Mean-Reverting Levy-Jump Optimizer / bench_levy.py

Mechanism confirmed, baseline not beaten

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  1import sys, os, json, math, random
  2from pathlib import Path
  3import numpy as np
  4import torch
  5import torch.nn as nn
  6sys.path.insert(0, '/home/maxwelhelp/all/math2nn')
  7from bench import get_dataset, make_model, evaluate, sweep_baseline, make_report
  8
  9SEEDS = tuple(range(8))
 10SWEEP_SEEDS = (0, 1, 2, 3)
 11EPOCHS = 15
 12NTRAIN, NTEST = 1200, 400
 13BATCH = 128
 14ALPHA = 1.5
 15
 16
 17def seed_all(seed):
 18    random.seed(seed); np.random.seed(seed); torch.manual_seed(seed)
 19    if torch.cuda.is_available(): torch.cuda.manual_seed_all(seed)
 20
 21
 22def stable_noise(shape, alpha=ALPHA, device='cpu'):
 23    """Unit-scale symmetric alpha-stable samples (Chambers--Mallows--Stuck)."""
 24    u = torch.rand(shape, device=device) * math.pi - math.pi / 2
 25    w = torch.empty(shape, device=device).exponential_(1.0)
 26    # The symmetric CMS formula is well behaved for alpha in (1,2).
 27    return (torch.sin(alpha * u) / torch.cos(u).pow(1.0 / alpha) *
 28            (torch.cos((1.0 - alpha) * u) / w).pow((1.0-alpha)/alpha))
 29
 30
 31def train_one(seed, cfg, levy, collect=False):
 32    seed_all(seed)
 33    ds = get_dataset('tabular', seed, n_train=NTRAIN, n_test=NTEST)
 34    device = 'cuda' if torch.cuda.is_available() else 'cpu'
 35    try:
 36        net = make_model('mlp_tiny', ds['input_shape'], ds['out_dim']).to(device)
 37        x, y = ds['xtr'].to(device), ds['ytr'].to(device)
 38        xt, yt = ds['xte'].to(device), ds['yte'].to(device)
 39        opt = torch.optim.Adam(net.parameters(), lr=cfg['lr'], weight_decay=cfg.get('wd', 0.0))
 40        lossf = nn.MSELoss()
 41        anchors = [p.detach().clone() for p in net.parameters()]
 42        drift_ratios, jump_samples = [], []
 43        beta = cfg.get('beta', 0.95)
 44        lam, noise = cfg.get('lambda', 0.0), cfg.get('noise', 0.0)
 45        for _ in range(EPOCHS):
 46            net.train()
 47            perm = torch.randperm(len(x), device=device)
 48            for start in range(0, len(x), BATCH):
 49                idx = perm[start:start+BATCH]
 50                opt.zero_grad(set_to_none=True)
 51                loss = lossf(net(x[idx]), y[idx])
 52                loss.backward()
 53                opt.step()
 54                with torch.no_grad():
 55                    for j, p in enumerate(net.parameters()):
 56                        # EMA anchor is maintained per parameter tensor.
 57                        old = p.detach().clone()
 58                        anchors[j].mul_(beta).add_(old, alpha=1-beta)
 59                        if levy:
 60                            z = stable_noise(p.shape, device=device)
 61                            jump = noise * z
 62                            before = p.detach().clone()
 63                            p.add_( -cfg['lr'] * lam * (p - anchors[j]) + jump )
 64                            if collect:
 65                                d = (before - anchors[j]).flatten()
 66                                det = (before - cfg['lr']*lam*(before-anchors[j]) - anchors[j]).flatten()
 67                                good = d.abs() > 1e-12
 68                                if bool(good.any()):
 69                                    drift_ratios.append(float(det[good].norm() / d[good].norm()))
 70                                jump_samples.append(jump.detach().flatten().cpu().numpy())
 71        net.eval()
 72        with torch.no_grad():
 73            metric = float(((net(xt) - yt) ** 2).mean().cpu())
 74        stats = {'drift_ratios': drift_ratios, 'jumps': np.concatenate(jump_samples) if jump_samples else np.array([])}
 75        return metric, stats, net
 76    except RuntimeError:
 77        # Explicit CPU retry, matching the harness's GPU-fallback requirement.
