sum::<f64>() / self.gradients.len() as f64)
|
||||
} else {
|
||||
None
|
||||
};
|
||||
|
||||
let gradient_norm = if !self.gradients.is_empty() {
|
||||
Some(self.gradients.iter().map(|g| g * g).sum::<f64>().sqrt())
|
||||
} else {
|
||||
None
|
||||
};
|
||||
|
||||
ParameterStats {
|
||||
mean_abs_value,
|
||||
std_dev: variance.sqrt(),
|
||||
min_value,
|
||||
max_value,
|
||||
mean_abs_gradient,
|
||||
gradient_norm,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl SystemAParams {
|
||||
fn calculate_param_count(config: &ModelConfig) -> usize {
|
||||
match config.model_type.as_str() {
|
||||
"micro_gru" => {
|
||||
// GRU parameters: 3 * (input_size * hidden + hidden * hidden + hidden) per layer
|
||||
// Plus output layer: hidden * output + output
|
||||
let hidden = config.hidden_size as usize;
|
||||
let input_size = hidden; // Simplified assumption
|
||||
let gru_params_per_layer = 3 * (input_size * hidden + hidden * hidden + hidden);
|
||||
let gru_params = gru_params_per_layer * config.num_layers as usize;
|
||||
let output_params = hidden * 2 + 2; // 2D output
|
||||
gru_params + output_params
|
||||
}
|
||||
"micro_tcn" => {
|
||||
// TCN parameters: kernel_size * input_channels * output_channels + output_channels per layer
|
||||
// Plus output layer
|
||||
let channels = config.hidden_size as usize;
|
||||
let kernel_size = 3;
|
||||
let tcn_params_per_layer = kernel_size * channels * channels + channels;
|
||||
let tcn_params = tcn_params_per_layer * config.num_layers as usize;
|
||||
let output_params = channels * 2 + 2; // 2D output
|
||||
tcn_params + output_params
|
||||
}
|
||||
_ => 1000, // Default fallback
|
||||
}
|
||||
}
|
||||
|
||||
fn build_structure(config: &ModelConfig) -> ParameterStructure {
|
||||
let mut layout = Vec::new();
|
||||
let mut offset = 0;
|
||||
|
||||
match config.model_type.as_str() {
|
||||
"micro_gru" => {
|
||||
for i in 0..config.num_layers {
|
||||
let layer_params = Self::gru_layer_param_count(config.hidden_size as usize);
|
||||
layout.push((format!("gru_layer_{}", i), offset, layer_params));
|
||||
offset += layer_params;
|
||||
}
|
||||
}
|
||||
"micro_tcn" => {
|
||||
for i in 0..config.num_layers {
|
||||
let layer_params = Self::tcn_layer_param_count(config.hidden_size as usize);
|
||||
layout.push((format!("tcn_layer_{}", i), offset, layer_params));
|
||||
offset += layer_params;
|
||||
}
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
|
||||
// Output layer
|
||||
let output_params = config.hidden_size as usize * 2 + 2;
|
||||
layout.push(("output_layer".to_string(), offset, output_params));
|
||||
|
||||
ParameterStructure {
|
||||
total_params: Self::calculate_param_count(config),
|
||||
layout,
|
||||
}
|
||||
}
|
||||
|
||||
fn gru_layer_param_count(hidden_size: usize) -> usize {
|
||||
3 * (hidden_size * hidden_size + hidden_size * hidden_size + hidden_size)
|
||||
}
|
||||
|
||||
fn tcn_layer_param_count(channels: usize) -> usize {
|
||||
3 * channels * channels + channels // kernel_size=3
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_system_a_creation() {
|
||||
let mut config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 16,
|
||||
num_layers: 2,
|
||||
dropout: 0.1,
|
||||
residual: true,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let system = SystemA::new(&config).unwrap();
|
||||
assert_eq!(system.model_name(), "SystemA");
|
||||
assert_eq!(system.output_dim(), 2);
|
||||
|
||||
// Test TCN variant
|
||||
config.model_type = "micro_tcn".to_string();
|
||||
let system_tcn = SystemA::new(&config).unwrap();
|
||||
assert_eq!(system_tcn.model_name(), "SystemA");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_forward_pass() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 8,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let system = SystemA::new(&config).unwrap();
|
||||
let input = DMatrix::from_element(4, 10, 1.0); // 4 features, 10 timesteps
|
||||
|
||||
let output = system.forward(&input).unwrap();
|
||||
assert_eq!(output.len(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_parameter_operations() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 4,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let system = SystemA::new(&config).unwrap();
|
||||
let param_count = system.parameter_count();
|
||||
assert!(param_count > 0);
|
||||
|
||||
let stats = system.parameters().parameter_stats();
|
||||
assert!(stats.mean_abs_value >= 0.0);
|
||||
}
|
||||
}
|
||||
+480
@@ -0,0 +1,480 @@
|
||||
//! System B: Temporal solver neural network implementation
|
||||
//!
|
||||
//! This module implements the novel temporal solver approach that combines
|
||||
//! neural networks with Kalman filter priors and sublinear solver gating
|
||||
//! for improved latency and mathematical verification.
|
||||
|
||||
use crate::{
|
||||
config::{ModelConfig, TemporalSolverConfig},
|
||||
error::{Result, TemporalNeuralError},
|
||||
models::{
|
||||
layers::{GruLayer, TcnLayer, DenseLayer, ActivationFunction},
|
||||
ModelTrait, ModelParams, ParameterStats,
|
||||
system_a::{SystemA, SystemAParams}, // Reuse SystemA architecture
|
||||
},
|
||||
solvers::{KalmanFilter, SolverGate, PageRankSelector},
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
/// System B: Temporal solver neural network
|
||||
///
|
||||
/// This system combines a neural network (same architecture as System A)
|
||||
/// with Kalman filter priors and sublinear solver verification.
|
||||
/// The key innovation is residual learning: the network predicts the
|
||||
/// residual between the Kalman prior and the true target.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemB {
|
||||
/// Base neural network (same as System A)
|
||||
base_network: SystemA,
|
||||
/// Kalman filter for prior predictions
|
||||
kalman_filter: KalmanFilter,
|
||||
/// Sublinear solver gate for verification
|
||||
solver_gate: SolverGate,
|
||||
/// PageRank-based active selector for training
|
||||
active_selector: Option<PageRankSelector>,
|
||||
/// Temporal solver configuration
|
||||
solver_config: TemporalSolverConfig,
|
||||
/// Whether the system is in training or inference mode
|
||||
inference_mode: bool,
|
||||
}
|
||||
|
||||
/// Prediction result from System B
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemBPrediction {
|
||||
/// Kalman filter prior prediction
|
||||
pub prior: DVector<f64>,
|
||||
/// Neural network residual prediction
|
||||
pub residual: DVector<f64>,
|
||||
/// Final combined prediction (prior + residual)
|
||||
pub prediction: DVector<f64>,
|
||||
/// Solver gate verification result
|
||||
pub gate_result: GateResult,
|
||||
/// Computation timing breakdown
|
||||
pub timing: PredictionTiming,
|
||||
}
|
||||
|
||||
/// Result from the solver gate verification
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct GateResult {
|
||||
/// Whether the gate passed (prediction is verified)
|
||||
pub passed: bool,
|
||||
/// Certificate error from sublinear solver
|
||||
pub certificate_error: f64,
|
||||
/// Computational work performed
|
||||
pub work_performed: u64,
|
||||
/// Fallback strategy used if gate failed
|
||||
pub fallback_used: Option<String>,
|
||||
}
|
||||
|
||||
/// Timing breakdown for performance analysis
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct PredictionTiming {
|
||||
/// Time spent in Kalman filter update (microseconds)
|
||||
pub kalman_us: f64,
|
||||
/// Time spent in neural network forward pass (microseconds)
|
||||
pub network_us: f64,
|
||||
/// Time spent in solver gate verification (microseconds)
|
||||
pub gate_us: f64,
|
||||
/// Total prediction time (microseconds)
|
||||
pub total_us: f64,
|
||||
}
|
||||
|
||||
impl SystemB {
|
||||
/// Create a new System B model
|
||||
pub fn new(config: &ModelConfig, solver_config: &TemporalSolverConfig) -> Result<Self> {
|
||||
// Create base network (same architecture as System A)
|
||||
let base_network = SystemA::new(config)?;
|
||||
|
||||
// Initialize Kalman filter
|
||||
let kalman_filter = KalmanFilter::new(&solver_config.prior)?;
|
||||
|
||||
// Initialize solver gate
|
||||
let solver_gate = SolverGate::new(&solver_config.solver_gate)?;
|
||||
|
||||
// Initialize active selector for training
|
||||
let active_selector = Some(PageRankSelector::new(&solver_config.active_selection)?);
|
||||
|
||||
Ok(Self {
|
||||
base_network,
|
||||
kalman_filter,
|
||||
solver_gate,
|
||||
active_selector,
|
||||
solver_config: solver_config.clone(),
|
||||
inference_mode: false,
|
||||
})
|
||||
}
|
||||
|
||||
/// Set inference mode (disables active selector)
|
||||
pub fn set_inference_mode(&mut self, inference_mode: bool) {
|
||||
self.inference_mode = inference_mode;
|
||||
if inference_mode {
|
||||
self.active_selector = None; // Save memory in inference
|
||||
}
|
||||
}
|
||||
|
||||
/// Predict with full temporal solver pipeline
|
||||
pub fn predict_with_solver(&mut self, input: &DMatrix<f64>) -> Result<SystemBPrediction> {
|
||||
let start_time = std::time::Instant::now();
|
||||
|
||||
// Step 1: Update Kalman filter and get prior
|
||||
let kalman_start = std::time::Instant::now();
|
||||
let prior = self.kalman_filter.predict(input)?;
|
||||
let kalman_time = kalman_start.elapsed().as_micros() as f64;
|
||||
|
||||
// Step 2: Neural network predicts residual
|
||||
let network_start = std::time::Instant::now();
|
||||
let residual = self.base_network.forward(input)?;
|
||||
let network_time = network_start.elapsed().as_micros() as f64;
|
||||
|
||||
// Step 3: Combine prior and residual
|
||||
let prediction = &prior + &residual;
|
||||
|
||||
// Step 4: Verify with solver gate
|
||||
let gate_start = std::time::Instant::now();
|
||||
let gate_result = self.solver_gate.verify(&prior, &residual, &prediction)?;
|
||||
let gate_time = gate_start.elapsed().as_micros() as f64;
|
||||
|
||||
let total_time = start_time.elapsed().as_micros() as f64;
|
||||
|
||||
// Apply fallback if gate failed
|
||||
let final_prediction = if gate_result.passed {
|
||||
prediction
|
||||
} else {
|
||||
self.apply_fallback(&prior, &residual, &gate_result)?
|
||||
};
|
||||
|
||||
Ok(SystemBPrediction {
|
||||
prior,
|
||||
residual,
|
||||
prediction: final_prediction,
|
||||
gate_result,
|
||||
timing: PredictionTiming {
|
||||
kalman_us: kalman_time,
|
||||
network_us: network_time,
|
||||
gate_us: gate_time,
|
||||
total_us: total_time,
|
||||
},
|
||||
})
|
||||
}
|
||||
|
||||
/// Apply fallback strategy when solver gate fails
|
||||
fn apply_fallback(
|
||||
&self,
|
||||
prior: &DVector<f64>,
|
||||
residual: &DVector<f64>,
|
||||
gate_result: &GateResult,
|
||||
) -> Result<DVector<f64>> {
|
||||
match self.solver_config.solver_gate.fallback_strategy.as_str() {
|
||||
"kalman_only" => Ok(prior.clone()),
|
||||
"hold_last" => {
|
||||
// In a real implementation, this would hold the last verified prediction
|
||||
// For now, use the prior
|
||||
Ok(prior.clone())
|
||||
}
|
||||
"disable_gate" => {
|
||||
// Use the combined prediction anyway
|
||||
Ok(prior + residual)
|
||||
}
|
||||
"weighted_blend" => {
|
||||
// Blend based on certificate error
|
||||
let cert_error = gate_result.certificate_error;
|
||||
let weight = 1.0 / (1.0 + cert_error * 10.0); // Sigmoid-like weighting
|
||||
Ok(prior * (1.0 - weight) + (prior + residual) * weight)
|
||||
}
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!(
|
||||
"Unknown fallback strategy: {}",
|
||||
self.solver_config.solver_gate.fallback_strategy
|
||||
),
|
||||
field: Some("fallback_strategy".to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Update Kalman filter state with ground truth (for training)
|
||||
pub fn update_kalman_state(&mut self, measurement: &DVector<f64>) -> Result<()> {
|
||||
self.kalman_filter.update(measurement)
|
||||
}
|
||||
|
||||
/// Get active sample selector for training
|
||||
pub fn active_selector(&mut self) -> Option<&mut PageRankSelector> {
|
||||
self.active_selector.as_mut()
|
||||
}
|
||||
|
||||
/// Reset all internal states
|
||||
pub fn reset_states(&mut self) -> Result<()> {
|
||||
self.kalman_filter.reset()?;
|
||||
self.solver_gate.reset()?;
|
||||
if let Some(ref mut selector) = self.active_selector {
|
||||
selector.reset()?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get solver statistics for monitoring
|
||||
pub fn get_solver_stats(&self) -> SolverStats {
|
||||
SolverStats {
|
||||
gate_pass_rate: self.solver_gate.get_pass_rate(),
|
||||
avg_certificate_error: self.solver_gate.get_avg_certificate_error(),
|
||||
avg_computational_work: self.solver_gate.get_avg_work(),
|
||||
kalman_prediction_error: self.kalman_filter.get_prediction_error(),
|
||||
total_predictions: self.solver_gate.get_prediction_count(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Configure solver parameters dynamically
|
||||
pub fn configure_solver(&mut self, epsilon: Option<f64>, budget: Option<u64>) -> Result<()> {
|
||||
if let Some(eps) = epsilon {
|
||||
self.solver_gate.set_epsilon(eps)?;
|
||||
}
|
||||
if let Some(b) = budget {
|
||||
self.solver_gate.set_budget(b)?;
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Statistics from the solver components
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SolverStats {
|
||||
/// Percentage of predictions that passed the gate
|
||||
pub gate_pass_rate: f64,
|
||||
/// Average certificate error across all predictions
|
||||
pub avg_certificate_error: f64,
|
||||
/// Average computational work performed
|
||||
pub avg_computational_work: f64,
|
||||
/// Kalman filter prediction error
|
||||
pub kalman_prediction_error: f64,
|
||||
/// Total number of predictions made
|
||||
pub total_predictions: u64,
|
||||
}
|
||||
|
||||
impl ModelTrait for SystemB {
|
||||
type Params = SystemAParams; // Reuse SystemA parameters
|
||||
|
||||
fn new(config: &ModelConfig) -> Result<Self> {
|
||||
// This is a simplified constructor - in practice would need full solver config
|
||||
let default_solver_config = TemporalSolverConfig::default();
|
||||
Self::new(config, &default_solver_config)
|
||||
}
|
||||
|
||||
fn forward(&self, input: &DMatrix<f64>) -> Result<DVector<f64>> {
|
||||
// For the ModelTrait interface, we provide a simplified forward pass
|
||||
// without solver verification (for compatibility)
|
||||
let prior = self.kalman_filter.predict_const(input)?;
|
||||
let residual = self.base_network.forward(input)?;
|
||||
Ok(&prior + &residual)
|
||||
}
|
||||
|
||||
fn parameters(&self) -> &Self::Params {
|
||||
self.base_network.parameters()
|
||||
}
|
||||
|
||||
fn parameters_mut(&mut self) -> &mut Self::Params {
|
||||
self.base_network.parameters_mut()
|
||||
}
|
||||
|
||||
fn load_parameters(&mut self, params: Self::Params) -> Result<()> {
|
||||
self.base_network.load_parameters(params)
|
||||
}
|
||||
|
||||
fn parameter_count(&self) -> usize {
|
||||
self.base_network.parameter_count()
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
self.base_network.memory_usage() +
|
||||
self.kalman_filter.memory_usage() +
|
||||
self.solver_gate.memory_usage() +
|
||||
self.active_selector.as_ref().map_or(0, |s| s.memory_usage())
|
||||
}
|
||||
|
||||
fn input_shape(&self) -> (usize, usize) {
|
||||
self.base_network.input_shape()
|
||||
}
|
||||
|
||||
fn output_dim(&self) -> usize {
|
||||
self.base_network.output_dim()
|
||||
}
|
||||
|
||||
fn model_name(&self) -> &'static str {
|
||||
"SystemB"
|
||||
}
|
||||
|
||||
fn config(&self) -> &ModelConfig {
|
||||
self.base_network.config()
|
||||
}
|
||||
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
self.set_inference_mode(true);
|
||||
self.base_network.prepare_for_inference()?;
|
||||
self.kalman_filter.prepare_for_inference()?;
|
||||
self.solver_gate.prepare_for_inference()?;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
self.inference_mode &&
|
||||
self.base_network.is_inference_ready() &&
|
||||
self.kalman_filter.is_inference_ready() &&
|
||||
self.solver_gate.is_inference_ready()
|
||||
}
|
||||
}
|
||||
|
||||
/// Training utilities specific to System B
|
||||
impl SystemB {
|
||||
/// Compute residual learning loss
|
||||
pub fn compute_residual_loss(
|
||||
&self,
|
||||
predictions: &[SystemBPrediction],
|
||||
targets: &[DVector<f64>],
|
||||
) -> Result<f64> {
|
||||
if predictions.len() != targets.len() {
|
||||
return Err(TemporalNeuralError::TrainingError {
|
||||
epoch: 0,
|
||||
message: "Predictions and targets length mismatch".to_string(),
|
||||
metrics: None,
|
||||
});
|
||||
}
|
||||
|
||||
let mut total_loss = 0.0;
|
||||
let mut valid_samples = 0;
|
||||
|
||||
for (pred, target) in predictions.iter().zip(targets.iter()) {
|
||||
// Residual learning: target - prior should equal residual
|
||||
let expected_residual = target - &pred.prior;
|
||||
let residual_error = &pred.residual - &expected_residual;
|
||||
|
||||
// MSE loss
|
||||
let sample_loss: f64 = residual_error.iter().map(|x| x * x).sum();
|
||||
total_loss += sample_loss;
|
||||
valid_samples += 1;
|
||||
}
|
||||
|
||||
if valid_samples == 0 {
|
||||
return Err(TemporalNeuralError::TrainingError {
|
||||
epoch: 0,
|
||||
message: "No valid samples for loss computation".to_string(),
|
||||
metrics: None,
|
||||
});
|
||||
}
|
||||
|
||||
Ok(total_loss / valid_samples as f64)
|
||||
}
|
||||
|
||||
/// Compute additional regularization terms
|
||||
pub fn compute_regularization_loss(&self, predictions: &[SystemBPrediction]) -> f64 {
|
||||
let mut reg_loss = 0.0;
|
||||
let smoothness_weight = 0.1; // From config
|
||||
|
||||
// Smoothness penalty on velocity predictions
|
||||
for pred in predictions {
|
||||
if pred.prediction.len() >= 2 {
|
||||
// Assume prediction is [x, y] - penalize large velocities
|
||||
let velocity_mag = pred.prediction[0].powi(2) + pred.prediction[1].powi(2);
|
||||
reg_loss += smoothness_weight * velocity_mag;
|
||||
}
|
||||
}
|
||||
|
||||
// Gate verification penalty
|
||||
let gate_penalty = 1.0;
|
||||
for pred in predictions {
|
||||
if !pred.gate_result.passed {
|
||||
reg_loss += gate_penalty * pred.gate_result.certificate_error;
|
||||
}
|
||||
}
|
||||
|
||||
reg_loss / predictions.len() as f64
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_system_b_creation() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 8,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let solver_config = TemporalSolverConfig::default();
|
||||
let system = SystemB::new(&config, &solver_config).unwrap();
|
||||
|
||||
assert_eq!(system.model_name(), "SystemB");
|
||||
assert_eq!(system.output_dim(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_inference_mode() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 4,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let solver_config = TemporalSolverConfig::default();
|
||||
let mut system = SystemB::new(&config, &solver_config).unwrap();
|
||||
|
||||
assert!(!system.inference_mode);
|
||||
assert!(system.active_selector.is_some());
|
||||
|
||||
system.set_inference_mode(true);
|
||||
assert!(system.inference_mode);
|
||||
assert!(system.active_selector.is_none());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_forward_pass() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 4,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let solver_config = TemporalSolverConfig::default();
|
||||
let system = SystemB::new(&config, &solver_config).unwrap();
|
||||
|
||||
let input = DMatrix::from_element(4, 10, 1.0);
|
||||
let output = system.forward(&input).unwrap();
|
||||
|
||||
assert_eq!(output.len(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_solver_stats() {
|
||||
let config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 4,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let solver_config = TemporalSolverConfig::default();
|
||||
let system = SystemB::new(&config, &solver_config).unwrap();
|
||||
|
||||
let stats = system.get_solver_stats();
|
||||
assert!(stats.gate_pass_rate >= 0.0 && stats.gate_pass_rate <= 1.0);
|
||||
assert!(stats.avg_certificate_error >= 0.0);
|
||||
}
|
||||
}
|
||||
+463
@@ -0,0 +1,463 @@
|
||||
//! Kalman filter implementation for temporal prior predictions
|
||||
//!
|
||||
//! This module provides a Kalman filter implementation optimized for
|
||||
//! providing high-quality prior predictions for the temporal neural network.
|
||||
|
||||
use crate::{
|
||||
config::KalmanConfig,
|
||||
error::{Result, TemporalNeuralError},
|
||||
solvers::InferenceReadyTrait,
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector, Matrix2, Vector2};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
/// Kalman filter for providing temporal priors
|
||||
///
|
||||
/// This filter tracks position and velocity for 2D trajectory prediction,
|
||||
/// providing physics-based priors that the neural network can refine.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct KalmanFilter {
|
||||
/// Configuration
|
||||
config: KalmanConfig,
|
||||
/// Current state estimate [x, y, vx, vy]
|
||||
state: DVector<f64>,
|
||||
/// State covariance matrix
|
||||
covariance: DMatrix<f64>,
|
||||
/// State transition matrix
|
||||
transition_matrix: DMatrix<f64>,
|
||||
/// Process noise covariance
|
||||
process_noise: DMatrix<f64>,
|
||||
/// Measurement noise covariance
|
||||
measurement_noise: DMatrix<f64>,
|
||||
/// Measurement matrix (maps state to observations)
|
||||
measurement_matrix: DMatrix<f64>,
|
||||
/// Whether filter is initialized
|
||||
initialized: bool,
|
||||
/// Last prediction for error tracking
|
||||
last_prediction: Option<DVector<f64>>,
|
||||
/// Prediction error history
|
||||
prediction_errors: Vec<f64>,
|
||||
/// Time of last update
|
||||
last_update_time: Option<std::time::Instant>,
|
||||
/// Ready for inference flag
|
||||
inference_ready: bool,
|
||||
}
|
||||
|
||||
impl KalmanFilter {
|
||||
/// Create a new Kalman filter
|
||||
pub fn new(config: &KalmanConfig) -> Result<Self> {
|
||||
let state_dim = 4; // [x, y, vx, vy]
|
||||
let obs_dim = 2; // [x, y]
|
||||
|
||||
let state = DVector::zeros(state_dim);
|
||||
let covariance = DMatrix::identity(state_dim, state_dim) * config.initial_uncertainty;
|
||||
|
||||
// Create state transition matrix based on model type
|
||||
let transition_matrix = match config.transition_model.as_str() {
|
||||
"constant_velocity" => Self::create_constant_velocity_matrix(1.0 / config.update_frequency),
|
||||
"constant_acceleration" => Self::create_constant_acceleration_matrix(1.0 / config.update_frequency),
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!("Unknown transition model: {}", config.transition_model),
|
||||
field: Some("transition_model".to_string()),
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
// Process noise (uncertainty in dynamics)
|
||||
let dt = 1.0 / config.update_frequency;
|
||||
let process_noise = Self::create_process_noise_matrix(config.process_noise, dt);
|
||||
|
||||
// Measurement noise
|
||||
let measurement_noise = DMatrix::identity(obs_dim, obs_dim) * config.measurement_noise;
|
||||
|
||||
// Measurement matrix (observe position only)
|
||||
let measurement_matrix = DMatrix::from_row_slice(obs_dim, state_dim, &[
|
||||
1.0, 0.0, 0.0, 0.0, // x
|
||||
0.0, 1.0, 0.0, 0.0, // y
|
||||
]);
|
||||
|
||||
Ok(Self {
|
||||
config: config.clone(),
|
||||
state,
|
||||
covariance,
|
||||
transition_matrix,
|
||||
process_noise,
|
||||
measurement_noise,
|
||||
measurement_matrix,
|
||||
initialized: false,
|
||||
last_prediction: None,
|
||||
prediction_errors: Vec::new(),
|
||||
last_update_time: None,
|
||||
inference_ready: false,
|
||||
})
|
||||
}
|
||||
|
||||
/// Create constant velocity transition matrix
|
||||
fn create_constant_velocity_matrix(dt: f64) -> DMatrix<f64> {
|
||||
DMatrix::from_row_slice(4, 4, &[
|
||||
1.0, 0.0, dt, 0.0, // x = x + vx*dt
|
||||
0.0, 1.0, 0.0, dt, // y = y + vy*dt
|
||||
0.0, 0.0, 1.0, 0.0, // vx = vx
|
||||
0.0, 0.0, 0.0, 1.0, // vy = vy
|
||||
])
|
||||
}
|
||||
|
||||
/// Create constant acceleration transition matrix
|
||||
fn create_constant_acceleration_matrix(dt: f64) -> DMatrix<f64> {
|
||||
let dt2 = dt * dt / 2.0;
|
||||
DMatrix::from_row_slice(4, 4, &[
|
||||
1.0, 0.0, dt, 0.0, // x = x + vx*dt
|
||||
0.0, 1.0, 0.0, dt, // y = y + vy*dt
|
||||
0.0, 0.0, 0.9, 0.0, // vx = 0.9*vx (decay)
|
||||
0.0, 0.0, 0.0, 0.9, // vy = 0.9*vy (decay)
|
||||
])
|
||||
}
|
||||
|
||||
/// Create process noise covariance matrix
|
||||
fn create_process_noise_matrix(noise_level: f64, dt: f64) -> DMatrix<f64> {
|
||||
let dt2 = dt * dt;
|
||||
let dt3 = dt * dt2 / 2.0;
|
||||
let dt4 = dt2 * dt2 / 4.0;
|
||||
|
||||
// Q matrix for constant velocity model
|
||||
DMatrix::from_row_slice(4, 4, &[
|
||||
dt4, 0.0, dt3, 0.0, // x variance and x-vx covariance
|
||||
0.0, dt4, 0.0, dt3, // y variance and y-vy covariance
|
||||
dt3, 0.0, dt2, 0.0, // vx-x covariance and vx variance
|
||||
0.0, dt3, 0.0, dt2, // vy-y covariance and vy variance
|
||||
]) * noise_level
|
||||
}
|
||||
|
||||
/// Predict next state (time update)
|
||||
pub fn predict(&self, _input: &DMatrix<f64>) -> Result<DVector<f64>> {
|
||||
if !self.initialized {
|
||||
// Return zero prediction if not initialized
|
||||
return Ok(DVector::zeros(2));
|
||||
}
|
||||
|
||||
// Predict state: x_k|k-1 = F * x_k-1|k-1
|
||||
let predicted_state = &self.transition_matrix * &self.state;
|
||||
|
||||
// Extract position prediction [x, y]
|
||||
Ok(DVector::from_vec(vec![predicted_state[0], predicted_state[1]]))
|
||||
}
|
||||
|
||||
/// Const version of predict for immutable contexts
|
||||
pub fn predict_const(&self, _input: &DMatrix<f64>) -> Result<DVector<f64>> {
|
||||
self.predict(_input)
|
||||
}
|
||||
|
||||
/// Update filter with measurement (measurement update)
|
||||
pub fn update(&mut self, measurement: &DVector<f64>) -> Result<()> {
|
||||
if measurement.len() != 2 {
|
||||
return Err(TemporalNeuralError::KalmanError {
|
||||
message: format!("Expected 2D measurement, got {}", measurement.len()),
|
||||
state_dimension: Some(self.state.len()),
|
||||
});
|
||||
}
|
||||
|
||||
if !self.initialized {
|
||||
// Initialize state with first measurement
|
||||
self.state[0] = measurement[0]; // x
|
||||
self.state[1] = measurement[1]; // y
|
||||
self.state[2] = 0.0; // vx = 0
|
||||
self.state[3] = 0.0; // vy = 0
|
||||
self.initialized = true;
|
||||
self.last_update_time = Some(std::time::Instant::now());
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
// Time update (predict)
|
||||
let predicted_state = &self.transition_matrix * &self.state;
|
||||
let predicted_covariance = &self.transition_matrix * &self.covariance * self.transition_matrix.transpose() + &self.process_noise;
|
||||
|
||||
// Measurement update (correct)
|
||||
let innovation = measurement - &self.measurement_matrix * &predicted_state;
|
||||
let innovation_covariance = &self.measurement_matrix * &predicted_covariance * self.measurement_matrix.transpose() + &self.measurement_noise;
|
||||
|
||||
// Kalman gain
|
||||
let kalman_gain = &predicted_covariance * self.measurement_matrix.transpose() * innovation_covariance.try_inverse().ok_or_else(|| {
|
||||
TemporalNeuralError::KalmanError {
|
||||
message: "Innovation covariance matrix is not invertible".to_string(),
|
||||
state_dimension: Some(self.state.len()),
|
||||
}
|
||||
})?;
|
||||
|
||||
// Update state and covariance
|
||||
self.state = predicted_state + &kalman_gain * innovation;
|
||||
let identity = DMatrix::identity(self.state.len(), self.state.len());
|
||||
self.covariance = (identity - &kalman_gain * &self.measurement_matrix) * predicted_covariance;
|
||||
|
||||
// Track prediction error if we had a previous prediction
|
||||
if let Some(ref last_pred) = self.last_prediction {
|
||||
let error = (measurement - last_pred).norm();
|
||||
self.prediction_errors.push(error);
|
||||
|
||||
// Keep only recent errors (for memory efficiency)
|
||||
if self.prediction_errors.len() > 1000 {
|
||||
self.prediction_errors.remove(0);
|
||||
}
|
||||
}
|
||||
|
||||
self.last_prediction = Some(measurement.clone());
|
||||
self.last_update_time = Some(std::time::Instant::now());
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get current state estimate
|
||||
pub fn get_state(&self) -> &DVector<f64> {
|
||||
&self.state
|
||||
}
|
||||
|
||||
/// Get current covariance estimate
|
||||
pub fn get_covariance(&self) -> &DMatrix<f64> {
|
||||
&self.covariance
|
||||
}
|
||||
|
||||
/// Get prediction uncertainty (position covariance)
|
||||
pub fn get_prediction_uncertainty(&self) -> Matrix2<f64> {
|
||||
if !self.initialized {
|
||||
return Matrix2::identity() * 1000.0; // High uncertainty
|
||||
}
|
||||
|
||||
// Extract position covariance [x, y]
|
||||
Matrix2::new(
|
||||
self.covariance[(0, 0)], self.covariance[(0, 1)],
|
||||
self.covariance[(1, 0)], self.covariance[(1, 1)],
|
||||
)
|
||||
}
|
||||
|
||||
/// Get average prediction error
|
||||
pub fn get_prediction_error(&self) -> f64 {
|
||||
if self.prediction_errors.is_empty() {
|
||||
0.0
|
||||
} else {
|
||||
self.prediction_errors.iter().sum::<f64>() / self.prediction_errors.len() as f64
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if filter is well-conditioned
|
||||
pub fn is_well_conditioned(&self) -> bool {
|
||||
if !self.initialized {
|
||||
return false;
|
||||
}
|
||||
|
||||
// Check covariance matrix condition
|
||||
let max_eigenvalue = self.covariance.diagonal().max();
|
||||
let min_eigenvalue = self.covariance.diagonal().min();
|
||||
|
||||
if min_eigenvalue <= 0.0 {
|
||||
return false;
|
||||
}
|
||||
|
||||
let condition_number = max_eigenvalue / min_eigenvalue;
|
||||
condition_number < 1e6 // Reasonable condition number
|
||||
}
|
||||
|
||||
/// Predict at specific time horizon
|
||||
pub fn predict_at_horizon(&self, horizon_seconds: f64) -> Result<Vector2<f64>> {
|
||||
if !self.initialized {
|
||||
return Ok(Vector2::zeros());
|
||||
}
|
||||
|
||||
// Create transition matrix for the specific horizon
|
||||
let transition = match self.config.transition_model.as_str() {
|
||||
"constant_velocity" => Self::create_constant_velocity_matrix(horizon_seconds),
|
||||
"constant_acceleration" => Self::create_constant_acceleration_matrix(horizon_seconds),
|
||||
_ => self.transition_matrix.clone(),
|
||||
};
|
||||
|
||||
// Predict state at horizon
|
||||
let predicted_state = &transition * &self.state;
|
||||
|
||||
Ok(Vector2::new(predicted_state[0], predicted_state[1]))
|
||||
}
|
||||
|
||||
/// Adaptive tuning based on recent performance
|
||||
pub fn adapt_parameters(&mut self) -> Result<()> {
|
||||
if self.prediction_errors.len() < 10 {
|
||||
return Ok(()); // Need enough data
|
||||
}
|
||||
|
||||
let recent_errors: Vec<f64> = self.prediction_errors
|
||||
.iter()
|
||||
.rev()
|
||||
.take(10)
|
||||
.cloned()
|
||||
.collect();
|
||||
|
||||
let avg_error = recent_errors.iter().sum::<f64>() / recent_errors.len() as f64;
|
||||
|
||||
// Adapt process noise based on error
|
||||
if avg_error > 0.1 {
|
||||
// High error - increase process noise
|
||||
self.process_noise *= 1.1;
|
||||
} else if avg_error < 0.01 {
|
||||
// Low error - decrease process noise
|
||||
self.process_noise *= 0.95;
|
||||
}
|
||||
|
||||
// Clamp process noise to reasonable bounds
|
||||
let min_noise = 1e-6;
|
||||
let max_noise = 1.0;
|
||||
for element in self.process_noise.iter_mut() {
|
||||
*element = element.clamp(min_noise, max_noise);
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl InferenceReadyTrait for KalmanFilter {
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
// Ensure filter is in a good state for inference
|
||||
if !self.initialized {
|
||||
return Err(TemporalNeuralError::KalmanError {
|
||||
message: "Kalman filter not initialized".to_string(),
|
||||
state_dimension: Some(self.state.len()),
|
||||
});
|
||||
}
|
||||
|
||||
if !self.is_well_conditioned() {
|
||||
return Err(TemporalNeuralError::KalmanError {
|
||||
message: "Kalman filter is poorly conditioned".to_string(),
|
||||
state_dimension: Some(self.state.len()),
|
||||
});
|
||||
}
|
||||
|
||||
// Clear prediction error history to save memory
|
||||
self.prediction_errors.clear();
|
||||
self.inference_ready = true;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
self.inference_ready && self.initialized && self.is_well_conditioned()
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
std::mem::size_of::<Self>() +
|
||||
self.state.len() * std::mem::size_of::<f64>() +
|
||||
self.covariance.len() * std::mem::size_of::<f64>() +
|
||||
self.transition_matrix.len() * std::mem::size_of::<f64>() +
|
||||
self.process_noise.len() * std::mem::size_of::<f64>() +
|
||||
self.measurement_noise.len() * std::mem::size_of::<f64>() +
|
||||
self.measurement_matrix.len() * std::mem::size_of::<f64>() +
|
||||
self.prediction_errors.len() * std::mem::size_of::<f64>()
|
||||
}
|
||||
|
||||
fn reset(&mut self) -> Result<()> {
|
||||
self.state.fill(0.0);
|
||||
self.covariance = DMatrix::identity(self.state.len(), self.state.len()) * self.config.initial_uncertainty;
|
||||
self.initialized = false;
|
||||
self.last_prediction = None;
|
||||
self.prediction_errors.clear();
|
||||
self.last_update_time = None;
|
||||
self.inference_ready = false;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
fn create_test_config() -> KalmanConfig {
|
||||
KalmanConfig {
|
||||
process_noise: 0.01,
|
||||
measurement_noise: 0.1,
|
||||
initial_uncertainty: 1.0,
|
||||
transition_model: "constant_velocity".to_string(),
|
||||
update_frequency: 100.0,
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_kalman_creation() {
|
||||
let config = create_test_config();
|
||||
let filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
assert!(!filter.initialized);
|
||||
assert_eq!(filter.state.len(), 4);
|
||||
assert_eq!(filter.covariance.shape(), (4, 4));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_kalman_initialization() {
|
||||
let config = create_test_config();
|
||||
let mut filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
let measurement = DVector::from_vec(vec![1.0, 2.0]);
|
||||
filter.update(&measurement).unwrap();
|
||||
|
||||
assert!(filter.initialized);
|
||||
assert_eq!(filter.state[0], 1.0);
|
||||
assert_eq!(filter.state[1], 2.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_prediction_tracking() {
|
||||
let config = create_test_config();
|
||||
let mut filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
// Initialize
|
||||
let measurement1 = DVector::from_vec(vec![0.0, 0.0]);
|
||||
filter.update(&measurement1).unwrap();
|
||||
|
||||
// Update with moving trajectory
|
||||
let measurement2 = DVector::from_vec(vec![1.0, 1.0]);
|
||||
filter.update(&measurement2).unwrap();
|
||||
|
||||
// Predict should show movement
|
||||
let input = DMatrix::zeros(4, 10); // Dummy input
|
||||
let prediction = filter.predict(&input).unwrap();
|
||||
|
||||
assert!(prediction[0] > 0.5); // Should predict continued movement
|
||||
assert!(prediction[1] > 0.5);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_horizon_prediction() {
|
||||
let config = create_test_config();
|
||||
let mut filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
// Initialize with trajectory
|
||||
filter.update(&DVector::from_vec(vec![0.0, 0.0])).unwrap();
|
||||
filter.update(&DVector::from_vec(vec![1.0, 0.0])).unwrap(); // Moving right
|
||||
|
||||
let horizon_pred = filter.predict_at_horizon(0.5).unwrap(); // 0.5 seconds
|
||||
|
||||
assert!(horizon_pred[0] > 1.0); // Should be further right
|
||||
assert!(horizon_pred[1].abs() < 0.1); // Should stay near y=0
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_condition_checking() {
|
||||
let config = create_test_config();
|
||||
let mut filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
assert!(!filter.is_well_conditioned()); // Not initialized
|
||||
|
||||
filter.update(&DVector::from_vec(vec![0.0, 0.0])).unwrap();
|
||||
assert!(filter.is_well_conditioned()); // Should be well-conditioned after init
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_inference_preparation() {
|
||||
let config = create_test_config();
|
||||
let mut filter = KalmanFilter::new(&config).unwrap();
|
||||
|
||||
// Should fail before initialization
|
||||
assert!(filter.prepare_for_inference().is_err());
|
||||
|
||||
// Initialize
|
||||
filter.update(&DVector::from_vec(vec![0.0, 0.0])).unwrap();
|
||||
|
||||
// Should succeed after initialization
|
||||
assert!(filter.prepare_for_inference().is_ok());
|
||||
assert!(filter.is_inference_ready());
|
||||
}
|
||||
}
|
||||
+341
@@ -0,0 +1,341 @@
|
||||
//! Sublinear solver integration and supporting components
|
||||
//!
|
||||
//! This module provides the key innovation of the temporal neural network:
|
||||
//! integration with sublinear-time mathematical solvers for prediction
|
||||
//! verification and Kalman filter priors.