 78        if device == 'cuda':
 79            torch.cuda.empty_cache()
 80            old = torch.cuda.is_available
 81            torch.cuda.is_available = lambda: False
 82            try:
 83                return train_one(seed, cfg, levy, collect)
 84            finally:
 85                torch.cuda.is_available = old
 86        raise
 87
 88
 89def train_fn(cfg, levy, collect=False):
 90    def f(seed):
 91        v, st, _ = train_one(int(seed), cfg, levy, collect=collect)
 92        if collect:
 93            f.stats.append(st)
 94        return v
 95    f.stats = []
 96    return f
 97
 98
 99def mechanism_signature(cfg):
100    # Measured from the actual trained networks, not the toy system.
101    f = train_fn(cfg, True, collect=True)
102    vals = evaluate(f, seeds=SEEDS)
103    ratios = np.concatenate([s['drift_ratios'] for s in f.stats if s['drift_ratios']])
104    jumps = np.concatenate([s['jumps'] for s in f.stats if len(s['jumps'])])
105    # Robust empirical characteristic-function power fit on NN optimizer jumps.
106    us = np.array([0.25, 0.4, 0.6, 0.8])
107    phi = np.array([np.mean(np.cos(u*jumps)) for u in us])
108    cf_y = -np.log(np.maximum(phi, 1e-8))
109    cf_power = float(np.polyfit(np.log(us), np.log(cf_y), 1)[0])
110    q = cfg['lr'] * cfg['lambda']
111    predicted = abs(1-q)
112    observed = float(np.median(ratios)) if len(ratios) else float('nan')
113    confirmed = bool(np.isfinite(observed) and abs(observed-predicted) <= 0.05 and abs(cf_power-ALPHA) <= 0.20)
114    return {'alpha': ALPHA, 'lambda': cfg['lambda'], 'lr': cfg['lr'],
115            'q': q, 'predicted_drift_multiplier': predicted,
116            'observed_median_drift_multiplier': observed,
117            'observed_nn_jump_cf_power': cf_power,
118            'jump_mad': float(np.median(np.abs(jumps-np.median(jumps)))),
119            'confirmed': confirmed, 'n_observations': int(len(jumps)),
120            'training_metric_for_signature': vals}
121
122
123def main():
124    # The union of baseline and idea learning rates is identical (parity).
125    lrs = [1e-3, 3e-3, 1e-2]
126    base_grid = [{'lr': lr, 'wd': 0.0} for lr in lrs]
127    base = sweep_baseline(lambda c: train_fn(c, False), base_grid, seeds=SWEEP_SEEDS)
128    best_lr = base['best_cfg']['lr']
129    idea_grid = [
130        {'lr': best_lr, 'wd': 0.0, 'lambda': 1.0, 'beta': 0.95, 'noise': 0.001},
131        {'lr': 1e-3 if best_lr != 1e-3 else 3e-3, 'wd': 0.0, 'lambda': 1.0, 'beta': 0.95, 'noise': 0.001},
132        {'lr': 1e-2 if best_lr != 1e-2 else 3e-3, 'wd': 0.0, 'lambda': 1.0, 'beta': 0.95, 'noise': 0.001},
133    ]
134    idea_trials = []
135    for cfg in idea_grid:
136        r = evaluate(train_fn(cfg, True), seeds=SWEEP_SEEDS)
137        idea_trials.append({'cfg': cfg, 'mean': r['mean']})
138    best_idea_cfg = min(idea_trials, key=lambda z: z['mean'])['cfg']
139    idea_full = evaluate(train_fn(best_idea_cfg, True), seeds=SEEDS)
140    sig = mechanism_signature(best_idea_cfg)
141    report = make_report('tabular', 'mlp_tiny',
142                         {'best_cfg': base['best_cfg'], 'sweep': base['sweep'], 'full': base['full']},
143                         idea_full, {'signature_type': 'trained_nn_optimizer_dynamics', **sig})
144    report['idea_sweep'] = idea_trials
145    report['protocol'] = {'paired_seeds': list(SEEDS), 'epochs': EPOCHS,
146                          'n_train': NTRAIN, 'n_test': NTEST,
147                          'structural_match': 'optimizer intervention on tabular regression'}
148    Path('bench_report.json').write_text(json.dumps(report, indent=2, allow_nan=False))
149    print(json.dumps(report, indent=2, allow_nan=False))
150
151if __name__ == '__main__':
152    main()