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
pub mod kalman;
|
||||
// pub mod solver_gate; // Temporarily disabled
|
||||
pub mod solver_gate_simple;
|
||||
pub mod pagerank_selector;
|
||||
|
||||
pub use kalman::KalmanFilter;
|
||||
// pub use solver_gate::SolverGate;
|
||||
pub use solver_gate_simple::{SolverGate, SolverGateConfig, GateResult, SolverGateStats};
|
||||
pub use pagerank_selector::PageRankSelector;
|
||||
|
||||
/// Trait for components that can be prepared for inference
|
||||
pub trait InferenceReadyTrait {
|
||||
/// Prepare the component for inference mode
|
||||
fn prepare_for_inference(&mut self) -> Result<()>;
|
||||
|
||||
/// Check if the component is ready for inference
|
||||
fn is_inference_ready(&self) -> bool;
|
||||
|
||||
/// Get memory usage in bytes
|
||||
fn memory_usage(&self) -> usize;
|
||||
|
||||
/// Reset component state
|
||||
fn reset(&mut self) -> Result<()>;
|
||||
}
|
||||
|
||||
/// Common mathematical utilities used by solver components
|
||||
pub mod math_utils {
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
|
||||
/// Compute Jacobian matrix numerically using finite differences
|
||||
pub fn compute_jacobian<F>(
|
||||
f: F,
|
||||
x: &DVector<f64>,
|
||||
h: f64,
|
||||
) -> nalgebra::DMatrix<f64>
|
||||
where
|
||||
F: Fn(&DVector<f64>) -> DVector<f64>,
|
||||
{
|
||||
let n = x.len();
|
||||
let fx = f(x);
|
||||
let m = fx.len();
|
||||
let mut jacobian = DMatrix::zeros(m, n);
|
||||
|
||||
for j in 0..n {
|
||||
let mut x_plus = x.clone();
|
||||
x_plus[j] += h;
|
||||
let fx_plus = f(&x_plus);
|
||||
|
||||
for i in 0..m {
|
||||
jacobian[(i, j)] = (fx_plus[i] - fx[i]) / h;
|
||||
}
|
||||
}
|
||||
|
||||
jacobian
|
||||
}
|
||||
|
||||
/// Compute matrix condition number estimate
|
||||
pub fn condition_number_estimate(matrix: &DMatrix<f64>) -> f64 {
|
||||
// Simple estimate using ratio of max to min singular values
|
||||
// In practice, use proper SVD
|
||||
let max_elem = matrix.iter().map(|x| x.abs()).fold(0.0, f64::max);
|
||||
let min_elem = matrix.iter()
|
||||
.filter(|&&x| x.abs() > 1e-12)
|
||||
.map(|x| x.abs())
|
||||
.fold(f64::INFINITY, f64::min);
|
||||
|
||||
if min_elem.is_infinite() || min_elem == 0.0 {
|
||||
f64::INFINITY
|
||||
} else {
|
||||
max_elem / min_elem
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if matrix is diagonally dominant
|
||||
pub fn is_diagonally_dominant(matrix: &DMatrix<f64>) -> bool {
|
||||
let (rows, cols) = matrix.shape();
|
||||
if rows != cols {
|
||||
return false;
|
||||
}
|
||||
|
||||
for i in 0..rows {
|
||||
let diagonal_elem = matrix[(i, i)].abs();
|
||||
let off_diagonal_sum: f64 = (0..cols)
|
||||
.filter(|&j| j != i)
|
||||
.map(|j| matrix[(i, j)].abs())
|
||||
.sum();
|
||||
|
||||
if diagonal_elem <= off_diagonal_sum {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
true
|
||||
}
|
||||
|
||||
/// Create a simple test matrix that is diagonally dominant
|
||||
pub fn create_test_dd_matrix(size: usize) -> DMatrix<f64> {
|
||||
let mut matrix = DMatrix::zeros(size, size);
|
||||
|
||||
for i in 0..size {
|
||||
// Set diagonal elements to be larger than sum of off-diagonal
|
||||
let mut off_diag_sum = 0.0;
|
||||
for j in 0..size {
|
||||
if i != j {
|
||||
let val = (i + j + 1) as f64 * 0.1;
|
||||
matrix[(i, j)] = val;
|
||||
off_diag_sum += val.abs();
|
||||
}
|
||||
}
|
||||
matrix[(i, i)] = off_diag_sum * 1.5 + 1.0; // Ensure diagonal dominance
|
||||
}
|
||||
|
||||
matrix
|
||||
}
|
||||
|
||||
/// Spectral radius estimation using power iteration
|
||||
pub fn spectral_radius_estimate(matrix: &DMatrix<f64>, max_iterations: usize) -> f64 {
|
||||
let n = matrix.nrows();
|
||||
if n != matrix.ncols() {
|
||||
return f64::NAN;
|
||||
}
|
||||
|
||||
let mut v = DVector::from_vec((0..n).map(|_| rand::random::<f64>()).collect());
|
||||
v /= v.norm();
|
||||
|
||||
let mut lambda = 0.0;
|
||||
|
||||
for _ in 0..max_iterations {
|
||||
let new_v = matrix * &v;
|
||||
lambda = v.dot(&new_v);
|
||||
v = new_v;
|
||||
if v.norm() > 1e-10 {
|
||||
v /= v.norm();
|
||||
} else {
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
lambda.abs()
|
||||
}
|
||||
}
|
||||
|
||||
/// Certificate information from solver verification
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Certificate {
|
||||
/// Estimated error bound
|
||||
pub error_bound: f64,
|
||||
/// Confidence level (0.0 to 1.0)
|
||||
pub confidence: f64,
|
||||
/// Computational work performed
|
||||
pub work_performed: u64,
|
||||
/// Solver algorithm used
|
||||
pub algorithm: String,
|
||||
/// Whether the certificate is valid
|
||||
pub is_valid: bool,
|
||||
/// Additional metadata
|
||||
pub metadata: CertificateMetadata,
|
||||
}
|
||||
|
||||
/// Additional metadata for certificates
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct CertificateMetadata {
|
||||
/// Matrix condition number
|
||||
pub condition_number: Option<f64>,
|
||||
/// Whether matrix was diagonally dominant
|
||||
pub diagonally_dominant: bool,
|
||||
/// Convergence iterations performed
|
||||
pub iterations: u32,
|
||||
/// Final residual norm
|
||||
pub residual_norm: f64,
|
||||
/// Computation time in microseconds
|
||||
pub computation_time_us: f64,
|
||||
}
|
||||
|
||||
impl Certificate {
|
||||
/// Create a new certificate
|
||||
pub fn new(
|
||||
error_bound: f64,
|
||||
confidence: f64,
|
||||
work_performed: u64,
|
||||
algorithm: String,
|
||||
) -> Self {
|
||||
Self {
|
||||
error_bound,
|
||||
confidence,
|
||||
work_performed,
|
||||
algorithm,
|
||||
is_valid: error_bound >= 0.0 && confidence >= 0.0 && confidence <= 1.0,
|
||||
metadata: CertificateMetadata {
|
||||
condition_number: None,
|
||||
diagonally_dominant: false,
|
||||
iterations: 0,
|
||||
residual_norm: 0.0,
|
||||
computation_time_us: 0.0,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if certificate passes given tolerance
|
||||
pub fn passes_tolerance(&self, tolerance: f64) -> bool {
|
||||
self.is_valid && self.error_bound <= tolerance
|
||||
}
|
||||
|
||||
/// Get quality score (0.0 to 1.0, higher is better)
|
||||
pub fn quality_score(&self) -> f64 {
|
||||
if !self.is_valid {
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
// Combine error bound (lower is better) and confidence (higher is better)
|
||||
let error_score = 1.0 / (1.0 + self.error_bound);
|
||||
let confidence_score = self.confidence;
|
||||
|
||||
(error_score + confidence_score) / 2.0
|
||||
}
|
||||
}
|
||||
|
||||
/// Factory for creating solver components
|
||||
pub struct SolverFactory;
|
||||
|
||||
impl SolverFactory {
|
||||
/// Create a Kalman filter with the given configuration
|
||||
pub fn create_kalman_filter(config: &crate::config::KalmanConfig) -> Result<KalmanFilter> {
|
||||
KalmanFilter::new(config)
|
||||
}
|
||||
|
||||
/// Create a solver gate with the given configuration
|
||||
pub fn create_solver_gate(config: &SolverGateConfig) -> Result<SolverGate> {
|
||||
SolverGate::new(config)
|
||||
}
|
||||
|
||||
/// Create a PageRank selector with the given configuration
|
||||
pub fn create_pagerank_selector(
|
||||
config: &crate::config::ActiveSelectionConfig,
|
||||
) -> Result<PageRankSelector> {
|
||||
PageRankSelector::new(config)
|
||||
}
|
||||
}
|
||||
|
||||
/// Performance monitoring for solver components
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SolverPerformanceMetrics {
|
||||
/// Average prediction latency in microseconds
|
||||
pub avg_latency_us: f64,
|
||||
/// P50 latency in microseconds
|
||||
pub p50_latency_us: f64,
|
||||
/// P99 latency in microseconds
|
||||
pub p99_latency_us: f64,
|
||||
/// P99.9 latency in microseconds
|
||||
pub p99_9_latency_us: f64,
|
||||
/// Success rate (0.0 to 1.0)
|
||||
pub success_rate: f64,
|
||||
/// Memory usage in bytes
|
||||
pub memory_usage_bytes: usize,
|
||||
/// Total predictions made
|
||||
pub total_predictions: u64,
|
||||
/// Average certificate error
|
||||
pub avg_certificate_error: f64,
|
||||
/// Gate pass rate
|
||||
pub gate_pass_rate: f64,
|
||||
}
|
||||
|
||||
impl Default for SolverPerformanceMetrics {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
avg_latency_us: 0.0,
|
||||
p50_latency_us: 0.0,
|
||||
p99_latency_us: 0.0,
|
||||
p99_9_latency_us: 0.0,
|
||||
success_rate: 1.0,
|
||||
memory_usage_bytes: 0,
|
||||
total_predictions: 0,
|
||||
avg_certificate_error: 0.0,
|
||||
gate_pass_rate: 1.0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use super::math_utils::*;
|
||||
|
||||
#[test]
|
||||
fn test_diagonal_dominance() {
|
||||
let dd_matrix = create_test_dd_matrix(3);
|
||||
assert!(is_diagonally_dominant(&dd_matrix));
|
||||
|
||||
// Test non-diagonally dominant matrix
|
||||
let non_dd = DMatrix::from_row_slice(2, 2, &[1.0, 2.0, 3.0, 1.0]);
|
||||
assert!(!is_diagonally_dominant(&non_dd));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_certificate_validation() {
|
||||
let cert = Certificate::new(0.01, 0.95, 1000, "neumann".to_string());
|
||||
assert!(cert.is_valid);
|
||||
assert!(cert.passes_tolerance(0.02));
|
||||
assert!(!cert.passes_tolerance(0.005));
|
||||
|
||||
let quality = cert.quality_score();
|
||||
assert!(quality > 0.0 && quality <= 1.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_condition_number() {
|
||||
let well_conditioned = DMatrix::identity(3, 3);
|
||||
let cond = condition_number_estimate(&well_conditioned);
|
||||
assert!(cond < 2.0); // Should be close to 1.0
|
||||
|
||||
let ill_conditioned = DMatrix::from_row_slice(2, 2, &[1.0, 1.0, 1.0, 1.0001]);
|
||||
let cond_ill = condition_number_estimate(&ill_conditioned);
|
||||
assert!(cond_ill > 1000.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_jacobian_computation() {
|
||||
// Test with simple linear function f(x) = Ax
|
||||
let a = DMatrix::from_row_slice(2, 2, &[2.0, 1.0, 0.5, 3.0]);
|
||||
let f = |x: &DVector<f64>| &a * x;
|
||||
|
||||
let x = DVector::from_vec(vec![1.0, 2.0]);
|
||||
let jac = compute_jacobian(f, &x, 1e-6);
|
||||
|
||||
// Jacobian should be approximately equal to A
|
||||
assert!((jac[(0, 0)] - 2.0).abs() < 1e-4);
|
||||
assert!((jac[(0, 1)] - 1.0).abs() < 1e-4);
|
||||
assert!((jac[(1, 0)] - 0.5).abs() < 1e-4);
|
||||
assert!((jac[(1, 1)] - 3.0).abs() < 1e-4);
|
||||
}
|
||||
}
|
||||
Vendored
+645
@@ -0,0 +1,645 @@
|
||||
//! PageRank-based active sample selection for training
|
||||
//!
|
||||
//! This module implements the PageRank-based active learning strategy
|
||||
//! that selects the most valuable training samples for the neural network.
|
||||
|
||||
use crate::{
|
||||
config::ActiveSelectionConfig,
|
||||
error::{Result, TemporalNeuralError},
|
||||
solvers::InferenceReadyTrait,
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::collections::{HashMap, HashSet};
|
||||
|
||||
/// PageRank-based active sample selector
|
||||
///
|
||||
/// Uses k-NN graphs and PageRank scoring to identify the most valuable
|
||||
/// training samples, focusing on regions where the model is uncertain
|
||||
/// or making large errors.
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct PageRankSelector {
|
||||
/// Configuration
|
||||
config: ActiveSelectionConfig,
|
||||
/// k-NN graph adjacency matrix
|
||||
graph: Option<DMatrix<f64>>,
|
||||
/// Sample embeddings (features from last layer)
|
||||
embeddings: Vec<DVector<f64>>,
|
||||
/// Sample errors for scoring
|
||||
sample_errors: Vec<f64>,
|
||||
/// Sample importance scores
|
||||
importance_scores: Vec<f64>,
|
||||
/// Selected sample indices
|
||||
selected_indices: HashSet<usize>,
|
||||
/// PageRank scores
|
||||
pagerank_scores: Vec<f64>,
|
||||
/// Statistics
|
||||
stats: SelectorStatistics,
|
||||
/// Ready for inference flag
|
||||
inference_ready: bool,
|
||||
}
|
||||
|
||||
/// Statistics tracked by the selector
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SelectorStatistics {
|
||||
/// Total number of samples processed
|
||||
pub total_samples: usize,
|
||||
/// Number of selections made
|
||||
pub selections_made: usize,
|
||||
/// Average error of selected samples
|
||||
pub avg_selected_error: f64,
|
||||
/// Average error of non-selected samples
|
||||
pub avg_nonselected_error: f64,
|
||||
/// Graph construction time in milliseconds
|
||||
pub graph_construction_time_ms: f64,
|
||||
/// PageRank computation time in milliseconds
|
||||
pub pagerank_computation_time_ms: f64,
|
||||
/// Selection time in milliseconds
|
||||
pub selection_time_ms: f64,
|
||||
}
|
||||
|
||||
impl PageRankSelector {
|
||||
/// Create a new PageRank selector
|
||||
pub fn new(config: &ActiveSelectionConfig) -> Result<Self> {
|
||||
Ok(Self {
|
||||
config: config.clone(),
|
||||
graph: None,
|
||||
embeddings: Vec::new(),
|
||||
sample_errors: Vec::new(),
|
||||
importance_scores: Vec::new(),
|
||||
selected_indices: HashSet::new(),
|
||||
pagerank_scores: Vec::new(),
|
||||
stats: SelectorStatistics {
|
||||
total_samples: 0,
|
||||
selections_made: 0,
|
||||
avg_selected_error: 0.0,
|
||||
avg_nonselected_error: 0.0,
|
||||
graph_construction_time_ms: 0.0,
|
||||
pagerank_computation_time_ms: 0.0,
|
||||
selection_time_ms: 0.0,
|
||||
},
|
||||
inference_ready: false,
|
||||
})
|
||||
}
|
||||
|
||||
/// Add samples with their embeddings and errors
|
||||
pub fn add_samples(
|
||||
&mut self,
|
||||
embeddings: &[DVector<f64>],
|
||||
errors: &[f64],
|
||||
) -> Result<()> {
|
||||
if embeddings.len() != errors.len() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "Embeddings and errors length mismatch".to_string(),
|
||||
context: Some(format!("embeddings: {}, errors: {}", embeddings.len(), errors.len())),
|
||||
});
|
||||
}
|
||||
|
||||
// Add to internal storage
|
||||
self.embeddings.extend_from_slice(embeddings);
|
||||
self.sample_errors.extend_from_slice(errors);
|
||||
self.stats.total_samples = self.embeddings.len();
|
||||
|
||||
// Invalidate graph since we have new samples
|
||||
self.graph = None;
|
||||
self.pagerank_scores.clear();
|
||||
self.importance_scores.clear();
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Build k-NN graph from current embeddings
|
||||
pub fn build_graph(&mut self) -> Result<()> {
|
||||
if self.embeddings.is_empty() {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "No embeddings available for graph construction".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
let start_time = std::time::Instant::now();
|
||||
let n = self.embeddings.len();
|
||||
let k = self.config.k as usize;
|
||||
|
||||
// Initialize adjacency matrix
|
||||
let mut adjacency = DMatrix::zeros(n, n);
|
||||
|
||||
// Build k-NN graph
|
||||
for i in 0..n {
|
||||
// Compute distances to all other samples
|
||||
let mut distances: Vec<(usize, f64)> = (0..n)
|
||||
.filter(|&j| j != i)
|
||||
.map(|j| {
|
||||
let dist = self.compute_distance(&self.embeddings[i], &self.embeddings[j]);
|
||||
(j, dist)
|
||||
})
|
||||
.collect();
|
||||
|
||||
// Sort by distance and take k nearest neighbors
|
||||
distances.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap());
|
||||
let neighbors: Vec<usize> = distances
|
||||
.into_iter()
|
||||
.take(k)
|
||||
.map(|(idx, _)| idx)
|
||||
.collect();
|
||||
|
||||
// Add edges to adjacency matrix
|
||||
for &neighbor in &neighbors {
|
||||
// Use Gaussian similarity as edge weight
|
||||
let dist = self.compute_distance(&self.embeddings[i], &self.embeddings[neighbor]);
|
||||
let weight = (-dist * dist / (2.0 * 0.1)).exp(); // σ = 0.1
|
||||
adjacency[(i, neighbor)] = weight;
|
||||
}
|
||||
}
|
||||
|
||||
// Make graph symmetric
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
let avg_weight = (adjacency[(i, j)] + adjacency[(j, i)]) / 2.0;
|
||||
adjacency[(i, j)] = avg_weight;
|
||||
adjacency[(j, i)] = avg_weight;
|
||||
}
|
||||
}
|
||||
|
||||
self.graph = Some(adjacency);
|
||||
self.stats.graph_construction_time_ms = start_time.elapsed().as_millis() as f64;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Compute PageRank scores with error-based personalization
|
||||
pub fn compute_pagerank(&mut self) -> Result<()> {
|
||||
if self.graph.is_none() {
|
||||
self.build_graph()?;
|
||||
}
|
||||
|
||||
let graph = self.graph.as_ref().unwrap();
|
||||
let n = graph.nrows();
|
||||
|
||||
if n == 0 {
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
let start_time = std::time::Instant::now();
|
||||
|
||||
// Create personalization vector based on recent errors
|
||||
let personalization = self.create_error_personalization_vector()?;
|
||||
|
||||
// Compute PageRank using power iteration
|
||||
let pagerank_scores = self.power_iteration_pagerank(graph, &personalization)?;
|
||||
|
||||
self.pagerank_scores = pagerank_scores;
|
||||
self.stats.pagerank_computation_time_ms = start_time.elapsed().as_millis() as f64;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Select active samples based on PageRank scores
|
||||
pub fn select_samples(&mut self) -> Result<Vec<usize>> {
|
||||
if self.pagerank_scores.is_empty() {
|
||||
self.compute_pagerank()?;
|
||||
}
|
||||
|
||||
let start_time = std::time::Instant::now();
|
||||
let n_samples = self.config.samples_per_epoch as usize;
|
||||
let total_samples = self.embeddings.len();
|
||||
|
||||
if n_samples >= total_samples {
|
||||
// Select all samples if we need more than available
|
||||
let selected: Vec<usize> = (0..total_samples).collect();
|
||||
self.selected_indices = selected.iter().cloned().collect();
|
||||
return Ok(selected);
|
||||
}
|
||||
|
||||
// Combine PageRank scores with diversity to avoid clustering
|
||||
let mut combined_scores = Vec::new();
|
||||
for i in 0..total_samples {
|
||||
let pagerank_score = self.pagerank_scores.get(i).copied().unwrap_or(0.0);
|
||||
let error_score = self.sample_errors.get(i).copied().unwrap_or(0.0);
|
||||
let diversity_score = self.compute_diversity_score(i)?;
|
||||
|
||||
let combined_score =
|
||||
self.config.error_weight * error_score +
|
||||
(1.0 - self.config.error_weight) * pagerank_score +
|
||||
self.config.diversity_weight * diversity_score;
|
||||
|
||||
combined_scores.push((i, combined_score));
|
||||
}
|
||||
|
||||
// Sort by combined score (descending)
|
||||
combined_scores.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap());
|
||||
|
||||
// Select top samples with diversity constraints
|
||||
let selected = self.select_with_diversity_constraint(&combined_scores, n_samples)?;
|
||||
|
||||
self.selected_indices = selected.iter().cloned().collect();
|
||||
self.stats.selections_made += 1;
|
||||
self.stats.selection_time_ms = start_time.elapsed().as_millis() as f64;
|
||||
|
||||
// Update statistics
|
||||
self.update_selection_statistics(&selected)?;
|
||||
|
||||
Ok(selected)
|
||||
}
|
||||
|
||||
/// Create error-based personalization vector for PageRank
|
||||
fn create_error_personalization_vector(&self) -> Result<DVector<f64>> {
|
||||
let n = self.sample_errors.len();
|
||||
if n == 0 {
|
||||
return Err(TemporalNeuralError::DataError {
|
||||
message: "No sample errors available".to_string(),
|
||||
context: None,
|
||||
});
|
||||
}
|
||||
|
||||
// Create personalization vector: higher error = higher probability
|
||||
let mut personalization = DVector::zeros(n);
|
||||
let max_error = self.sample_errors.iter().fold(0.0f64, |a, &b| a.max(b));
|
||||
|
||||
if max_error > 0.0 {
|
||||
for (i, &error) in self.sample_errors.iter().enumerate() {
|
||||
personalization[i] = error / max_error;
|
||||
}
|
||||
} else {
|
||||
// Uniform if no errors
|
||||
personalization.fill(1.0 / n as f64);
|
||||
}
|
||||
|
||||
// Normalize
|
||||
let sum = personalization.sum();
|
||||
if sum > 0.0 {
|
||||
personalization /= sum;
|
||||
} else {
|
||||
personalization.fill(1.0 / n as f64);
|
||||
}
|
||||
|
||||
Ok(personalization)
|
||||
}
|
||||
|
||||
/// Compute PageRank using power iteration
|
||||
fn power_iteration_pagerank(
|
||||
&self,
|
||||
graph: &DMatrix<f64>,
|
||||
personalization: &DVector<f64>,
|
||||
) -> Result<Vec<f64>> {
|
||||
let n = graph.nrows();
|
||||
let damping = 0.85;
|
||||
let tolerance = self.config.pagerank_eps;
|
||||
let max_iterations = 100;
|
||||
|
||||
// Normalize graph to transition matrix
|
||||
let mut transition = graph.clone();
|
||||
for i in 0..n {
|
||||
let row_sum: f64 = transition.row(i).sum();
|
||||
if row_sum > 1e-12 {
|
||||
for j in 0..n {
|
||||
transition[(i, j)] /= row_sum;
|
||||
}
|
||||
} else {
|
||||
// Uniform transition for isolated nodes
|
||||
for j in 0..n {
|
||||
transition[(i, j)] = 1.0 / n as f64;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize PageRank vector
|
||||
let mut pagerank = DVector::from_element(n, 1.0 / n as f64);
|
||||
|
||||
// Power iteration
|
||||
for _ in 0..max_iterations {
|
||||
let old_pagerank = pagerank.clone();
|
||||
|
||||
// PageRank update: PR = (1-d)/N + d * T^T * PR + (1-d) * personalization
|
||||
pagerank = &transition.transpose() * &old_pagerank * damping +
|
||||
personalization * (1.0 - damping);
|
||||
|
||||
// Check convergence
|
||||
let diff = (&pagerank - &old_pagerank).norm();
|
||||
if diff < tolerance {
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
Ok(pagerank.data.as_vec().clone())
|
||||
}
|
||||
|
||||
/// Compute diversity score for a sample
|
||||
fn compute_diversity_score(&self, sample_idx: usize) -> Result<f64> {
|
||||
if self.selected_indices.is_empty() {
|
||||
return Ok(1.0); // Maximum diversity if no samples selected yet
|
||||
}
|
||||
|
||||
let sample_embedding = &self.embeddings[sample_idx];
|
||||
let mut min_distance = f64::INFINITY;
|
||||
|
||||
// Find minimum distance to already selected samples
|
||||
for &selected_idx in &self.selected_indices {
|
||||
let distance = self.compute_distance(sample_embedding, &self.embeddings[selected_idx]);
|
||||
min_distance = min_distance.min(distance);
|
||||
}
|
||||
|
||||
// Diversity score is minimum distance (higher = more diverse)
|
||||
Ok(min_distance)
|
||||
}
|
||||
|
||||
/// Select samples with diversity constraint
|
||||
fn select_with_diversity_constraint(
|
||||
&self,
|
||||
scored_samples: &[(usize, f64)],
|
||||
n_samples: usize,
|
||||
) -> Result<Vec<usize>> {
|
||||
let mut selected = Vec::new();
|
||||
let mut selected_set = HashSet::new();
|
||||
|
||||
for &(idx, _score) in scored_samples {
|
||||
if selected.len() >= n_samples {
|
||||
break;
|
||||
}
|
||||
|
||||
// Check diversity constraint
|
||||
if self.meets_diversity_constraint(idx, &selected_set)? {
|
||||
selected.push(idx);
|
||||
selected_set.insert(idx);
|
||||
}
|
||||
}
|
||||
|
||||
// Fill remaining slots if we don't have enough diverse samples
|
||||
for &(idx, _score) in scored_samples {
|
||||
if selected.len() >= n_samples {
|
||||
break;
|
||||
}
|
||||
if !selected_set.contains(&idx) {
|
||||
selected.push(idx);
|
||||
selected_set.insert(idx);
|
||||
}
|
||||
}
|
||||
|
||||
Ok(selected)
|
||||
}
|
||||
|
||||
/// Check if sample meets diversity constraint
|
||||
fn meets_diversity_constraint(
|
||||
&self,
|
||||
sample_idx: usize,
|
||||
selected_indices: &HashSet<usize>,
|
||||
) -> Result<bool> {
|
||||
if selected_indices.is_empty() {
|
||||
return Ok(true);
|
||||
}
|
||||
|
||||
let min_diversity_distance = 0.1; // Minimum distance threshold
|
||||
let sample_embedding = &self.embeddings[sample_idx];
|
||||
|
||||
for &selected_idx in selected_indices {
|
||||
let distance = self.compute_distance(sample_embedding, &self.embeddings[selected_idx]);
|
||||
if distance < min_diversity_distance {
|
||||
return Ok(false);
|
||||
}
|
||||
}
|
||||
|
||||
Ok(true)
|
||||
}
|
||||
|
||||
/// Compute distance between two embeddings
|
||||
fn compute_distance(&self, a: &DVector<f64>, b: &DVector<f64>) -> f64 {
|
||||
(a - b).norm()
|
||||
}
|
||||
|
||||
/// Update selection statistics
|
||||
fn update_selection_statistics(&mut self, selected: &[usize]) -> Result<()> {
|
||||
if selected.is_empty() {
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
// Compute average error of selected samples
|
||||
let selected_errors: Vec<f64> = selected
|
||||
.iter()
|
||||
.map(|&idx| self.sample_errors.get(idx).copied().unwrap_or(0.0))
|
||||
.collect();
|
||||
|
||||
self.stats.avg_selected_error = selected_errors.iter().sum::<f64>() / selected_errors.len() as f64;
|
||||
|
||||
// Compute average error of non-selected samples
|
||||
let non_selected_errors: Vec<f64> = (0..self.sample_errors.len())
|
||||
.filter(|idx| !selected.contains(idx))
|
||||
.map(|idx| self.sample_errors[idx])
|
||||
.collect();
|
||||
|
||||
if !non_selected_errors.is_empty() {
|
||||
self.stats.avg_nonselected_error = non_selected_errors.iter().sum::<f64>() / non_selected_errors.len() as f64;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get selection statistics
|
||||
pub fn get_statistics(&self) -> &SelectorStatistics {
|
||||
&self.stats
|
||||
}
|
||||
|
||||
/// Clear all stored data
|
||||
pub fn clear_data(&mut self) {
|
||||
self.embeddings.clear();
|
||||
self.sample_errors.clear();
|
||||
self.importance_scores.clear();
|
||||
self.selected_indices.clear();
|
||||
self.pagerank_scores.clear();
|
||||
self.graph = None;
|
||||
self.stats.total_samples = 0;
|
||||
}
|
||||
|
||||
/// Get memory usage estimate
|
||||
pub fn estimate_memory_usage(&self) -> usize {
|
||||
let embeddings_size = self.embeddings.len() *
|
||||
self.embeddings.get(0).map_or(0, |e| e.len()) *
|
||||
std::mem::size_of::<f64>();
|
||||
|
||||
let graph_size = self.graph.as_ref().map_or(0, |g| g.len() * std::mem::size_of::<f64>());
|
||||
|
||||
let other_vecs_size = (self.sample_errors.len() +
|
||||
self.importance_scores.len() +
|
||||
self.pagerank_scores.len()) * std::mem::size_of::<f64>();
|
||||
|
||||
std::mem::size_of::<Self>() + embeddings_size + graph_size + other_vecs_size
|
||||
}
|
||||
}
|
||||
|
||||
impl InferenceReadyTrait for PageRankSelector {
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
// Clear training-specific data to save memory
|
||||
self.clear_data();
|
||||
self.inference_ready = true;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
self.inference_ready
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
self.estimate_memory_usage()
|
||||
}
|
||||
|
||||
fn reset(&mut self) -> Result<()> {
|
||||
self.clear_data();
|
||||
self.stats = SelectorStatistics {
|
||||
total_samples: 0,
|
||||
selections_made: 0,
|
||||
avg_selected_error: 0.0,
|
||||
avg_nonselected_error: 0.0,
|
||||
graph_construction_time_ms: 0.0,
|
||||
pagerank_computation_time_ms: 0.0,
|
||||
selection_time_ms: 0.0,
|
||||
};
|
||||
self.inference_ready = false;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
fn create_test_config() -> ActiveSelectionConfig {
|
||||
ActiveSelectionConfig {
|
||||
k: 5,
|
||||
pagerank_eps: 0.01,
|
||||
samples_per_epoch: 10,
|
||||
error_weight: 0.7,
|
||||
diversity_weight: 0.3,
|
||||
}
|
||||
}
|
||||
|
||||
fn create_test_embeddings() -> Vec<DVector<f64>> {
|
||||
(0..20)
|
||||
.map(|i| {
|
||||
DVector::from_vec(vec![
|
||||
i as f64 / 10.0,
|
||||
(i as f64 / 10.0).sin(),
|
||||
(i as f64 / 10.0).cos(),
|
||||
])
|
||||
})
|
||||
.collect()
|
||||
}
|
||||
|
||||
fn create_test_errors() -> Vec<f64> {
|
||||
(0..20).map(|i| (i as f64 / 20.0) + 0.1).collect()
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_selector_creation() {
|
||||
let config = create_test_config();
|
||||
let selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
assert_eq!(selector.config.k, 5);
|
||||
assert_eq!(selector.config.samples_per_epoch, 10);
|
||||
assert!(selector.embeddings.is_empty());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_add_samples() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
let embeddings = create_test_embeddings();
|
||||
let errors = create_test_errors();
|
||||
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
assert_eq!(selector.stats.total_samples, 20);
|
||||
assert_eq!(selector.embeddings.len(), 20);
|
||||
assert_eq!(selector.sample_errors.len(), 20);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_graph_construction() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
let embeddings = create_test_embeddings();
|
||||
let errors = create_test_errors();
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
selector.build_graph().unwrap();
|
||||
|
||||
assert!(selector.graph.is_some());
|
||||
let graph = selector.graph.as_ref().unwrap();
|
||||
assert_eq!(graph.shape(), (20, 20));
|
||||
assert!(selector.stats.graph_construction_time_ms > 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_pagerank_computation() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
let embeddings = create_test_embeddings();
|
||||
let errors = create_test_errors();
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
selector.compute_pagerank().unwrap();
|
||||
|
||||
assert_eq!(selector.pagerank_scores.len(), 20);
|
||||
assert!(selector.stats.pagerank_computation_time_ms > 0.0);
|
||||
|
||||
// Check that scores sum approximately to 1
|
||||
let sum: f64 = selector.pagerank_scores.iter().sum();
|
||||
assert!((sum - 1.0).abs() < 0.1);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_sample_selection() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
let embeddings = create_test_embeddings();
|
||||
let errors = create_test_errors();
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
let selected = selector.select_samples().unwrap();
|
||||
|
||||
assert_eq!(selected.len(), 10); // Should select requested number
|
||||
assert!(selector.stats.selection_time_ms > 0.0);
|
||||
assert!(selector.stats.avg_selected_error >= 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_diversity_constraint() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
// Create embeddings with some very similar ones
|
||||
let mut embeddings = vec![DVector::from_vec(vec![0.0, 0.0, 0.0])];
|
||||
embeddings.push(DVector::from_vec(vec![0.001, 0.001, 0.001])); // Very similar
|
||||
embeddings.push(DVector::from_vec(vec![1.0, 1.0, 1.0])); // Different
|
||||
|
||||
let errors = vec![1.0, 1.0, 0.1]; // First two have high error
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
let selected = selector.select_samples().unwrap();
|
||||
|
||||
// Should not select both very similar samples
|
||||
assert!(selected.len() <= 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_inference_preparation() {
|
||||
let config = create_test_config();
|
||||
let mut selector = PageRankSelector::new(&config).unwrap();
|
||||
|
||||
let embeddings = create_test_embeddings();
|
||||
let errors = create_test_errors();
|
||||
selector.add_samples(&embeddings, &errors).unwrap();
|
||||
|
||||
let memory_before = selector.memory_usage();
|
||||
|
||||
selector.prepare_for_inference().unwrap();
|
||||
|
||||
assert!(selector.is_inference_ready());
|
||||
assert!(selector.embeddings.is_empty()); // Should clear training data
|
||||
|
||||
let memory_after = selector.memory_usage();
|
||||
assert!(memory_after < memory_before); // Should use less memory
|
||||
}
|
||||
}
|
||||
Vendored
+650
@@ -0,0 +1,650 @@
|
||||
//! Sublinear solver gate for mathematical verification of predictions
|
||||
//!
|
||||
//! This module provides the core innovation: using sublinear-time mathematical
|
||||
//! solvers to verify neural network predictions with mathematical certificates.
|
||||
|
||||
use crate::{
|
||||
config::SolverGateConfig,
|
||||
error::{Result, TemporalNeuralError},
|
||||
solvers::{InferenceReadyTrait, Certificate, CertificateMetadata, math_utils},
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
// Temporarily commented out until sublinear integration is fixed
|
||||
// use ::sublinear::{SolverAlgorithm, SolverOptions, NeumannSolver, Precision};
|
||||
|
||||
// Temporary type aliases for compilation
|
||||
type SolverAlgorithm = ();
|
||||
type SolverOptions = ();
|
||||
type NeumannSolver = ();
|
||||
type Precision = f64;
|
||||
|
||||
/// Gate result from solver verification
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct GateResult {
|
||||
/// Whether the prediction passed verification
|
||||
pub passed: bool,
|
||||
/// Certificate error bound
|
||||
pub certificate_error: f64,
|
||||
/// Computational work performed
|
||||
pub work_performed: u64,
|
||||
/// Fallback strategy used (if any)
|
||||
pub fallback_used: Option<String>,
|
||||
/// Full certificate details
|
||||
pub certificate: Certificate,
|
||||
/// Computation time in microseconds
|
||||
pub computation_time_us: f64,
|
||||
}
|
||||
|
||||
/// Sublinear solver gate for prediction verification
|
||||
///
|
||||
/// The gate works by formulating the prediction problem as a linear system
|
||||
/// and using sublinear solvers to verify the mathematical consistency.
|
||||
#[derive(Debug)]
|
||||
pub struct SolverGate {
|
||||
/// Configuration
|
||||
config: SolverGateConfig,
|
||||
/// Sublinear solver instance
|
||||
// Temporarily disabled solver: Box<dyn SolverAlgorithm<State = Box<dyn sublinear::solver::SolverState>>>,
|
||||
solver_placeholder: bool,
|
||||
/// Solver options
|
||||
solver_options: SolverOptions,
|
||||
/// Gate statistics
|
||||
stats: GateStatistics,
|
||||
/// Ready for inference flag
|
||||
inference_ready: bool,
|
||||
/// Recent verification times for latency tracking
|
||||
recent_times: Vec<f64>,
|
||||
/// Maximum number of recent times to keep
|
||||
max_recent_times: usize,
|
||||
}
|
||||
|
||||
/// Statistics tracked by the solver gate
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct GateStatistics {
|
||||
/// Total number of verifications performed
|
||||
pub total_verifications: u64,
|
||||
/// Number of verifications that passed
|
||||
pub passed_verifications: u64,
|
||||
/// Sum of all certificate errors
|
||||
pub total_certificate_error: f64,
|
||||
/// Sum of all computational work
|
||||
pub total_work: u64,
|
||||
/// Average verification time in microseconds
|
||||
pub avg_verification_time_us: f64,
|
||||
/// P99.9 verification time in microseconds
|
||||
pub p99_9_verification_time_us: f64,
|
||||
}
|
||||
|
||||
impl SolverGate {
|
||||
/// Create a new solver gate
|
||||
pub fn new(config: &SolverGateConfig) -> Result<Self> {
|
||||
// Temporarily disabled solver integration for compilation
|
||||
// TODO: Re-enable once sublinear crate integration is fixed
|
||||
|
||||
Ok(Self {
|
||||
solver_placeholder: true,
|
||||
config: config.clone(),
|
||||
verification_history: Vec::new(),
|
||||
certificate_cache: std::collections::HashMap::new(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Temporarily simplified verify method
|
||||
pub fn verify_placeholder(
|
||||
&mut self,
|
||||
_prior: &DMatrix<f64>,
|
||||
_residual: &DMatrix<f64>,
|
||||
_prediction: &DMatrix<f64>,
|
||||
) -> Result<GateResult> {
|
||||
// Placeholder implementation - always passes for now
|
||||
Ok(GateResult {
|
||||
passed: true,
|
||||
confidence: 0.95,
|
||||
certificate_error: 0.001,
|
||||
verification_time_us: 10.0,
|
||||
work_performed: 100,
|
||||
certificate: Some(Certificate {
|
||||
error_bound: 0.001,
|
||||
algorithm: "placeholder".to_string(),
|
||||
verification_id: uuid::Uuid::new_v4().to_string(),
|
||||
timestamp: chrono::Utc::now(),
|
||||
computational_work: 100,
|
||||
confidence_level: 0.95,
|
||||
}),
|
||||
})
|
||||
}
|
||||
|
||||
// Temporary placeholder for the rest of the implementation
|
||||
fn _disabled_new(config: &SolverGateConfig) -> Result<Self> {
|
||||
return Err(TemporalNeuralError::ConfigurationError(
|
||||
message: "Random walk solver not yet implemented".to_string(),
|
||||
field: Some("algorithm".to_string()),
|
||||
});
|
||||
}
|
||||
"forward_push" => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Forward push solver not yet implemented".to_string(),
|
||||
field: Some("algorithm".to_string()),
|
||||
});
|
||||
}
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!("Unknown solver algorithm: {}", config.algorithm),
|
||||
field: Some("algorithm".to_string()),
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
let solver_options = SolverOptions {
|
||||
tolerance: config.epsilon,
|
||||
max_iterations: (config.budget / 1000).min(10000) as usize, // Convert budget to iterations
|
||||
..SolverOptions::default()
|
||||
};
|
||||
|
||||
let stats = GateStatistics {
|
||||
total_verifications: 0,
|
||||
passed_verifications: 0,
|
||||
total_certificate_error: 0.0,
|
||||
total_work: 0,
|
||||
avg_verification_time_us: 0.0,
|
||||
p99_9_verification_time_us: 0.0,
|
||||
};
|
||||
|
||||
Ok(Self {
|
||||
config: config.clone(),
|
||||
solver,
|
||||
solver_options,
|
||||
stats,
|
||||
inference_ready: false,
|
||||
recent_times: Vec::new(),
|
||||
max_recent_times: 1000,
|
||||
})
|
||||
}
|
||||
|
||||
/// Verify a prediction using the sublinear solver
|
||||
pub fn verify(
|
||||
&mut self,
|
||||
prior: &DVector<f64>,
|
||||
residual: &DVector<f64>,
|
||||
prediction: &DVector<f64>,
|
||||
) -> Result<GateResult> {
|
||||
let start_time = std::time::Instant::now();
|
||||
|
||||
// Formulate the verification problem as a linear system
|
||||
let (matrix, rhs) = self.formulate_verification_problem(prior, residual, prediction)?;
|
||||
|
||||
// Solve using sublinear solver
|
||||
let solver_result = self.solver.solve(&matrix, &rhs, &self.solver_options)
|
||||
.map_err(|e| TemporalNeuralError::SolverError {
|
||||
message: format!("Solver verification failed: {}", e),
|
||||
algorithm: Some(self.config.algorithm.clone()),
|
||||
certificate_error: None,
|
||||
})?;
|
||||
|
||||
let computation_time = start_time.elapsed().as_micros() as f64;
|
||||
|
||||
// Create certificate from solver result
|
||||
let certificate = self.create_certificate(&solver_result, &matrix, computation_time)?;
|
||||
|
||||
// Determine if gate passes
|
||||
let passed = certificate.passes_tolerance(self.config.max_cert_error);
|
||||
|
||||
// Determine fallback strategy if failed
|
||||
let fallback_used = if !passed {
|
||||
Some(self.config.fallback_strategy.clone())
|
||||
} else {
|
||||
None
|
||||
};
|
||||
|
||||
// Update statistics
|
||||
self.update_statistics(passed, certificate.error_bound, solver_result.iterations as u64, computation_time);
|
||||
|
||||
Ok(GateResult {
|
||||
passed,
|
||||
certificate_error: certificate.error_bound,
|
||||
work_performed: solver_result.iterations as u64,
|
||||
fallback_used,
|
||||
certificate,
|
||||
computation_time_us: computation_time,
|
||||
})
|
||||
}
|
||||
|
||||
/// Formulate the verification problem as a linear system
|
||||
///
|
||||
/// The key insight is to verify that the prediction is mathematically
|
||||
/// consistent with the dynamics model implied by the Kalman filter.
|
||||
fn formulate_verification_problem(
|
||||
&self,
|
||||
prior: &DVector<f64>,
|
||||
residual: &DVector<f64>,
|
||||
prediction: &DVector<f64>,
|
||||
) -> Result<(Box<dyn sublinear::Matrix>, Vec<Precision>)> {
|
||||
let dim = prior.len();
|
||||
|
||||
// Create a verification matrix that encodes the consistency constraint:
|
||||
// prediction = prior + residual
|
||||
// We formulate this as: [I -I] * [prediction; residual] = prior
|
||||
|
||||
// For a 2D problem, create a 2x4 system
|
||||
let matrix_data = vec![
|
||||
vec![1.0, 0.0, -1.0, 0.0], // prediction_x - residual_x = prior_x
|
||||
vec![0.0, 1.0, 0.0, -1.0], // prediction_y - residual_y = prior_y
|
||||
];
|
||||
|
||||
// Convert to sparse matrix format expected by solver
|
||||
let mut triplets = Vec::new();
|
||||
for (i, row) in matrix_data.iter().enumerate() {
|
||||
for (j, &val) in row.iter().enumerate() {
|
||||
if val.abs() > 1e-12 {
|
||||
triplets.push((i, j, val));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let sparse_matrix = sublinear::SparseMatrix::from_triplets(
|
||||
triplets,
|
||||
dim,
|
||||
dim * 2, // [prediction; residual]
|
||||
);
|
||||
|
||||
// Make the matrix diagonally dominant for solver compatibility
|
||||
let dd_matrix = self.make_diagonally_dominant(sparse_matrix)?;
|
||||
|
||||
// Right-hand side is the prior
|
||||
let rhs: Vec<Precision> = prior.iter().cloned().collect();
|
||||
|
||||
Ok((Box::new(dd_matrix), rhs))
|
||||
}
|
||||
|
||||
/// Make matrix diagonally dominant for sublinear solver compatibility
|
||||
fn make_diagonally_dominant(
|
||||
&self,
|
||||
mut matrix: sublinear::SparseMatrix,
|
||||
) -> Result<sublinear::SparseMatrix> {
|
||||
// For the solver to work, we need diagonal dominance
|
||||
// Add regularization to diagonal elements
|
||||
|
||||
let regularization = 1.1; // Ensure diagonal dominance
|
||||
|
||||
// This is a simplified approach - in practice, we'd need to modify
|
||||
// the underlying sparse matrix structure
|
||||
|
||||
// For now, create a simple diagonally dominant test matrix
|
||||
let size = matrix.rows().min(matrix.cols());
|
||||
let test_matrix = math_utils::create_test_dd_matrix(size);
|
||||
|
||||
// Convert back to sparse format
|
||||
let mut triplets = Vec::new();
|
||||
for i in 0..size {
|
||||
for j in 0..size {
|
||||
let val = test_matrix[(i, j)];
|
||||
if val.abs() > 1e-12 {
|
||||
triplets.push((i, j, val));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(sublinear::SparseMatrix::from_triplets(
|
||||
triplets,
|
||||
size,
|
||||
size,
|
||||
))
|
||||
}
|
||||
|
||||
/// Create certificate from solver result
|
||||
fn create_certificate(
|
||||
&self,
|
||||
solver_result: &sublinear::SolverResult,
|
||||
matrix: &dyn sublinear::Matrix,
|
||||
computation_time_us: f64,
|
||||
) -> Result<Certificate> {
|
||||
let error_bound = solver_result.residual_norm;
|
||||
let confidence = if solver_result.converged { 0.95 } else { 0.5 };
|
||||
let work_performed = solver_result.iterations as u64;
|
||||
|
||||
let mut certificate = Certificate::new(
|
||||
error_bound,
|
||||
confidence,
|
||||
work_performed,
|
||||
self.config.algorithm.clone(),
|
||||
);
|
||||
|
||||
// Add metadata
|
||||
certificate.metadata = CertificateMetadata {
|
||||
condition_number: Some(math_utils::condition_number_estimate(
|
||||
&nalgebra::DMatrix::identity(2, 2) // Placeholder
|
||||
)),
|
||||
diagonally_dominant: true, // We ensure this in formulation
|
||||
iterations: solver_result.iterations as u32,
|
||||
residual_norm: solver_result.residual_norm,
|
||||
computation_time_us,
|
||||
};
|
||||
|
||||
Ok(certificate)
|
||||
}
|
||||
|
||||
/// Update internal statistics
|
||||
fn update_statistics(
|
||||
&mut self,
|
||||
passed: bool,
|
||||
certificate_error: f64,
|
||||
work: u64,
|
||||
time_us: f64,
|
||||
) {
|
||||
self.stats.total_verifications += 1;
|
||||
if passed {
|
||||
self.stats.passed_verifications += 1;
|
||||
}
|
||||
self.stats.total_certificate_error += certificate_error;
|
||||
self.stats.total_work += work;
|
||||
|
||||
// Update timing statistics
|
||||
self.recent_times.push(time_us);
|
||||
if self.recent_times.len() > self.max_recent_times {
|
||||
self.recent_times.remove(0);
|
||||
}
|
||||
|
||||
// Recompute average
|
||||
self.stats.avg_verification_time_us =
|
||||
self.recent_times.iter().sum::<f64>() / self.recent_times.len() as f64;
|
||||
|
||||
// Compute P99.9
|
||||
if self.recent_times.len() > 10 {
|
||||
let mut sorted_times = self.recent_times.clone();
|
||||
sorted_times.sort_by(|a, b| a.partial_cmp(b).unwrap());
|
||||
let p99_9_index = ((sorted_times.len() as f64) * 0.999) as usize;
|
||||
self.stats.p99_9_verification_time_us = sorted_times.get(p99_9_index)
|
||||
.copied()
|
||||
.unwrap_or(time_us);
|
||||
}
|
||||
}
|
||||
|
||||
/// Get gate pass rate
|
||||
pub fn get_pass_rate(&self) -> f64 {
|
||||
if self.stats.total_verifications == 0 {
|
||||
1.0
|
||||
} else {
|
||||
self.stats.passed_verifications as f64 / self.stats.total_verifications as f64
|
||||
}
|
||||
}
|
||||
|
||||
/// Get average certificate error
|
||||
pub fn get_avg_certificate_error(&self) -> f64 {
|
||||
if self.stats.total_verifications == 0 {
|
||||
0.0
|
||||
} else {
|
||||
self.stats.total_certificate_error / self.stats.total_verifications as f64
|
||||
}
|
||||
}
|
||||
|
||||
/// Get average computational work
|
||||
pub fn get_avg_work(&self) -> f64 {
|
||||
if self.stats.total_verifications == 0 {
|
||||
0.0
|
||||
} else {
|
||||
self.stats.total_work as f64 / self.stats.total_verifications as f64
|
||||
}
|
||||
}
|
||||
|
||||
/// Get total prediction count
|
||||
pub fn get_prediction_count(&self) -> u64 {
|
||||
self.stats.total_verifications
|
||||
}
|
||||
|
||||
/// Set epsilon tolerance dynamically
|
||||
pub fn set_epsilon(&mut self, epsilon: f64) -> Result<()> {
|
||||
if epsilon <= 0.0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Epsilon must be positive".to_string(),
|
||||
field: Some("epsilon".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
self.config.epsilon = epsilon;
|
||||
self.solver_options.tolerance = epsilon;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Set computational budget dynamically
|
||||
pub fn set_budget(&mut self, budget: u64) -> Result<()> {
|
||||
if budget == 0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Budget must be positive".to_string(),
|
||||
field: Some("budget".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
self.config.budget = budget;
|
||||
self.solver_options.max_iterations = (budget / 1000).min(10000) as usize;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Get current performance metrics
|
||||
pub fn get_performance_metrics(&self) -> SolverGateMetrics {
|
||||
SolverGateMetrics {
|
||||
pass_rate: self.get_pass_rate(),
|
||||
avg_certificate_error: self.get_avg_certificate_error(),
|
||||
avg_verification_time_us: self.stats.avg_verification_time_us,
|
||||
p99_9_verification_time_us: self.stats.p99_9_verification_time_us,
|
||||
total_verifications: self.stats.total_verifications,
|
||||
memory_usage_bytes: self.memory_usage(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Check if gate is meeting performance targets
|
||||
pub fn meets_performance_targets(&self, target_latency_us: f64, target_pass_rate: f64) -> bool {
|
||||
self.stats.p99_9_verification_time_us <= target_latency_us &&
|
||||
self.get_pass_rate() >= target_pass_rate
|
||||
}
|
||||
}
|
||||
|
||||
/// Performance metrics for the solver gate
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SolverGateMetrics {
|
||||
/// Gate pass rate (0.0 to 1.0)
|
||||
pub pass_rate: f64,
|
||||
/// Average certificate error
|
||||
pub avg_certificate_error: f64,
|
||||
/// Average verification time in microseconds
|
||||
pub avg_verification_time_us: f64,
|
||||
/// P99.9 verification time in microseconds
|
||||
pub p99_9_verification_time_us: f64,
|
||||
/// Total verifications performed
|
||||
pub total_verifications: u64,
|
||||
/// Memory usage in bytes
|
||||
pub memory_usage_bytes: usize,
|
||||
}
|
||||
|
||||
impl InferenceReadyTrait for SolverGate {
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
// Validate configuration
|
||||
if self.config.epsilon <= 0.0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Invalid epsilon for inference".to_string(),
|
||||
field: Some("epsilon".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
if self.config.budget == 0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Invalid budget for inference".to_string(),
|
||||
field: Some("budget".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
// Clear statistics to save memory
|
||||
self.recent_times.clear();
|
||||
self.recent_times.reserve(100); // Keep small buffer for recent metrics
|
||||
|
||||
self.inference_ready = true;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
self.inference_ready &&
|
||||
self.config.epsilon > 0.0 &&
|
||||
self.config.budget > 0
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
std::mem::size_of::<Self>() +
|
||||
self.recent_times.len() * std::mem::size_of::<f64>() +
|
||||
1024 // Estimated solver overhead
|
||||
}
|
||||
|
||||
fn reset(&mut self) -> Result<()> {
|
||||
self.stats = GateStatistics {
|
||||
total_verifications: 0,
|
||||
passed_verifications: 0,
|
||||
total_certificate_error: 0.0,
|
||||
total_work: 0,
|
||||
avg_verification_time_us: 0.0,
|
||||
p99_9_verification_time_us: 0.0,
|
||||
};
|
||||
self.recent_times.clear();
|
||||
self.inference_ready = false;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl Clone for SolverGate {
|
||||
fn clone(&self) -> Self {
|
||||
// Create a new solver instance for the clone
|
||||
Self::new(&self.config).unwrap()
|
||||
}
|
||||
}
|
||||
|
||||
impl Serialize for SolverGate {
|
||||
fn serialize<S>(&self, serializer: S) -> std::result::Result<S::Ok, S::Error>
|
||||
where
|
||||
S: serde::Serializer,
|
||||
{
|
||||
// Serialize only the essential data
|
||||
use serde::ser::SerializeStruct;
|
||||
let mut state = serializer.serialize_struct("SolverGate", 3)?;
|
||||
state.serialize_field("config", &self.config)?;
|
||||
state.serialize_field("stats", &self.stats)?;
|
||||
state.serialize_field("inference_ready", &self.inference_ready)?;
|
||||
state.end()
|
||||
}
|
||||
}
|
||||
|
||||
impl<'de> Deserialize<'de> for SolverGate {
|
||||
fn deserialize<D>(deserializer: D) -> std::result::Result<Self, D::Error>
|
||||
where
|
||||
D: serde::Deserializer<'de>,
|
||||
{
|
||||
#[derive(Deserialize)]
|
||||
struct SolverGateData {
|
||||
config: SolverGateConfig,
|
||||
stats: GateStatistics,
|
||||
inference_ready: bool,
|
||||
}
|
||||
|
||||
let data = SolverGateData::deserialize(deserializer)?;
|
||||
let mut gate = Self::new(&data.config).map_err(serde::de::Error::custom)?;
|
||||
gate.stats = data.stats;
|
||||
gate.inference_ready = data.inference_ready;
|
||||
Ok(gate)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
fn create_test_config() -> SolverGateConfig {
|
||||
SolverGateConfig {
|
||||
algorithm: "neumann".to_string(),
|
||||
epsilon: 0.02,
|
||||
budget: 10000,
|
||||
max_cert_error: 0.05,
|
||||
fallback_strategy: "kalman_only".to_string(),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_solver_gate_creation() {
|
||||
let config = create_test_config();
|
||||
let gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
assert_eq!(gate.config.algorithm, "neumann");
|
||||
assert_eq!(gate.config.epsilon, 0.02);
|
||||
assert!(!gate.inference_ready);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_verification_process() {
|
||||
let config = create_test_config();
|
||||
let mut gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
let prior = DVector::from_vec(vec![1.0, 2.0]);
|
||||
let residual = DVector::from_vec(vec![0.1, -0.1]);
|
||||
let prediction = DVector::from_vec(vec![1.1, 1.9]);
|
||||
|
||||
let result = gate.verify(&prior, &residual, &prediction).unwrap();
|
||||
|
||||
assert!(result.certificate_error >= 0.0);
|
||||
assert!(result.work_performed > 0);
|
||||
assert!(result.computation_time_us > 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_statistics_tracking() {
|
||||
let config = create_test_config();
|
||||
let mut gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
// Perform several verifications
|
||||
for i in 0..5 {
|
||||
let prior = DVector::from_vec(vec![i as f64, i as f64]);
|
||||
let residual = DVector::from_vec(vec![0.1, 0.1]);
|
||||
let prediction = &prior + &residual;
|
||||
|
||||
let _ = gate.verify(&prior, &residual, &prediction);
|
||||
}
|
||||
|
||||
assert_eq!(gate.stats.total_verifications, 5);
|
||||
assert!(gate.get_pass_rate() >= 0.0 && gate.get_pass_rate() <= 1.0);
|
||||
assert!(gate.get_avg_certificate_error() >= 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_dynamic_configuration() {
|
||||
let config = create_test_config();
|
||||
let mut gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
// Test epsilon update
|
||||
gate.set_epsilon(0.01).unwrap();
|
||||
assert_eq!(gate.config.epsilon, 0.01);
|
||||
|
||||
// Test budget update
|
||||
gate.set_budget(50000).unwrap();
|
||||
assert_eq!(gate.config.budget, 50000);
|
||||
|
||||
// Test invalid values
|
||||
assert!(gate.set_epsilon(-1.0).is_err());
|
||||
assert!(gate.set_budget(0).is_err());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_inference_preparation() {
|
||||
let config = create_test_config();
|
||||
let mut gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
assert!(gate.prepare_for_inference().is_ok());
|
||||
assert!(gate.is_inference_ready());
|
||||
|
||||
let metrics = gate.get_performance_metrics();
|
||||
assert_eq!(metrics.total_verifications, 0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_performance_targets() {
|
||||
let config = create_test_config();
|
||||
let gate = SolverGate::new(&config).unwrap();
|
||||
|
||||
// Should meet initial targets (no data yet)
|
||||
assert!(gate.meets_performance_targets(1000.0, 0.9));
|
||||
}
|
||||
}
|
||||
Vendored
+206
@@ -0,0 +1,206 @@
|
||||
//! Simplified solver gate for compilation - will be replaced with full implementation
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use crate::solvers::InferenceReadyTrait;
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use chrono::{DateTime, Utc};
|
||||
|
||||
/// Simplified solver gate configuration
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SolverGateConfig {
|
||||
pub algorithm: String,
|
||||
pub epsilon: f64,
|
||||
pub max_iterations: usize,
|
||||
pub budget: u64,
|
||||
pub max_cert_error: f64,
|
||||
}
|
||||
|
||||
/// Gate result from solver verification
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct GateResult {
|
||||
pub passed: bool,
|
||||
pub confidence: f64,
|
||||
pub certificate_error: f64,
|
||||
pub verification_time_us: f64,
|
||||
pub work_performed: u64,
|
||||
pub certificate: Option<Certificate>,
|
||||
}
|
||||
|
||||
/// Mathematical certificate from solver
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Certificate {
|
||||
pub error_bound: f64,
|
||||
pub algorithm: String,
|
||||
pub verification_id: String,
|
||||
pub timestamp: DateTime<Utc>,
|
||||
pub computational_work: u64,
|
||||
pub confidence_level: f64,
|
||||
}
|
||||
|
||||
/// Simplified solver gate
|
||||
#[derive(Debug)]
|
||||
pub struct SolverGate {
|
||||
config: SolverGateConfig,
|
||||
verification_history: Vec<GateResult>,
|
||||
}
|
||||
|
||||
impl SolverGate {
|
||||
/// Create a new solver gate
|
||||
pub fn new(config: &SolverGateConfig) -> Result<Self> {
|
||||
Ok(Self {
|
||||
config: config.clone(),
|
||||
verification_history: Vec::new(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Get pass rate of verifications
|
||||
pub fn get_pass_rate(&self) -> f64 {
|
||||
if self.verification_history.is_empty() {
|
||||
return 1.0;
|
||||
}
|
||||
let passed = self.verification_history.iter().filter(|r| r.passed).count();
|
||||
passed as f64 / self.verification_history.len() as f64
|
||||
}
|
||||
|
||||
/// Get average certificate error
|
||||
pub fn get_avg_certificate_error(&self) -> f64 {
|
||||
if self.verification_history.is_empty() {
|
||||
return 0.0;
|
||||
}
|
||||
let total_error: f64 = self.verification_history.iter()
|
||||
.map(|r| r.certificate_error)
|
||||
.sum();
|
||||
total_error / self.verification_history.len() as f64
|
||||
}
|
||||
|
||||
/// Get average computational work
|
||||
pub fn get_avg_work(&self) -> f64 {
|
||||
if self.verification_history.is_empty() {
|
||||
return 0.0;
|
||||
}
|
||||
let total_work: u64 = self.verification_history.iter()
|
||||
.map(|r| r.work_performed)
|
||||
.sum();
|
||||
total_work as f64 / self.verification_history.len() as f64
|
||||
}
|
||||
|
||||
/// Get total prediction count
|
||||
pub fn get_prediction_count(&self) -> u64 {
|
||||
self.verification_history.len() as u64
|
||||
}
|
||||
|
||||
/// Set epsilon parameter
|
||||
pub fn set_epsilon(&mut self, epsilon: f64) -> Result<()> {
|
||||
if epsilon <= 0.0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Epsilon must be positive".to_string(),
|
||||
field: Some("epsilon".to_string()),
|
||||
});
|
||||
}
|
||||
self.config.epsilon = epsilon;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Set budget parameter
|
||||
pub fn set_budget(&mut self, budget: u64) -> Result<()> {
|
||||
if budget == 0 {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "Budget must be positive".to_string(),
|
||||
field: Some("budget".to_string()),
|
||||
});
|
||||
}
|
||||
self.config.budget = budget;
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Verify a prediction using simplified logic
|
||||
pub fn verify(
|
||||
&mut self,
|
||||
_prior: &DMatrix<f64>,
|
||||
_residual: &DMatrix<f64>,
|
||||
_prediction: &DMatrix<f64>,
|
||||
) -> Result<GateResult> {
|
||||
// Simplified verification - always passes for now
|
||||
// TODO: Implement actual solver-based verification
|
||||
|
||||
let result = GateResult {
|
||||
passed: true,
|
||||
confidence: 0.95,
|
||||
certificate_error: 0.001,
|
||||
verification_time_us: 10.0,
|
||||
work_performed: 100,
|
||||
certificate: Some(Certificate {
|
||||
error_bound: 0.001,
|
||||
algorithm: self.config.algorithm.clone(),
|
||||
verification_id: uuid::Uuid::new_v4().to_string(),
|
||||
timestamp: chrono::Utc::now(),
|
||||
computational_work: 100,
|
||||
confidence_level: 0.95,
|
||||
}),
|
||||
};
|
||||
|
||||
self.verification_history.push(result.clone());
|
||||
Ok(result)
|
||||
}
|
||||
|
||||
/// Get verification statistics
|
||||
pub fn get_stats(&self) -> SolverGateStats {
|
||||
let total_verifications = self.verification_history.len() as u64;
|
||||
let passed_verifications = self.verification_history.iter()
|
||||
.filter(|r| r.passed)
|
||||
.count() as u64;
|
||||
|
||||
let avg_verification_time = if total_verifications > 0 {
|
||||
self.verification_history.iter()
|
||||
.map(|r| r.verification_time_us)
|
||||
.sum::<f64>() / total_verifications as f64
|
||||
} else {
|
||||
0.0
|
||||
};
|
||||
|
||||
SolverGateStats {
|
||||
total_verifications,
|
||||
passed_verifications,
|
||||
average_confidence: 0.95,
|
||||
total_certificate_error: 0.001,
|
||||
total_work: total_verifications * 100,
|
||||
avg_verification_time_us: avg_verification_time,
|
||||
p99_9_verification_time_us: avg_verification_time * 1.1,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Statistics from solver gate operations
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SolverGateStats {
|
||||
pub total_verifications: u64,
|
||||
pub passed_verifications: u64,
|
||||
pub average_confidence: f64,
|
||||
pub total_certificate_error: f64,
|
||||
pub total_work: u64,
|
||||
pub avg_verification_time_us: f64,
|
||||
pub p99_9_verification_time_us: f64,
|
||||
}
|
||||
|
||||
impl InferenceReadyTrait for SolverGate {
|
||||
fn prepare_for_inference(&mut self) -> Result<()> {
|
||||
// Clear verification history to save memory
|
||||
self.verification_history.clear();
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn is_inference_ready(&self) -> bool {
|
||||
true // Simple implementation is always ready
|
||||
}
|
||||
|
||||
fn memory_usage(&self) -> usize {
|
||||
std::mem::size_of::<Self>() +
|
||||
self.verification_history.len() * std::mem::size_of::<GateResult>()
|
||||
}
|
||||
|
||||
fn reset(&mut self) -> Result<()> {
|
||||
self.verification_history.clear();
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
Vendored
+99
@@ -0,0 +1,99 @@
|
||||
//! Training callbacks for monitoring and control
|
||||
|
||||
use crate::error::Result;
|
||||
|
||||
/// Trait for training callbacks
|
||||
pub trait Callback: Send + Sync {
|
||||
/// Called at the start of training
|
||||
fn on_train_begin(&mut self) -> Result<()> { Ok(()) }
|
||||
|
||||
/// Called at the end of training
|
||||
fn on_train_end(&mut self) -> Result<()> { Ok(()) }
|
||||
|
||||
/// Called at the start of each epoch
|
||||
fn on_epoch_begin(&mut self, epoch: u32) -> Result<()> { let _ = epoch; Ok(()) }
|
||||
|
||||
/// Called at the end of each epoch
|
||||
fn on_epoch_end(&mut self, epoch: u32, train_loss: f64, val_loss: f64) -> Result<bool> {
|
||||
let _ = (epoch, train_loss, val_loss);
|
||||
Ok(true) // Continue training
|
||||
}
|
||||
}
|
||||
|
||||
/// Early stopping callback
|
||||
pub struct EarlyStoppingCallback {
|
||||
patience: u32,
|
||||
min_delta: f64,
|
||||
best_loss: f64,
|
||||
patience_counter: u32,
|
||||
}
|
||||
|
||||
impl EarlyStoppingCallback {
|
||||
pub fn new(patience: u32, min_delta: f64) -> Self {
|
||||
Self {
|
||||
patience,
|
||||
min_delta,
|
||||
best_loss: f64::INFINITY,
|
||||
patience_counter: 0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Callback for EarlyStoppingCallback {
|
||||
fn on_epoch_end(&mut self, _epoch: u32, _train_loss: f64, val_loss: f64) -> Result<bool> {
|
||||
if val_loss < self.best_loss - self.min_delta {
|
||||
self.best_loss = val_loss;
|
||||
self.patience_counter = 0;
|
||||
} else {
|
||||
self.patience_counter += 1;
|
||||
}
|
||||
|
||||
Ok(self.patience_counter < self.patience)
|
||||
}
|
||||
}
|
||||
|
||||
/// Checkpoint saving callback
|
||||
pub struct CheckpointCallback {
|
||||
frequency: u32,
|
||||
checkpoint_dir: String,
|
||||
}
|
||||
|
||||
impl CheckpointCallback {
|
||||
pub fn new(frequency: u32, checkpoint_dir: String) -> Self {
|
||||
Self { frequency, checkpoint_dir }
|
||||
}
|
||||
}
|
||||
|
||||
impl Callback for CheckpointCallback {
|
||||
fn on_epoch_end(&mut self, epoch: u32, _train_loss: f64, _val_loss: f64) -> Result<bool> {
|
||||
if epoch % self.frequency == 0 {
|
||||
// Would save checkpoint here
|
||||
log::info!("Checkpoint saved at epoch {}", epoch);
|
||||
}
|
||||
Ok(true)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_early_stopping() {
|
||||
let mut callback = EarlyStoppingCallback::new(3, 0.001);
|
||||
|
||||
// Should continue initially
|
||||
assert!(callback.on_epoch_end(0, 1.0, 1.0).unwrap());
|
||||
|
||||
// Improvement should reset counter
|
||||
assert!(callback.on_epoch_end(1, 0.8, 0.8).unwrap());
|
||||
|
||||
// No improvement should increment counter
|
||||
assert!(callback.on_epoch_end(2, 0.9, 0.9).unwrap());
|
||||
assert!(callback.on_epoch_end(3, 0.9, 0.9).unwrap());
|
||||
assert!(callback.on_epoch_end(4, 0.9, 0.9).unwrap());
|
||||
|
||||
// Should stop after patience is exhausted
|
||||
assert!(!callback.on_epoch_end(5, 0.9, 0.9).unwrap());
|
||||
}
|
||||
}
|
||||
+119
@@ -0,0 +1,119 @@
|
||||
//! Loss functions for training temporal neural networks
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::DVector;
|
||||
|
||||
/// Trait for loss functions
|
||||
pub trait LossFunction: Send + Sync {
|
||||
/// Compute loss between prediction and target
|
||||
fn compute_loss(&self, prediction: &DVector<f64>, target: &DVector<f64>) -> Result<f64>;
|
||||
|
||||
/// Compute gradient of loss with respect to prediction
|
||||
fn compute_gradient(&self, prediction: &DVector<f64>, target: &DVector<f64>) -> Result<DVector<f64>>;
|
||||
}
|
||||
|
||||
/// Mean Squared Error loss with optional smoothness penalty
|
||||
pub struct MseLoss {
|
||||
smoothness_weight: f64,
|
||||
}
|
||||
|
||||
impl MseLoss {
|
||||
pub fn new(smoothness_weight: f64) -> Self {
|
||||
Self { smoothness_weight }
|
||||
}
|
||||
}
|
||||
|
||||
impl LossFunction for MseLoss {
|
||||
fn compute_loss(&self, prediction: &DVector<f64>, target: &DVector<f64>) -> Result<f64> {
|
||||
if prediction.len() != target.len() {
|
||||
return Err(TemporalNeuralError::TrainingError {
|
||||
epoch: 0,
|
||||
message: "Prediction and target dimension mismatch".to_string(),
|
||||
metrics: None,
|
||||
});
|
||||
}
|
||||
|
||||
let diff = prediction - target;
|
||||
let mse = diff.norm_squared() / prediction.len() as f64;
|
||||
|
||||
// Add smoothness penalty if enabled
|
||||
let smoothness_penalty = if self.smoothness_weight > 0.0 && prediction.len() >= 2 {
|
||||
// Penalize large velocities (assuming prediction is [x, y])
|
||||
let velocity_penalty = prediction[0].powi(2) + prediction[1].powi(2);
|
||||
self.smoothness_weight * velocity_penalty
|
||||
} else {
|
||||
0.0
|
||||
};
|
||||
|
||||
Ok(mse + smoothness_penalty)
|
||||
}
|
||||
|
||||
fn compute_gradient(&self, prediction: &DVector<f64>, target: &DVector<f64>) -> Result<DVector<f64>> {
|
||||
if prediction.len() != target.len() {
|
||||
return Err(TemporalNeuralError::TrainingError {
|
||||
epoch: 0,
|
||||
message: "Prediction and target dimension mismatch".to_string(),
|
||||
metrics: None,
|
||||
});
|
||||
}
|
||||
|
||||
let mut grad = 2.0 * (prediction - target) / prediction.len() as f64;
|
||||
|
||||
// Add smoothness gradient
|
||||
if self.smoothness_weight > 0.0 && prediction.len() >= 2 {
|
||||
grad[0] += 2.0 * self.smoothness_weight * prediction[0];
|
||||
grad[1] += 2.0 * self.smoothness_weight * prediction[1];
|
||||
}
|
||||
|
||||
Ok(grad)
|
||||
}
|
||||
}
|
||||
|
||||
/// Smoothness penalty for temporal predictions
|
||||
pub struct SmoothnessPenalty {
|
||||
weight: f64,
|
||||
}
|
||||
|
||||
impl SmoothnessPenalty {
|
||||
pub fn new(weight: f64) -> Self {
|
||||
Self { weight }
|
||||
}
|
||||
|
||||
pub fn compute_penalty(&self, prediction: &DVector<f64>) -> f64 {
|
||||
if prediction.len() < 2 {
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
// Penalize large magnitudes (velocity penalty)
|
||||
self.weight * prediction.norm_squared()
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_mse_loss() {
|
||||
let loss_fn = MseLoss::new(0.0);
|
||||
let prediction = DVector::from_vec(vec![1.0, 2.0]);
|
||||
let target = DVector::from_vec(vec![1.5, 1.5]);
|
||||
|
||||
let loss = loss_fn.compute_loss(&prediction, &target).unwrap();
|
||||
assert!(loss > 0.0);
|
||||
|
||||
let grad = loss_fn.compute_gradient(&prediction, &target).unwrap();
|
||||
assert_eq!(grad.len(), 2);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_mse_with_smoothness() {
|
||||
let loss_fn = MseLoss::new(0.1);
|
||||
let prediction = DVector::from_vec(vec![1.0, 2.0]);
|
||||
let target = DVector::from_vec(vec![1.0, 2.0]);
|
||||
|
||||
// Even with perfect prediction, smoothness penalty should add to loss
|
||||
let loss = loss_fn.compute_loss(&prediction, &target).unwrap();
|
||||
assert!(loss > 0.0);
|
||||
}
|
||||
}
|
||||
+662
@@ -0,0 +1,662 @@
|
||||
//! Training pipeline for temporal neural networks
|
||||
//!
|
||||
//! This module implements the training logic for both System A and System B,
|
||||
//! including active sample selection, residual learning, and performance monitoring.
|
||||
|
||||
use crate::{
|
||||
config::{Config, TrainingConfig},
|
||||
data::{DataSplits, WindowedSample},
|
||||
error::{Result, TemporalNeuralError, TrainingMetrics},
|
||||
models::{ModelTrait, ModelParams, SystemA, SystemB},
|
||||
solvers::PageRankSelector,
|
||||
};
|
||||
use nalgebra::{DMatrix, DVector};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::time::Instant;
|
||||
|
||||
pub mod optimizer;
|
||||
pub mod losses;
|
||||
pub mod callbacks;
|
||||
|
||||
pub use optimizer::{Optimizer, AdamOptimizer, SgdOptimizer};
|
||||
pub use losses::{LossFunction, MseLoss, SmoothnessPenalty};
|
||||
pub use callbacks::{Callback, EarlyStoppingCallback, CheckpointCallback};
|
||||
|
||||
/// Training result containing model and metrics
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct TrainingResult {
|
||||
/// Training history
|
||||
pub history: TrainingHistory,
|
||||
/// Final model state
|
||||
pub final_loss: f64,
|
||||
/// Whether training converged
|
||||
pub converged: bool,
|
||||
/// Total training time in seconds
|
||||
pub total_time_seconds: f64,
|
||||
/// Best validation loss achieved
|
||||
pub best_val_loss: f64,
|
||||
/// Epoch at which best validation loss was achieved
|
||||
pub best_epoch: u32,
|
||||
}
|
||||
|
||||
/// Training history tracking
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct TrainingHistory {
|
||||
/// Training loss per epoch
|
||||
pub train_losses: Vec<f64>,
|
||||
/// Validation loss per epoch
|
||||
pub val_losses: Vec<f64>,
|
||||
/// Learning rate per epoch
|
||||
pub learning_rates: Vec<f64>,
|
||||
/// Training time per epoch (seconds)
|
||||
pub epoch_times: Vec<f64>,
|
||||
/// Additional metrics per epoch
|
||||
pub metrics: Vec<EpochMetrics>,
|
||||
}
|
||||
|
||||
/// Metrics tracked per epoch
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct EpochMetrics {
|
||||
/// Epoch number
|
||||
pub epoch: u32,
|
||||
/// Training samples processed
|
||||
pub samples_processed: usize,
|
||||
/// Average gradient norm
|
||||
pub avg_gradient_norm: f64,
|
||||
/// Parameter update magnitude
|
||||
pub param_update_norm: f64,
|
||||
/// Memory usage in bytes
|
||||
pub memory_usage_bytes: usize,
|
||||
/// System B specific metrics
|
||||
pub system_b_metrics: Option<SystemBMetrics>,
|
||||
}
|
||||
|
||||
/// System B specific training metrics
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SystemBMetrics {
|
||||
/// Gate pass rate during training
|
||||
pub gate_pass_rate: f64,
|
||||
/// Average certificate error
|
||||
pub avg_certificate_error: f64,
|
||||
/// Kalman filter prediction error
|
||||
pub kalman_prediction_error: f64,
|
||||
/// Active selection efficiency
|
||||
pub active_selection_efficiency: f64,
|
||||
/// Residual learning loss
|
||||
pub residual_loss: f64,
|
||||
}
|
||||
|
||||
/// Main trainer for temporal neural networks
|
||||
pub struct Trainer {
|
||||
/// Training configuration
|
||||
config: TrainingConfig,
|
||||
/// Optimizer
|
||||
optimizer: Box<dyn Optimizer>,
|
||||
/// Loss function
|
||||
loss_fn: Box<dyn LossFunction>,
|
||||
/// Callbacks
|
||||
callbacks: Vec<Box<dyn Callback>>,
|
||||
/// Training history
|
||||
history: TrainingHistory,
|
||||
/// Current epoch
|
||||
current_epoch: u32,
|
||||
/// Best validation loss
|
||||
best_val_loss: f64,
|
||||
/// Early stopping patience counter
|
||||
patience_counter: u32,
|
||||
}
|
||||
|
||||
impl Trainer {
|
||||
/// Create a new trainer
|
||||
pub fn new(config: TrainingConfig) -> Result<Self> {
|
||||
// Create optimizer
|
||||
let optimizer: Box<dyn Optimizer> = match config.optimizer.as_str() {
|
||||
"adam" => Box::new(AdamOptimizer::new(config.learning_rate)),
|
||||
"sgd" => Box::new(SgdOptimizer::new(config.learning_rate)),
|
||||
"rmsprop" => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: "RMSprop optimizer not yet implemented".to_string(),
|
||||
field: Some("optimizer".to_string()),
|
||||
});
|
||||
}
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!("Unknown optimizer: {}", config.optimizer),
|
||||
field: Some("optimizer".to_string()),
|
||||
});
|
||||
}
|
||||
};
|
||||
|
||||
// Create loss function
|
||||
let loss_fn: Box<dyn LossFunction> = Box::new(MseLoss::new(config.smoothness_weight));
|
||||
|
||||
// Create callbacks
|
||||
let mut callbacks: Vec<Box<dyn Callback>> = Vec::new();
|
||||
|
||||
// Add early stopping
|
||||
callbacks.push(Box::new(EarlyStoppingCallback::new(
|
||||
config.patience,
|
||||
1e-6, // min_delta
|
||||
)));
|
||||
|
||||
// Add checkpointing
|
||||
if config.checkpoint_frequency > 0 {
|
||||
callbacks.push(Box::new(CheckpointCallback::new(
|
||||
config.checkpoint_frequency,
|
||||
"checkpoints".to_string(),
|
||||
)));
|
||||
}
|
||||
|
||||
Ok(Self {
|
||||
config,
|
||||
optimizer,
|
||||
loss_fn,
|
||||
callbacks,
|
||||
history: TrainingHistory {
|
||||
train_losses: Vec::new(),
|
||||
val_losses: Vec::new(),
|
||||
learning_rates: Vec::new(),
|
||||
epoch_times: Vec::new(),
|
||||
metrics: Vec::new(),
|
||||
},
|
||||
current_epoch: 0,
|
||||
best_val_loss: f64::INFINITY,
|
||||
patience_counter: 0,
|
||||
})
|
||||
}
|
||||
|
||||
/// Train System A (traditional approach)
|
||||
pub fn train_system_a(
|
||||
&mut self,
|
||||
model: &mut SystemA,
|
||||
data: &DataSplits,
|
||||
) -> Result<TrainingResult> {
|
||||
log::info!("Starting System A training");
|
||||
let start_time = Instant::now();
|
||||
|
||||
data.validate()?;
|
||||
|
||||
for epoch in 0..self.config.epochs {
|
||||
self.current_epoch = epoch;
|
||||
let epoch_start = Instant::now();
|
||||
|
||||
// Training phase
|
||||
let train_loss = self.train_epoch_system_a(model, &data.train)?;
|
||||
|
||||
// Validation phase
|
||||
let val_loss = self.evaluate_system_a(model, &data.val)?;
|
||||
|
||||
// Update learning rate
|
||||
let current_lr = self.optimizer.get_learning_rate();
|
||||
|
||||
// Create epoch metrics
|
||||
let metrics = EpochMetrics {
|
||||
epoch,
|
||||
samples_processed: data.train.len(),
|
||||
avg_gradient_norm: 0.0, // Would be computed during training
|
||||
param_update_norm: 0.0, // Would be computed during optimization
|
||||
memory_usage_bytes: model.memory_usage(),
|
||||
system_b_metrics: None,
|
||||
};
|
||||
|
||||
// Update history
|
||||
self.history.train_losses.push(train_loss);
|
||||
self.history.val_losses.push(val_loss);
|
||||
self.history.learning_rates.push(current_lr);
|
||||
self.history.epoch_times.push(epoch_start.elapsed().as_secs_f64());
|
||||
self.history.metrics.push(metrics);
|
||||
|
||||
// Check for improvement
|
||||
if val_loss < self.best_val_loss {
|
||||
self.best_val_loss = val_loss;
|
||||
self.patience_counter = 0;
|
||||
} else {
|
||||
self.patience_counter += 1;
|
||||
}
|
||||
|
||||
// Early stopping check
|
||||
if self.patience_counter >= self.config.patience {
|
||||
log::info!("Early stopping triggered at epoch {}", epoch);
|
||||
break;
|
||||
}
|
||||
|
||||
// Progress logging
|
||||
if epoch % self.config.val_frequency == 0 {
|
||||
log::info!(
|
||||
"Epoch {}: train_loss={:.6}, val_loss={:.6}, lr={:.6}",
|
||||
epoch, train_loss, val_loss, current_lr
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
let total_time = start_time.elapsed().as_secs_f64();
|
||||
let converged = self.patience_counter < self.config.patience;
|
||||
|
||||
Ok(TrainingResult {
|
||||
history: self.history.clone(),
|
||||
final_loss: self.history.train_losses.last().copied().unwrap_or(f64::INFINITY),
|
||||
converged,
|
||||
total_time_seconds: total_time,
|
||||
best_val_loss: self.best_val_loss,
|
||||
best_epoch: self.find_best_epoch(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Train System B (temporal solver approach)
|
||||
pub fn train_system_b(
|
||||
&mut self,
|
||||
model: &mut SystemB,
|
||||
data: &DataSplits,
|
||||
) -> Result<TrainingResult> {
|
||||
log::info!("Starting System B training with temporal solver");
|
||||
let start_time = Instant::now();
|
||||
|
||||
data.validate()?;
|
||||
|
||||
for epoch in 0..self.config.epochs {
|
||||
self.current_epoch = epoch;
|
||||
let epoch_start = Instant::now();
|
||||
|
||||
// Training phase with active selection
|
||||
let (train_loss, system_b_metrics) = if epoch < 2 {
|
||||
// First 2 epochs: use all data like System A
|
||||
let loss = self.train_epoch_system_b_full(model, &data.train)?;
|
||||
(loss, self.compute_system_b_metrics(model)?)
|
||||
} else {
|
||||
// From epoch 3: use active selection
|
||||
let (loss, metrics) = self.train_epoch_system_b_active(model, &data.train)?;
|
||||
(loss, metrics)
|
||||
};
|
||||
|
||||
// Validation phase
|
||||
let val_loss = self.evaluate_system_b(model, &data.val)?;
|
||||
|
||||
// Update learning rate
|
||||
let current_lr = self.optimizer.get_learning_rate();
|
||||
|
||||
// Create epoch metrics
|
||||
let metrics = EpochMetrics {
|
||||
epoch,
|
||||
samples_processed: data.train.len(),
|
||||
avg_gradient_norm: 0.0, // Would be computed during training
|
||||
param_update_norm: 0.0, // Would be computed during optimization
|
||||
memory_usage_bytes: model.memory_usage(),
|
||||
system_b_metrics: Some(system_b_metrics),
|
||||
};
|
||||
|
||||
// Update history
|
||||
self.history.train_losses.push(train_loss);
|
||||
self.history.val_losses.push(val_loss);
|
||||
self.history.learning_rates.push(current_lr);
|
||||
self.history.epoch_times.push(epoch_start.elapsed().as_secs_f64());
|
||||
self.history.metrics.push(metrics);
|
||||
|
||||
// Check for improvement
|
||||
if val_loss < self.best_val_loss {
|
||||
self.best_val_loss = val_loss;
|
||||
self.patience_counter = 0;
|
||||
} else {
|
||||
self.patience_counter += 1;
|
||||
}
|
||||
|
||||
// Early stopping check
|
||||
if self.patience_counter >= self.config.patience {
|
||||
log::info!("Early stopping triggered at epoch {}", epoch);
|
||||
break;
|
||||
}
|
||||
|
||||
// Progress logging
|
||||
if epoch % self.config.val_frequency == 0 {
|
||||
log::info!(
|
||||
"Epoch {}: train_loss={:.6}, val_loss={:.6}, gate_pass_rate={:.3}, lr={:.6}",
|
||||
epoch, train_loss, val_loss,
|
||||
self.history.metrics.last().unwrap().system_b_metrics.as_ref()
|
||||
.map_or(0.0, |m| m.gate_pass_rate),
|
||||
current_lr
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
let total_time = start_time.elapsed().as_secs_f64();
|
||||
let converged = self.patience_counter < self.config.patience;
|
||||
|
||||
Ok(TrainingResult {
|
||||
history: self.history.clone(),
|
||||
final_loss: self.history.train_losses.last().copied().unwrap_or(f64::INFINITY),
|
||||
converged,
|
||||
total_time_seconds: total_time,
|
||||
best_val_loss: self.best_val_loss,
|
||||
best_epoch: self.find_best_epoch(),
|
||||
})
|
||||
}
|
||||
|
||||
/// Train one epoch for System A
|
||||
fn train_epoch_system_a(&mut self, model: &mut SystemA, samples: &[WindowedSample]) -> Result<f64> {
|
||||
let mut total_loss = 0.0;
|
||||
let mut sample_count = 0;
|
||||
|
||||
// Process samples in batches
|
||||
for batch in samples.chunks(self.config.batch_size as usize) {
|
||||
let batch_loss = self.process_batch_system_a(model, batch)?;
|
||||
total_loss += batch_loss;
|
||||
sample_count += batch.len();
|
||||
}
|
||||
|
||||
Ok(total_loss / sample_count as f64)
|
||||
}
|
||||
|
||||
/// Train one epoch for System B (full data)
|
||||
fn train_epoch_system_b_full(&mut self, model: &mut SystemB, samples: &[WindowedSample]) -> Result<f64> {
|
||||
let mut total_loss = 0.0;
|
||||
let mut sample_count = 0;
|
||||
|
||||
// Process samples in batches
|
||||
for batch in samples.chunks(self.config.batch_size as usize) {
|
||||
let batch_loss = self.process_batch_system_b(model, batch)?;
|
||||
total_loss += batch_loss;
|
||||
sample_count += batch.len();
|
||||
}
|
||||
|
||||
Ok(total_loss / sample_count as f64)
|
||||
}
|
||||
|
||||
/// Train one epoch for System B with active selection
|
||||
fn train_epoch_system_b_active(
|
||||
&mut self,
|
||||
model: &mut SystemB,
|
||||
samples: &[WindowedSample],
|
||||
) -> Result<(f64, SystemBMetrics)> {
|
||||
// Get active selector
|
||||
let selector = model.active_selector()
|
||||
.ok_or_else(|| TemporalNeuralError::TrainingError {
|
||||
epoch: self.current_epoch as usize,
|
||||
message: "Active selector not available".to_string(),
|
||||
metrics: None,
|
||||
})?;
|
||||
|
||||
// Extract embeddings and compute errors for all samples
|
||||
let (embeddings, errors) = self.extract_embeddings_and_errors(model, samples)?;
|
||||
|
||||
// Add samples to selector
|
||||
selector.add_samples(&embeddings, &errors)?;
|
||||
|
||||
// Select active samples
|
||||
let selected_indices = selector.select_samples()?;
|
||||
|
||||
// Train on selected samples
|
||||
let selected_samples: Vec<&WindowedSample> = selected_indices
|
||||
.iter()
|
||||
.map(|&idx| &samples[idx])
|
||||
.collect();
|
||||
|
||||
let mut total_loss = 0.0;
|
||||
let mut sample_count = 0;
|
||||
|
||||
for batch in selected_samples.chunks(self.config.batch_size as usize) {
|
||||
let batch_loss = self.process_batch_system_b(model, batch)?;
|
||||
total_loss += batch_loss;
|
||||
sample_count += batch.len();
|
||||
}
|
||||
|
||||
let avg_loss = total_loss / sample_count as f64;
|
||||
let metrics = self.compute_system_b_metrics(model)?;
|
||||
|
||||
Ok((avg_loss, metrics))
|
||||
}
|
||||
|
||||
/// Process a batch of samples for System A
|
||||
fn process_batch_system_a(&mut self, model: &mut SystemA, batch: &[&WindowedSample]) -> Result<f64> {
|
||||
let mut batch_loss = 0.0;
|
||||
|
||||
for &sample in batch {
|
||||
// Forward pass
|
||||
let prediction = model.forward(&sample.input)?;
|
||||
|
||||
// Compute loss
|
||||
let loss = self.loss_fn.compute_loss(&prediction, &sample.target)?;
|
||||
batch_loss += loss;
|
||||
|
||||
// Backward pass (simplified - in practice would compute gradients)
|
||||
// This would involve computing gradients and updating parameters
|
||||
}
|
||||
|
||||
// Apply optimizer (simplified)
|
||||
self.optimizer.step(model.parameters_mut())?;
|
||||
|
||||
Ok(batch_loss / batch.len() as f64)
|
||||
}
|
||||
|
||||
/// Process a batch of samples for System B
|
||||
fn process_batch_system_b(&mut self, model: &mut SystemB, batch: &[&WindowedSample]) -> Result<f64> {
|
||||
let mut batch_loss = 0.0;
|
||||
let mut predictions = Vec::new();
|
||||
let mut targets = Vec::new();
|
||||
|
||||
for &sample in batch {
|
||||
// Forward pass with solver verification
|
||||
let prediction_result = model.predict_with_solver(&sample.input)?;
|
||||
|
||||
// Update Kalman filter with ground truth
|
||||
model.update_kalman_state(&sample.target)?;
|
||||
|
||||
// Store for batch loss computation
|
||||
predictions.push(prediction_result);
|
||||
targets.push(sample.target.clone());
|
||||
}
|
||||
|
||||
// Compute residual learning loss
|
||||
let residual_loss = model.compute_residual_loss(&predictions, &targets)?;
|
||||
|
||||
// Compute regularization terms
|
||||
let reg_loss = model.compute_regularization_loss(&predictions);
|
||||
|
||||
batch_loss = residual_loss + reg_loss;
|
||||
|
||||
// Apply optimizer (simplified)
|
||||
self.optimizer.step(model.parameters_mut())?;
|
||||
|
||||
Ok(batch_loss)
|
||||
}
|
||||
|
||||
/// Evaluate System A on validation/test data
|
||||
fn evaluate_system_a(&self, model: &SystemA, samples: &[WindowedSample]) -> Result<f64> {
|
||||
let mut total_loss = 0.0;
|
||||
let mut sample_count = 0;
|
||||
|
||||
for sample in samples {
|
||||
let prediction = model.forward(&sample.input)?;
|
||||
let loss = self.loss_fn.compute_loss(&prediction, &sample.target)?;
|
||||
total_loss += loss;
|
||||
sample_count += 1;
|
||||
}
|
||||
|
||||
Ok(total_loss / sample_count as f64)
|
||||
}
|
||||
|
||||
/// Evaluate System B on validation/test data
|
||||
fn evaluate_system_b(&self, model: &SystemB, samples: &[WindowedSample]) -> Result<f64> {
|
||||
let mut total_loss = 0.0;
|
||||
let mut sample_count = 0;
|
||||
|
||||
for sample in samples {
|
||||
// Use simple forward pass for evaluation (without solver verification for speed)
|
||||
let prediction = model.forward(&sample.input)?;
|
||||
let loss = self.loss_fn.compute_loss(&prediction, &sample.target)?;
|
||||
total_loss += loss;
|
||||
sample_count += 1;
|
||||
}
|
||||
|
||||
Ok(total_loss / sample_count as f64)
|
||||
}
|
||||
|
||||
/// Extract embeddings and compute errors for active selection
|
||||
fn extract_embeddings_and_errors(
|
||||
&self,
|
||||
model: &SystemB,
|
||||
samples: &[WindowedSample],
|
||||
) -> Result<(Vec<DVector<f64>>, Vec<f64>)> {
|
||||
let mut embeddings = Vec::new();
|
||||
let mut errors = Vec::new();
|
||||
|
||||
for sample in samples {
|
||||
// Get prediction
|
||||
let prediction = model.forward(&sample.input)?;
|
||||
|
||||
// Compute error
|
||||
let error = (&prediction - &sample.target).norm();
|
||||
errors.push(error);
|
||||
|
||||
// For embeddings, we'd extract hidden layer activations
|
||||
// For simplicity, use a hash of the input as embedding
|
||||
let embedding = self.compute_simple_embedding(&sample.input);
|
||||
embeddings.push(embedding);
|
||||
}
|
||||
|
||||
Ok((embeddings, errors))
|
||||
}
|
||||
|
||||
/// Compute simple embedding (placeholder)
|
||||
fn compute_simple_embedding(&self, input: &DMatrix<f64>) -> DVector<f64> {
|
||||
// Simplified: use mean and std of each feature as embedding
|
||||
let mut embedding = Vec::new();
|
||||
|
||||
for i in 0..input.nrows() {
|
||||
let row_data: Vec<f64> = input.row(i).iter().cloned().collect();
|
||||
let mean = row_data.iter().sum::<f64>() / row_data.len() as f64;
|
||||
let variance = row_data.iter()
|
||||
.map(|x| (x - mean).powi(2))
|
||||
.sum::<f64>() / row_data.len() as f64;
|
||||
|
||||
embedding.push(mean);
|
||||
embedding.push(variance.sqrt());
|
||||
}
|
||||
|
||||
DVector::from_vec(embedding)
|
||||
}
|
||||
|
||||
/// Compute System B specific metrics
|
||||
fn compute_system_b_metrics(&self, model: &SystemB) -> Result<SystemBMetrics> {
|
||||
let solver_stats = model.get_solver_stats();
|
||||
|
||||
Ok(SystemBMetrics {
|
||||
gate_pass_rate: solver_stats.gate_pass_rate,
|
||||
avg_certificate_error: solver_stats.avg_certificate_error,
|
||||
kalman_prediction_error: solver_stats.kalman_prediction_error,
|
||||
active_selection_efficiency: 1.0, // Would be computed from selector stats
|
||||
residual_loss: 0.0, // Would be tracked during training
|
||||
})
|
||||
}
|
||||
|
||||
/// Find the epoch with the best validation loss
|
||||
fn find_best_epoch(&self) -> u32 {
|
||||
self.history.val_losses
|
||||
.iter()
|
||||
.enumerate()
|
||||
.min_by(|a, b| a.1.partial_cmp(b.1).unwrap())
|
||||
.map(|(idx, _)| idx as u32)
|
||||
.unwrap_or(0)
|
||||
}
|
||||
|
||||
/// Get training history
|
||||
pub fn get_history(&self) -> &TrainingHistory {
|
||||
&self.history
|
||||
}
|
||||
|
||||
/// Reset trainer for new training run
|
||||
pub fn reset(&mut self) {
|
||||
self.history = TrainingHistory {
|
||||
train_losses: Vec::new(),
|
||||
val_losses: Vec::new(),
|
||||
learning_rates: Vec::new(),
|
||||
epoch_times: Vec::new(),
|
||||
metrics: Vec::new(),
|
||||
};
|
||||
self.current_epoch = 0;
|
||||
self.best_val_loss = f64::INFINITY;
|
||||
self.patience_counter = 0;
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::{
|
||||
config::{Config, ModelConfig, TrainingConfig},
|
||||
data::TimeSeriesData,
|
||||
};
|
||||
|
||||
fn create_test_config() -> TrainingConfig {
|
||||
TrainingConfig {
|
||||
optimizer: "adam".to_string(),
|
||||
learning_rate: 1e-3,
|
||||
batch_size: 32,
|
||||
epochs: 5,
|
||||
patience: 10,
|
||||
val_frequency: 1,
|
||||
grad_clip: Some(1.0),
|
||||
weight_decay: 1e-4,
|
||||
smoothness_weight: 0.1,
|
||||
checkpoint_frequency: 0,
|
||||
}
|
||||
}
|
||||
|
||||
fn create_test_data() -> DataSplits {
|
||||
// Create minimal test data
|
||||
let n_samples = 1000;
|
||||
let features = nalgebra::DMatrix::from_fn(4, n_samples, |i, j| {
|
||||
(i as f64 + j as f64 * 0.01).sin()
|
||||
});
|
||||
|
||||
let data = TimeSeriesData::new(
|
||||
features,
|
||||
vec!["x".to_string(), "y".to_string(), "vx".to_string(), "vy".to_string()],
|
||||
100.0,
|
||||
"test".to_string(),
|
||||
);
|
||||
|
||||
data.temporal_split(0.8, 0.1, 0.1).unwrap()
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_trainer_creation() {
|
||||
let config = create_test_config();
|
||||
let trainer = Trainer::new(config).unwrap();
|
||||
|
||||
assert_eq!(trainer.current_epoch, 0);
|
||||
assert_eq!(trainer.best_val_loss, f64::INFINITY);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_system_a_training() {
|
||||
let training_config = create_test_config();
|
||||
let mut trainer = Trainer::new(training_config).unwrap();
|
||||
|
||||
let model_config = ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 8,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
};
|
||||
|
||||
let mut model = SystemA::new(&model_config).unwrap();
|
||||
let data = create_test_data();
|
||||
|
||||
// This is a simplified test - full training would require gradient computation
|
||||
// For now, just test that the training loop runs without errors
|
||||
let result = trainer.train_system_a(&mut model, &data);
|
||||
assert!(result.is_ok());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_training_history() {
|
||||
let config = create_test_config();
|
||||
let trainer = Trainer::new(config).unwrap();
|
||||
|
||||
let history = trainer.get_history();
|
||||
assert!(history.train_losses.is_empty());
|
||||
assert!(history.val_losses.is_empty());
|
||||
}
|
||||
}
|
||||
Vendored
+237
@@ -0,0 +1,237 @@
|
||||
//! Optimizers for neural network training
|
||||
|
||||
use crate::{
|
||||
error::{Result, TemporalNeuralError},
|
||||
models::ModelParams,
|
||||
};
|
||||
|
||||
/// Trait for optimization algorithms
|
||||
pub trait Optimizer: Send + Sync {
|
||||
/// Perform one optimization step
|
||||
fn step(&mut self, params: &mut dyn ModelParams) -> Result<()>;
|
||||
|
||||
/// Get current learning rate
|
||||
fn get_learning_rate(&self) -> f64;
|
||||
|
||||
/// Set learning rate
|
||||
fn set_learning_rate(&mut self, lr: f64);
|
||||
|
||||
/// Reset optimizer state
|
||||
fn reset(&mut self);
|
||||
}
|
||||
|
||||
/// Adam optimizer implementation
|
||||
pub struct AdamOptimizer {
|
||||
learning_rate: f64,
|
||||
beta1: f64,
|
||||
beta2: f64,
|
||||
epsilon: f64,
|
||||
step_count: usize,
|
||||
}
|
||||
|
||||
impl AdamOptimizer {
|
||||
/// Create new Adam optimizer
|
||||
pub fn new(learning_rate: f64) -> Self {
|
||||
Self {
|
||||
learning_rate,
|
||||
beta1: 0.9,
|
||||
beta2: 0.999,
|
||||
epsilon: 1e-8,
|
||||
step_count: 0,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create Adam optimizer with custom parameters
|
||||
pub fn with_params(learning_rate: f64, beta1: f64, beta2: f64, epsilon: f64) -> Self {
|
||||
Self {
|
||||
learning_rate,
|
||||
beta1,
|
||||
beta2,
|
||||
epsilon,
|
||||
step_count: 0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Optimizer for AdamOptimizer {
|
||||
fn step(&mut self, params: &mut dyn ModelParams) -> Result<()> {
|
||||
self.step_count += 1;
|
||||
|
||||
// In a full implementation, this would:
|
||||
// 1. Compute bias-corrected first and second moment estimates
|
||||
// 2. Update parameters using adaptive learning rates
|
||||
// For now, just apply basic gradient update
|
||||
|
||||
params.update_parameters(self.learning_rate);
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn get_learning_rate(&self) -> f64 {
|
||||
self.learning_rate
|
||||
}
|
||||
|
||||
fn set_learning_rate(&mut self, lr: f64) {
|
||||
self.learning_rate = lr;
|
||||
}
|
||||
|
||||
fn reset(&mut self) {
|
||||
self.step_count = 0;
|
||||
}
|
||||
}
|
||||
|
||||
/// SGD optimizer implementation
|
||||
pub struct SgdOptimizer {
|
||||
learning_rate: f64,
|
||||
momentum: f64,
|
||||
weight_decay: f64,
|
||||
}
|
||||
|
||||
impl SgdOptimizer {
|
||||
/// Create new SGD optimizer
|
||||
pub fn new(learning_rate: f64) -> Self {
|
||||
Self {
|
||||
learning_rate,
|
||||
momentum: 0.0,
|
||||
weight_decay: 0.0,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create SGD optimizer with momentum
|
||||
pub fn with_momentum(learning_rate: f64, momentum: f64) -> Self {
|
||||
Self {
|
||||
learning_rate,
|
||||
momentum,
|
||||
weight_decay: 0.0,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Optimizer for SgdOptimizer {
|
||||
fn step(&mut self, params: &mut dyn ModelParams) -> Result<()> {
|
||||
// Apply weight decay
|
||||
if self.weight_decay > 0.0 {
|
||||
params.apply_l2_regularization(self.weight_decay);
|
||||
}
|
||||
|
||||
// Update parameters
|
||||
params.update_parameters(self.learning_rate);
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn get_learning_rate(&self) -> f64 {
|
||||
self.learning_rate
|
||||
}
|
||||
|
||||
fn set_learning_rate(&mut self, lr: f64) {
|
||||
self.learning_rate = lr;
|
||||
}
|
||||
|
||||
fn reset(&mut self) {
|
||||
// No state to reset for basic SGD
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
// Mock implementation for testing
|
||||
struct MockParams {
|
||||
values: Vec<f64>,
|
||||
gradients: Vec<f64>,
|
||||
}
|
||||
|
||||
impl ModelParams for MockParams {
|
||||
fn initialize(_config: &crate::config::ModelConfig, _rng: &mut impl rand::Rng) -> Self {
|
||||
Self {
|
||||
values: vec![1.0, 2.0, 3.0],
|
||||
gradients: vec![0.1, 0.2, 0.3],
|
||||
}
|
||||
}
|
||||
|
||||
fn parameter_count(&self) -> usize {
|
||||
self.values.len()
|
||||
}
|
||||
|
||||
fn apply_l2_regularization(&mut self, weight_decay: f64) {
|
||||
for (grad, ¶m) in self.gradients.iter_mut().zip(self.values.iter()) {
|
||||
*grad += weight_decay * param;
|
||||
}
|
||||
}
|
||||
|
||||
fn clip_gradients(&mut self, _max_norm: f64) {
|
||||
// Simple implementation
|
||||
}
|
||||
|
||||
fn zero_gradients(&mut self) {
|
||||
self.gradients.fill(0.0);
|
||||
}
|
||||
|
||||
fn update_parameters(&mut self, learning_rate: f64) {
|
||||
for (param, &grad) in self.values.iter_mut().zip(self.gradients.iter()) {
|
||||
*param -= learning_rate * grad;
|
||||
}
|
||||
}
|
||||
|
||||
fn parameter_stats(&self) -> crate::models::ParameterStats {
|
||||
crate::models::ParameterStats {
|
||||
mean_abs_value: 0.0,
|
||||
std_dev: 0.0,
|
||||
min_value: 0.0,
|
||||
max_value: 0.0,
|
||||
mean_abs_gradient: None,
|
||||
gradient_norm: None,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_adam_optimizer() {
|
||||
let mut optimizer = AdamOptimizer::new(0.01);
|
||||
let mut params = MockParams::initialize(
|
||||
&crate::config::ModelConfig {
|
||||
model_type: "test".to_string(),
|
||||
hidden_size: 1,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "linear".to_string(),
|
||||
layer_norm: false,
|
||||
},
|
||||
&mut rand::thread_rng(),
|
||||
);
|
||||
|
||||
let initial_values = params.values.clone();
|
||||
|
||||
optimizer.step(&mut params).unwrap();
|
||||
|
||||
// Parameters should have changed
|
||||
assert_ne!(params.values, initial_values);
|
||||
assert_eq!(optimizer.get_learning_rate(), 0.01);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_sgd_optimizer() {
|
||||
let mut optimizer = SgdOptimizer::new(0.1);
|
||||
let mut params = MockParams::initialize(
|
||||
&crate::config::ModelConfig {
|
||||
model_type: "test".to_string(),
|
||||
hidden_size: 1,
|
||||
num_layers: 1,
|
||||
dropout: 0.0,
|
||||
residual: false,
|
||||
activation: "linear".to_string(),
|
||||
layer_norm: false,
|
||||
},
|
||||
&mut rand::thread_rng(),
|
||||
);
|
||||
|
||||
let initial_values = params.values.clone();
|
||||
|
||||
optimizer.step(&mut params).unwrap();
|
||||
|
||||
// Parameters should have changed
|
||||
assert_ne!(params.values, initial_values);
|
||||
assert_eq!(optimizer.get_learning_rate(), 0.1);
|
||||
}
|
||||
}
|
||||
+183
@@ -0,0 +1,183 @@
|
||||
//! Utility functions and helpers
|
||||
|
||||
use crate::error::{Result, TemporalNeuralError};
|
||||
use nalgebra::DMatrix;
|
||||
use std::time::{Duration, Instant};
|
||||
|
||||
/// Timer for performance measurement
|
||||
pub struct Timer {
|
||||
start: Instant,
|
||||
name: String,
|
||||
}
|
||||
|
||||
impl Timer {
|
||||
pub fn new(name: &str) -> Self {
|
||||
Self {
|
||||
start: Instant::now(),
|
||||
name: name.to_string(),
|
||||
}
|
||||
}
|
||||
|
||||
pub fn elapsed(&self) -> Duration {
|
||||
self.start.elapsed()
|
||||
}
|
||||
|
||||
pub fn elapsed_ms(&self) -> f64 {
|
||||
self.elapsed().as_secs_f64() * 1000.0
|
||||
}
|
||||
|
||||
pub fn elapsed_micros(&self) -> f64 {
|
||||
self.elapsed().as_secs_f64() * 1_000_000.0
|
||||
}
|
||||
}
|
||||
|
||||
impl Drop for Timer {
|
||||
fn drop(&mut self) {
|
||||
println!("{}: {:.3}ms", self.name, self.elapsed_ms());
|
||||
}
|
||||
}
|
||||
|
||||
/// Mathematical utilities
|
||||
pub mod math {
|
||||
use super::*;
|
||||
|
||||
/// Compute softmax activation
|
||||
pub fn softmax(input: &[f64]) -> Vec<f64> {
|
||||
let max_val = input.iter().fold(f64::NEG_INFINITY, |a, &b| a.max(b));
|
||||
let exp_vals: Vec<f64> = input.iter().map(|&x| (x - max_val).exp()).collect();
|
||||
let sum: f64 = exp_vals.iter().sum();
|
||||
exp_vals.iter().map(|&x| x / sum).collect()
|
||||
}
|
||||
|
||||
/// Compute ReLU activation
|
||||
pub fn relu(x: f64) -> f64 {
|
||||
x.max(0.0)
|
||||
}
|
||||
|
||||
/// Compute tanh activation
|
||||
pub fn tanh_activation(x: f64) -> f64 {
|
||||
x.tanh()
|
||||
}
|
||||
|
||||
/// Compute sigmoid activation
|
||||
pub fn sigmoid(x: f64) -> f64 {
|
||||
1.0 / (1.0 + (-x).exp())
|
||||
}
|
||||
|
||||
/// Compute mean squared error
|
||||
pub fn mse(predicted: &[f64], actual: &[f64]) -> Result<f64> {
|
||||
if predicted.len() != actual.len() {
|
||||
return Err(TemporalNeuralError::DimensionMismatch {
|
||||
message: "Predicted and actual arrays have different lengths".to_string(),
|
||||
expected: Some(actual.len().to_string()),
|
||||
actual: Some(predicted.len().to_string()),
|
||||
context: Some("mse computation".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
let sum_sq_error: f64 = predicted
|
||||
.iter()
|
||||
.zip(actual.iter())
|
||||
.map(|(&p, &a)| (p - a).powi(2))
|
||||
.sum();
|
||||
|
||||
Ok(sum_sq_error / predicted.len() as f64)
|
||||
}
|
||||
|
||||
/// Compute mean absolute error
|
||||
pub fn mae(predicted: &[f64], actual: &[f64]) -> Result<f64> {
|
||||
if predicted.len() != actual.len() {
|
||||
return Err(TemporalNeuralError::DimensionMismatch {
|
||||
message: "Predicted and actual arrays have different lengths".to_string(),
|
||||
expected: Some(actual.len().to_string()),
|
||||
actual: Some(predicted.len().to_string()),
|
||||
context: Some("mae computation".to_string()),
|
||||
});
|
||||
}
|
||||
|
||||
let sum_abs_error: f64 = predicted
|
||||
.iter()
|
||||
.zip(actual.iter())
|
||||
.map(|(&p, &a)| (p - a).abs())
|
||||
.sum();
|
||||
|
||||
Ok(sum_abs_error / predicted.len() as f64)
|
||||
}
|
||||
}
|
||||
|
||||
/// Memory utilities
|
||||
pub mod memory {
|
||||
use super::*;
|
||||
|
||||
/// Get current memory usage in bytes
|
||||
pub fn get_memory_usage() -> Result<usize> {
|
||||
// Placeholder for memory monitoring
|
||||
// In real implementation, would use system calls
|
||||
Ok(0)
|
||||
}
|
||||
|
||||
/// Calculate matrix memory footprint
|
||||
pub fn matrix_memory_size(matrix: &DMatrix<f64>) -> usize {
|
||||
matrix.nrows() * matrix.ncols() * std::mem::size_of::<f64>()
|
||||
}
|
||||
}
|
||||
|
||||
/// Validation utilities
|
||||
pub mod validation {
|
||||
use super::*;
|
||||
|
||||
/// Validate matrix dimensions for operations
|
||||
pub fn validate_matrix_dims(
|
||||
a: &DMatrix<f64>,
|
||||
b: &DMatrix<f64>,
|
||||
operation: &str,
|
||||
) -> Result<()> {
|
||||
match operation {
|
||||
"multiply" => {
|
||||
if a.ncols() != b.nrows() {
|
||||
return Err(TemporalNeuralError::DimensionMismatch {
|
||||
message: "Matrix dimensions incompatible for multiplication".to_string(),
|
||||
expected: Some(a.ncols().to_string()),
|
||||
actual: Some(b.nrows().to_string()),
|
||||
context: Some("matrix multiplication".to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
"add" | "subtract" => {
|
||||
if a.shape() != b.shape() {
|
||||
return Err(TemporalNeuralError::DimensionMismatch {
|
||||
message: "Matrix shapes must match for addition/subtraction".to_string(),
|
||||
expected: Some(format!("{}x{}", a.nrows(), a.ncols())),
|
||||
actual: Some(format!("{}x{}", b.nrows(), b.ncols())),
|
||||
context: Some(operation.to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
_ => {
|
||||
return Err(TemporalNeuralError::ConfigurationError {
|
||||
message: format!("Unknown operation: {}", operation),
|
||||
field: Some("operation".to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Validate prediction bounds
|
||||
pub fn validate_prediction_bounds(prediction: &[f64], bounds: (f64, f64)) -> Result<()> {
|
||||
for &value in prediction {
|
||||
if value < bounds.0 || value > bounds.1 {
|
||||
return Err(TemporalNeuralError::ValidationError {
|
||||
message: format!(
|
||||
"Prediction value {} outside bounds [{}, {}]",
|
||||
value, bounds.0, bounds.1
|
||||
),
|
||||
expected: Some(format!("[{}, {}]", bounds.0, bounds.1)),
|
||||
actual: Some(value.to_string()),
|
||||
rule: Some("bounds_check".to_string()),
|
||||
});
|
||||
}
|
||||
}
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
+618
@@ -0,0 +1,618 @@
|
||||
//! WASM bindings for temporal neural network
|
||||
//!
|
||||
//! This module provides WebAssembly bindings for the temporal neural network,
|
||||
//! enabling sub-millisecond neural inference in web browsers and Node.js.
|
||||
|
||||
use wasm_bindgen::prelude::*;
|
||||
use js_sys::{Array, Object, Reflect};
|
||||
use web_sys::console;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::collections::HashMap;
|
||||
|
||||
use crate::{
|
||||
config::{Config, ModelConfig, TrainingConfig, InferenceConfig},
|
||||
error::{Result, TemporalNeuralError},
|
||||
};
|
||||
|
||||
// When the `wee_alloc` feature is enabled, use `wee_alloc` as the global allocator.
|
||||
#[cfg(feature = "wee_alloc")]
|
||||
#[global_allocator]
|
||||
static ALLOC: wee_alloc::WeeAlloc = wee_alloc::WeeAlloc::INIT;
|
||||
|
||||
#[wasm_bindgen(start)]
|
||||
pub fn main() {
|
||||
console_error_panic_hook::set_once();
|
||||
console::log_1(&"Temporal Neural Solver initialized".into());
|
||||
}
|
||||
|
||||
/// WASM wrapper for temporal neural network configuration
|
||||
#[wasm_bindgen]
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct WasmConfig {
|
||||
inner: Config,
|
||||
}
|
||||
|
||||
#[wasm_bindgen]
|
||||
impl WasmConfig {
|
||||
/// Create a new configuration from JSON
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(json_config: &str) -> Result<WasmConfig, JsValue> {
|
||||
let config: Config = serde_json::from_str(json_config)
|
||||
.map_err(|e| JsValue::from_str(&format!("Invalid config: {}", e)))?;
|
||||
Ok(WasmConfig { inner: config })
|
||||
}
|
||||
|
||||
/// Create default configuration for System A
|
||||
#[wasm_bindgen(js_name = systemA)]
|
||||
pub fn system_a() -> WasmConfig {
|
||||
// Create default System A config - simplified for WASM demo
|
||||
let config = Config {
|
||||
common: crate::config::CommonConfig {
|
||||
horizon_ms: 100,
|
||||
window_ms: 256,
|
||||
sample_rate_hz: 1000,
|
||||
features: vec!["x".to_string(), "y".to_string(), "vx".to_string(), "vy".to_string()],
|
||||
quantize: true,
|
||||
random_seed: Some(42),
|
||||
verbose: false,
|
||||
},
|
||||
model: ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 32,
|
||||
num_layers: 2,
|
||||
dropout: 0.1,
|
||||
residual: true,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
},
|
||||
training: TrainingConfig {
|
||||
optimizer: "adam".to_string(),
|
||||
learning_rate: 0.001,
|
||||
batch_size: 32,
|
||||
epochs: 100,
|
||||
patience: 10,
|
||||
val_frequency: 5,
|
||||
grad_clip: Some(1.0),
|
||||
weight_decay: 0.0001,
|
||||
smoothness_weight: 0.1,
|
||||
checkpoint_frequency: 10,
|
||||
},
|
||||
inference: InferenceConfig {
|
||||
target_latency_ms: 0.9,
|
||||
enable_simd: false, // Disabled for WASM compatibility
|
||||
num_threads: 1,
|
||||
pin_memory: false,
|
||||
cpu_affinity: None,
|
||||
batch_size: 1,
|
||||
},
|
||||
system: crate::config::SystemConfig::Traditional(crate::config::TraditionalConfig {
|
||||
enabled: true,
|
||||
}),
|
||||
};
|
||||
WasmConfig { inner: config }
|
||||
}
|
||||
|
||||
/// Create default configuration for System B (temporal solver)
|
||||
#[wasm_bindgen(js_name = systemB)]
|
||||
pub fn system_b() -> WasmConfig {
|
||||
// Create default System B config - simplified for WASM demo
|
||||
let config = Config {
|
||||
common: crate::config::CommonConfig {
|
||||
horizon_ms: 100,
|
||||
window_ms: 256,
|
||||
sample_rate_hz: 1000,
|
||||
features: vec!["x".to_string(), "y".to_string(), "vx".to_string(), "vy".to_string()],
|
||||
quantize: true,
|
||||
random_seed: Some(42),
|
||||
verbose: false,
|
||||
},
|
||||
model: ModelConfig {
|
||||
model_type: "micro_gru".to_string(),
|
||||
hidden_size: 32,
|
||||
num_layers: 2,
|
||||
dropout: 0.1,
|
||||
residual: true,
|
||||
activation: "tanh".to_string(),
|
||||
layer_norm: false,
|
||||
},
|
||||
training: TrainingConfig {
|
||||
optimizer: "adam".to_string(),
|
||||
learning_rate: 0.001,
|
||||
batch_size: 32,
|
||||
epochs: 100,
|
||||
patience: 10,
|
||||
val_frequency: 5,
|
||||
grad_clip: Some(1.0),
|
||||
weight_decay: 0.0001,
|
||||
smoothness_weight: 0.1,
|
||||
checkpoint_frequency: 10,
|
||||
},
|
||||
inference: InferenceConfig {
|
||||
target_latency_ms: 0.9,
|
||||
enable_simd: false, // Disabled for WASM compatibility
|
||||
num_threads: 1,
|
||||
pin_memory: false,
|
||||
cpu_affinity: None,
|
||||
batch_size: 1,
|
||||
},
|
||||
system: crate::config::SystemConfig::TemporalSolver(crate::config::TemporalSolverConfig {
|
||||
prior: crate::config::KalmanConfig {
|
||||
process_noise: 0.01,
|
||||
measurement_noise: 0.1,
|
||||
initial_uncertainty: 1.0,
|
||||
transition_model: "constant_velocity".to_string(),
|
||||
update_frequency: 100.0,
|
||||
},
|
||||
solver_gate: crate::config::SolverGateConfig {
|
||||
algorithm: "neumann".to_string(),
|
||||
error_threshold: 0.01,
|
||||
max_iterations: 100,
|
||||
confidence_threshold: 0.9,
|
||||
fallback_enabled: true,
|
||||
},
|
||||
active_selection: crate::config::ActiveSelectionConfig {
|
||||
enabled: true,
|
||||
selection_ratio: 0.1,
|
||||
embedding_dim: 16,
|
||||
pagerank_damping: 0.85,
|
||||
update_frequency: 10,
|
||||
},
|
||||
}),
|
||||
};
|
||||
WasmConfig { inner: config }
|
||||
}
|
||||
|
||||
/// Export configuration as JSON
|
||||
#[wasm_bindgen(js_name = toJSON)]
|
||||
pub fn to_json(&self) -> String {
|
||||
serde_json::to_string_pretty(&self.inner).unwrap_or_default()
|
||||
}
|
||||
}
|
||||
|
||||
/// WASM wrapper for temporal neural network models
|
||||
#[wasm_bindgen]
|
||||
pub struct WasmTemporalSolver {
|
||||
predictor: Option<Box<dyn PredictorTrait>>,
|
||||
model_type: String,
|
||||
config: Config,
|
||||
is_trained: bool,
|
||||
}
|
||||
|
||||
/// Trait for unified predictor interface in WASM
|
||||
trait PredictorTrait {
|
||||
fn predict(&mut self, input: &[f64]) -> Result<Prediction>;
|
||||
fn predict_batch(&mut self, inputs: &[Vec<f64>]) -> Result<Vec<Prediction>>;
|
||||
fn get_latency_stats(&self) -> LatencyStats;
|
||||
fn warmup(&mut self, iterations: u32) -> Result<()>;
|
||||
}
|
||||
|
||||
/// Wrapper for System A predictor
|
||||
struct SystemAPredictor {
|
||||
predictor: Predictor,
|
||||
}
|
||||
|
||||
impl PredictorTrait for SystemAPredictor {
|
||||
fn predict(&mut self, input: &[f64]) -> Result<Prediction> {
|
||||
let matrix = nalgebra::DMatrix::from_row_slice(4, input.len() / 4, input);
|
||||
self.predictor.predict(&matrix)
|
||||
}
|
||||
|
||||
fn predict_batch(&mut self, inputs: &[Vec<f64>]) -> Result<Vec<Prediction>> {
|
||||
let matrices: Result<Vec<_>> = inputs.iter()
|
||||
.map(|input| {
|
||||
Ok(nalgebra::DMatrix::from_row_slice(4, input.len() / 4, input))
|
||||
})
|
||||
.collect();
|
||||
self.predictor.predict_batch(&matrices?)
|
||||
}
|
||||
|
||||
fn get_latency_stats(&self) -> LatencyStats {
|
||||
let stats = self.predictor.get_statistics();
|
||||
LatencyStats {
|
||||
avg_latency_us: stats.avg_latency_us,
|
||||
p50_latency_us: stats.p50_latency_us,
|
||||
p99_latency_us: stats.p99_latency_us,
|
||||
p99_9_latency_us: stats.p99_9_latency_us,
|
||||
violation_rate: stats.violation_rate,
|
||||
throughput_pred_per_sec: stats.throughput_pred_per_sec,
|
||||
}
|
||||
}
|
||||
|
||||
fn warmup(&mut self, iterations: u32) -> Result<()> {
|
||||
self.predictor.warmup(iterations as usize)
|
||||
}
|
||||
}
|
||||
|
||||
/// Wrapper for System B predictor
|
||||
struct SystemBPredictor {
|
||||
predictor: Predictor,
|
||||
}
|
||||
|
||||
impl PredictorTrait for SystemBPredictor {
|
||||
fn predict(&mut self, input: &[f64]) -> Result<Prediction> {
|
||||
let matrix = nalgebra::DMatrix::from_row_slice(4, input.len() / 4, input);
|
||||
self.predictor.predict(&matrix)
|
||||
}
|
||||
|
||||
fn predict_batch(&mut self, inputs: &[Vec<f64>]) -> Result<Vec<Prediction>> {
|
||||
let matrices: Result<Vec<_>> = inputs.iter()
|
||||
.map(|input| {
|
||||
Ok(nalgebra::DMatrix::from_row_slice(4, input.len() / 4, input))
|
||||
})
|
||||
.collect();
|
||||
self.predictor.predict_batch(&matrices?)
|
||||
}
|
||||
|
||||
fn get_latency_stats(&self) -> LatencyStats {
|
||||
let stats = self.predictor.get_statistics();
|
||||
LatencyStats {
|
||||
avg_latency_us: stats.avg_latency_us,
|
||||
p50_latency_us: stats.p50_latency_us,
|
||||
p99_latency_us: stats.p99_latency_us,
|
||||
p99_9_latency_us: stats.p99_9_latency_us,
|
||||
violation_rate: stats.violation_rate,
|
||||
throughput_pred_per_sec: stats.throughput_pred_per_sec,
|
||||
}
|
||||
}
|
||||
|
||||
fn warmup(&mut self, iterations: u32) -> Result<()> {
|
||||
self.predictor.warmup(iterations as usize)
|
||||
}
|
||||
}
|
||||
|
||||
/// Latency statistics for WASM export
|
||||
#[wasm_bindgen]
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct LatencyStats {
|
||||
pub avg_latency_us: f64,
|
||||
pub p50_latency_us: f64,
|
||||
pub p99_latency_us: f64,
|
||||
pub p99_9_latency_us: f64,
|
||||
pub violation_rate: f64,
|
||||
pub throughput_pred_per_sec: f64,
|
||||
}
|
||||
|
||||
/// Prediction result for WASM export
|
||||
#[wasm_bindgen]
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct WasmPrediction {
|
||||
prediction: Prediction,
|
||||
}
|
||||
|
||||
#[wasm_bindgen]
|
||||
impl WasmPrediction {
|
||||
/// Get predicted values as array
|
||||
#[wasm_bindgen(getter = values)]
|
||||
pub fn values(&self) -> Vec<f64> {
|
||||
self.prediction.values.as_slice().to_vec()
|
||||
}
|
||||
|
||||
/// Get confidence score (0.0 to 1.0)
|
||||
#[wasm_bindgen(getter = confidence)]
|
||||
pub fn confidence(&self) -> f64 {
|
||||
self.prediction.confidence
|
||||
}
|
||||
|
||||
/// Get prediction latency in microseconds
|
||||
#[wasm_bindgen(getter = latency_us)]
|
||||
pub fn latency_us(&self) -> f64 {
|
||||
self.prediction.latency_us
|
||||
}
|
||||
|
||||
/// Get certificate error bound (System B only)
|
||||
#[wasm_bindgen(getter = certificate_error)]
|
||||
pub fn certificate_error(&self) -> Option<f64> {
|
||||
self.prediction.certificate.as_ref().map(|c| c.error_bound)
|
||||
}
|
||||
|
||||
/// Check if solver gate passed (System B only)
|
||||
#[wasm_bindgen(getter = gate_passed)]
|
||||
pub fn gate_passed(&self) -> Option<bool> {
|
||||
self.prediction.certificate.as_ref().map(|c| c.is_valid)
|
||||
}
|
||||
|
||||
/// Get prediction metadata as JSON
|
||||
#[wasm_bindgen(js_name = getMetadataJSON)]
|
||||
pub fn get_metadata_json(&self) -> String {
|
||||
serde_json::to_string(&self.prediction.metadata).unwrap_or_default()
|
||||
}
|
||||
}
|
||||
|
||||
#[wasm_bindgen]
|
||||
impl WasmTemporalSolver {
|
||||
/// Create a new temporal solver instance
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(config: &WasmConfig) -> WasmTemporalSolver {
|
||||
WasmTemporalSolver {
|
||||
predictor: None,
|
||||
model_type: "uninitialized".to_string(),
|
||||
config: config.inner.clone(),
|
||||
is_trained: false,
|
||||
}
|
||||
}
|
||||
|
||||
/// Initialize System A (traditional neural network)
|
||||
#[wasm_bindgen(js_name = initSystemA)]
|
||||
pub fn init_system_a(&mut self) -> Result<(), JsValue> {
|
||||
let model = SystemA::new(&self.config.model)
|
||||
.map_err(|e| JsValue::from_str(&format!("Failed to create System A: {}", e)))?;
|
||||
|
||||
let predictor = Predictor::new_system_a(model, self.config.inference.clone())
|
||||
.map_err(|e| JsValue::from_str(&format!("Failed to create predictor: {}", e)))?;
|
||||
|
||||
self.predictor = Some(Box::new(SystemAPredictor { predictor }));
|
||||
self.model_type = "SystemA".to_string();
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Initialize System B (temporal solver neural network)
|
||||
#[wasm_bindgen(js_name = initSystemB)]
|
||||
pub fn init_system_b(&mut self) -> Result<(), JsValue> {
|
||||
let temporal_config = match &self.config.system {
|
||||
crate::config::SystemConfig::TemporalSolver(config) => config.clone(),
|
||||
_ => return Err(JsValue::from_str("Config must be for temporal solver system")),
|
||||
};
|
||||
|
||||
let model = SystemB::new(&self.config.model, &temporal_config)
|
||||
.map_err(|e| JsValue::from_str(&format!("Failed to create System B: {}", e)))?;
|
||||
|
||||
let predictor = Predictor::new_system_b(model, self.config.inference.clone())
|
||||
.map_err(|e| JsValue::from_str(&format!("Failed to create predictor: {}", e)))?;
|
||||
|
||||
self.predictor = Some(Box::new(SystemBPredictor { predictor }));
|
||||
self.model_type = "SystemB".to_string();
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Perform single prediction
|
||||
#[wasm_bindgen]
|
||||
pub fn predict(&mut self, input: &[f64]) -> Result<WasmPrediction, JsValue> {
|
||||
let predictor = self.predictor.as_mut()
|
||||
.ok_or_else(|| JsValue::from_str("Model not initialized"))?;
|
||||
|
||||
let prediction = predictor.predict(input)
|
||||
.map_err(|e| JsValue::from_str(&format!("Prediction failed: {}", e)))?;
|
||||
|
||||
Ok(WasmPrediction { prediction })
|
||||
}
|
||||
|
||||
/// Perform batch predictions
|
||||
#[wasm_bindgen(js_name = predictBatch)]
|
||||
pub fn predict_batch(&mut self, inputs: &JsValue) -> Result<Array, JsValue> {
|
||||
let predictor = self.predictor.as_mut()
|
||||
.ok_or_else(|| JsValue::from_str("Model not initialized"))?;
|
||||
|
||||
// Convert JS array to Vec<Vec<f64>>
|
||||
let js_array = Array::from(inputs);
|
||||
let mut input_vectors = Vec::new();
|
||||
|
||||
for i in 0..js_array.length() {
|
||||
let js_input = js_array.get(i);
|
||||
let input_array = Array::from(&js_input);
|
||||
let mut input_vec = Vec::new();
|
||||
|
||||
for j in 0..input_array.length() {
|
||||
let val = input_array.get(j).as_f64()
|
||||
.ok_or_else(|| JsValue::from_str("Input must be numeric"))?;
|
||||
input_vec.push(val);
|
||||
}
|
||||
input_vectors.push(input_vec);
|
||||
}
|
||||
|
||||
let predictions = predictor.predict_batch(&input_vectors)
|
||||
.map_err(|e| JsValue::from_str(&format!("Batch prediction failed: {}", e)))?;
|
||||
|
||||
let result_array = Array::new();
|
||||
for prediction in predictions {
|
||||
let wasm_pred = WasmPrediction { prediction };
|
||||
result_array.push(&JsValue::from(wasm_pred));
|
||||
}
|
||||
|
||||
Ok(result_array)
|
||||
}
|
||||
|
||||
/// Get current latency statistics
|
||||
#[wasm_bindgen(js_name = getStats)]
|
||||
pub fn get_stats(&self) -> Result<LatencyStats, JsValue> {
|
||||
let predictor = self.predictor.as_ref()
|
||||
.ok_or_else(|| JsValue::from_str("Model not initialized"))?;
|
||||
|
||||
Ok(predictor.get_latency_stats())
|
||||
}
|
||||
|
||||
/// Warm up the model for consistent latency
|
||||
#[wasm_bindgen]
|
||||
pub fn warmup(&mut self, iterations: u32) -> Result<(), JsValue> {
|
||||
let predictor = self.predictor.as_mut()
|
||||
.ok_or_else(|| JsValue::from_str("Model not initialized"))?;
|
||||
|
||||
predictor.warmup(iterations)
|
||||
.map_err(|e| JsValue::from_str(&format!("Warmup failed: {}", e)))?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
/// Check if model meets performance targets
|
||||
#[wasm_bindgen(js_name = meetsTargets)]
|
||||
pub fn meets_targets(&self) -> bool {
|
||||
if let Some(predictor) = &self.predictor {
|
||||
let stats = predictor.get_latency_stats();
|
||||
stats.p99_9_latency_us <= 900.0 && stats.violation_rate <= 0.001
|
||||
} else {
|
||||
false
|
||||
}
|
||||
}
|
||||
|
||||
/// Get model type
|
||||
#[wasm_bindgen(getter = model_type)]
|
||||
pub fn model_type(&self) -> String {
|
||||
self.model_type.clone()
|
||||
}
|
||||
|
||||
/// Check if model is trained
|
||||
#[wasm_bindgen(getter = is_trained)]
|
||||
pub fn is_trained(&self) -> bool {
|
||||
self.is_trained
|
||||
}
|
||||
|
||||
/// Get build information
|
||||
#[wasm_bindgen(js_name = getBuildInfo)]
|
||||
pub fn get_build_info() -> String {
|
||||
let build_info = crate::build_info();
|
||||
serde_json::to_string(&build_info).unwrap_or_default()
|
||||
}
|
||||
|
||||
/// Benchmark the solver
|
||||
#[wasm_bindgen]
|
||||
pub fn benchmark(&mut self, num_predictions: u32) -> Result<String, JsValue> {
|
||||
let predictor = self.predictor.as_mut()
|
||||
.ok_or_else(|| JsValue::from_str("Model not initialized"))?;
|
||||
|
||||
let start_time = js_sys::Date::now();
|
||||
let test_input = vec![1.0; 1024]; // 4x256 test input
|
||||
|
||||
for _ in 0..num_predictions {
|
||||
predictor.predict(&test_input)
|
||||
.map_err(|e| JsValue::from_str(&format!("Benchmark prediction failed: {}", e)))?;
|
||||
}
|
||||
|
||||
let end_time = js_sys::Date::now();
|
||||
let total_time_ms = end_time - start_time;
|
||||
let avg_latency_ms = total_time_ms / num_predictions as f64;
|
||||
let throughput = num_predictions as f64 / (total_time_ms / 1000.0);
|
||||
|
||||
let stats = predictor.get_latency_stats();
|
||||
|
||||
let benchmark_result = serde_json::json!({
|
||||
"num_predictions": num_predictions,
|
||||
"total_time_ms": total_time_ms,
|
||||
"avg_latency_ms": avg_latency_ms,
|
||||
"avg_latency_us": avg_latency_ms * 1000.0,
|
||||
"throughput_pred_per_sec": throughput,
|
||||
"p99_9_latency_us": stats.p99_9_latency_us,
|
||||
"meets_target": avg_latency_ms * 1000.0 <= 900.0,
|
||||
"model_type": self.model_type,
|
||||
});
|
||||
|
||||
Ok(benchmark_result.to_string())
|
||||
}
|
||||
}
|
||||
|
||||
/// Utilities for WASM
|
||||
#[wasm_bindgen]
|
||||
pub struct WasmUtils;
|
||||
|
||||
#[wasm_bindgen]
|
||||
impl WasmUtils {
|
||||
/// Get version information
|
||||
#[wasm_bindgen(js_name = getVersion)]
|
||||
pub fn get_version() -> String {
|
||||
crate::VERSION.to_string()
|
||||
}
|
||||
|
||||
/// Check if SIMD is supported
|
||||
#[wasm_bindgen(js_name = hasSIMD)]
|
||||
pub fn has_simd() -> bool {
|
||||
// In WASM, SIMD support would need to be detected at runtime
|
||||
false // Conservative default
|
||||
}
|
||||
|
||||
/// Log message to console
|
||||
#[wasm_bindgen(js_name = log)]
|
||||
pub fn log(message: &str) {
|
||||
console::log_1(&message.into());
|
||||
}
|
||||
|
||||
/// Generate sample trajectory data for testing
|
||||
#[wasm_bindgen(js_name = generateSampleData)]
|
||||
pub fn generate_sample_data(length: u32) -> Array {
|
||||
let mut data = Array::new();
|
||||
|
||||
for i in 0..length {
|
||||
let t = i as f64 * 0.01;
|
||||
let trajectory = Array::new();
|
||||
|
||||
// Simple circular trajectory
|
||||
trajectory.push(&JsValue::from(t.cos())); // x
|
||||
trajectory.push(&JsValue::from(t.sin())); // y
|
||||
trajectory.push(&JsValue::from(-t.sin())); // vx
|
||||
trajectory.push(&JsValue::from(t.cos())); // vy
|
||||
|
||||
data.push(&trajectory);
|
||||
}
|
||||
|
||||
data
|
||||
}
|
||||
|
||||
/// Calculate temporal lead for given distance
|
||||
#[wasm_bindgen(js_name = calculateTemporalLead)]
|
||||
pub fn calculate_temporal_lead(distance_km: f64, computation_us: f64) -> f64 {
|
||||
let light_speed_km_per_s = 299_792.458; // km/ms in vacuum
|
||||
let light_travel_us = (distance_km / light_speed_km_per_s) * 1000.0;
|
||||
light_travel_us - computation_us
|
||||
}
|
||||
}
|
||||
|
||||
/// Training interface for WASM (simplified)
|
||||
#[wasm_bindgen]
|
||||
pub struct WasmTrainer {
|
||||
trainer: Option<Trainer>,
|
||||
config: TrainingConfig,
|
||||
}
|
||||
|
||||
#[wasm_bindgen]
|
||||
impl WasmTrainer {
|
||||
/// Create new trainer
|
||||
#[wasm_bindgen(constructor)]
|
||||
pub fn new(config_json: &str) -> Result<WasmTrainer, JsValue> {
|
||||
let config: TrainingConfig = serde_json::from_str(config_json)
|
||||
.map_err(|e| JsValue::from_str(&format!("Invalid training config: {}", e)))?;
|
||||
|
||||
let trainer = Trainer::new(config.clone())
|
||||
.map_err(|e| JsValue::from_str(&format!("Failed to create trainer: {}", e)))?;
|
||||
|
||||
Ok(WasmTrainer {
|
||||
trainer: Some(trainer),
|
||||
config,
|
||||
})
|
||||
}
|
||||
|
||||
/// Train model with provided data
|
||||
#[wasm_bindgen]
|
||||
pub fn train(&mut self, data_json: &str) -> Result<String, JsValue> {
|
||||
let _trainer = self.trainer.as_mut()
|
||||
.ok_or_else(|| JsValue::from_str("Trainer not initialized"))?;
|
||||
|
||||
// For WASM, we'll provide a simplified training interface
|
||||
// Full training would require streaming data support
|
||||
let result = serde_json::json!({
|
||||
"message": "Training interface available - use full Rust API for production training",
|
||||
"epochs_completed": 0,
|
||||
"final_loss": 0.0,
|
||||
"training_time_seconds": 0.0
|
||||
});
|
||||
|
||||
Ok(result.to_string())
|
||||
}
|
||||
}
|
||||
|
||||
// Error handling utilities
|
||||
impl From<TemporalNeuralError> for JsValue {
|
||||
fn from(error: TemporalNeuralError) -> Self {
|
||||
JsValue::from_str(&format!("{}", error))
|
||||
}
|
||||
}
|
||||
|
||||
// Export main initialization function
|
||||
#[wasm_bindgen]
|
||||
extern "C" {
|
||||
#[wasm_bindgen(js_namespace = console)]
|
||||
fn log(s: &str);
|
||||
}
|
||||
|
||||
// Macro for logging from WASM
|
||||
macro_rules! console_log {
|
||||
($($t:tt)*) => (log(&format_args!($($t)*).to_string()))
|
||||
}
|
||||
|
||||
pub(crate) use console_log;
|
||||
Reference in New Issue
Block a user