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rustytorch/examples/pinn_mre_helmholtz/src/lib.rs
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//! Physics-Informed Neural Network (PINN) for 1D MRE Helmholtz Equation - Library Interface
//!
//! This module exposes the core types and functions for benchmarking.
pub mod uber_kernel;
pub mod cuda_stream_context;
pub mod pinn_graph;
pub mod backward;
pub mod gpu_adam;
#[cfg(feature = "cuda")]
pub mod unsafe_graph;
// Re-exports for convenience
#[cfg(feature = "cuda")]
pub use cuda_stream_context::PinnStreamContext;
#[cfg(feature = "cuda")]
pub use cuda_stream_context::CachedGpuPtrs;
#[cfg(feature = "cuda")]
pub use pinn_graph::PinnGraph;
#[cfg(feature = "cuda")]
pub use unsafe_graph::UnsafeGraph;
pub use backward::{GradientWorkspace, layer_backward, fourier_backward, mse_backward};
#[cfg(feature = "cuda")]
pub use backward::{layer_backward_inplace, mse_backward_inplace, fourier_backward_inplace};
pub use gpu_adam::GpuAdam;
use anyhow::Result;
use num_complex::Complex64;
use std::f64::consts::PI;
use std::collections::HashMap;
// RustyTorch++ imports
use rtx_tensor::{Tensor, Device};
use rtx_autograd::clear_tape;
use rtx_nn::Linear;
#[cfg(feature = "cuda")]
use std::sync::Arc;
#[cfg(feature = "cuda")]
use cudarc::driver::safe::CudaStream;
use rtx_nn::layers::Module;
use rtx_transformers::optimizers::{AdamOptimizer, AdamConfig};
use rtx_transformers::schedulers::{ReduceLROnPlateauScheduler, PlateauMode, ThresholdMode};
// =============================================================================
// CONFIGURATION
// =============================================================================
/// Configuration for physics, network, and training parameters
#[derive(Debug, Clone)]
pub struct Config {
// Physics parameters
pub rho: f64,
pub freq: f64,
pub l: f64,
pub u0: f64,
pub g_prime_true: f64,
pub g_double_true: f64,
// Grid parameters
pub n_data: usize,
pub n_pde: usize,
// Network architecture (LFFN-MLP)
pub u_layers: usize,
pub u_hidden: usize,
pub u_ff_dim: usize,
pub u_ff_scale: f64,
// Training parameters
pub lr: f64,
pub epochs: usize,
pub scheduler_patience: usize,
pub scheduler_factor: f64,
// Loss weights
pub data_weight: f64,
pub pde_weight: f64,
// Logging
pub print_every: usize,
}
impl Default for Config {
fn default() -> Self {
Self {
rho: 1040.0,
freq: 50.0,
l: 0.1,
u0: 1e-6,
g_prime_true: 3000.0,
g_double_true: 1500.0,
n_data: 200,
n_pde: 200,
u_layers: 4,
u_hidden: 64,
u_ff_dim: 64,
u_ff_scale: 10.0,
lr: 1e-3,
epochs: 50_000,
scheduler_patience: 500,
scheduler_factor: 0.5,
data_weight: 1.0,
pde_weight: 1e-6,
print_every: 500,
}
}
}
// =============================================================================
// SYNTHETIC DATA GENERATION
// =============================================================================
/// Calculate the complex wave number k = sqrt(ρω²/G*)
pub fn calculate_k(cfg: &Config) -> Complex64 {
let omega = 2.0 * PI * cfg.freq;
let g_complex = Complex64::new(cfg.g_prime_true, cfg.g_double_true);
let k_sq = cfg.rho * omega.powi(2) / g_complex;
let mut k = k_sq.sqrt();
if k.im < 0.0 {
k = -k;
}
k
}
/// Generate synthetic displacement data: u(x) = U0 * exp(i*k*x)
pub fn synthesize_displacement(cfg: &Config) -> (Vec<f64>, Vec<f64>, Vec<f64>, Complex64) {
let k = calculate_k(cfg);
let x: Vec<f64> = (0..cfg.n_data)
.map(|i| i as f64 * cfg.l / (cfg.n_data - 1) as f64)
.collect();
let u_complex: Vec<Complex64> = x.iter()
.map(|&xi| cfg.u0 * (Complex64::i() * k * xi).exp())
.collect();
let u_real: Vec<f64> = u_complex.iter().map(|u| u.re).collect();
let u_imag: Vec<f64> = u_complex.iter().map(|u| u.im).collect();
(x, u_real, u_imag, k)
}
/// Generate exact analytical derivatives for validation
pub fn synthesize_exact_derivatives(
cfg: &Config,
k: Complex64,
) -> (Vec<[f64; 2]>, Vec<[f64; 2]>) {
let (_x, u_r, u_i, _) = synthesize_displacement(cfg);
let u_complex: Vec<Complex64> = u_r.iter().zip(u_i.iter())
.map(|(&r, &i)| Complex64::new(r, i))
.collect();
let dudx: Vec<[f64; 2]> = u_complex.iter()
.map(|&u| {
let d = Complex64::i() * k * u;
[d.re, d.im]
})
.collect();
let d2udx2: Vec<[f64; 2]> = u_complex.iter()
.map(|&u| {
let d = -(k * k) * u;
[d.re, d.im]
})
.collect();
(dudx, d2udx2)
}
// =============================================================================
// FORWARD WORKSPACE - Pre-allocated buffers for zero-allocation forward pass
// =============================================================================
/// Pre-allocated buffers for forward pass (zero allocation after initialization)
///
/// This workspace holds all intermediate tensors needed during the forward pass,
/// allowing the PINN to reuse memory across iterations instead of allocating new
/// tensors on every forward call.
///
/// Phase 4 optimizations: Uses fused Fourier features kernel that combines
/// matmul + scale + sin/cos + concat into a single CUDA kernel launch.
#[derive(Debug)]
pub struct ForwardWorkspace {
/// Fourier features buffer: [batch, ff_dim * 2] = [sin(x @ B * scale), cos(x @ B * scale)]
/// This is the output of the fused Fourier features kernel
pub features: Tensor,
/// Hidden layer buffers: [batch, hidden_dim] × num_layers
pub hidden_layers: Vec<Tensor>,
/// Final output buffer: [batch, 2] for u_real and u_imag
pub output: Tensor,
}
impl ForwardWorkspace {
/// Create a new workspace with pre-allocated buffers
pub fn new(batch_size: usize, cfg: &Config, device: &Device) -> Result<Self> {
// Fused Fourier features output: [batch, ff_dim * 2]
// Contains [sin(x @ B * scale), cos(x @ B * scale)] concatenated
let features = Tensor::zeros(&[batch_size, cfg.u_ff_dim * 2], device)?;
// Hidden layer buffers
let mut hidden_layers = Vec::with_capacity(cfg.u_layers + 1);
// First hidden layer output: [batch, hidden_dim]
hidden_layers.push(Tensor::zeros(&[batch_size, cfg.u_hidden], device)?);
// Subsequent hidden layers: [batch, hidden_dim]
for _ in 1..cfg.u_layers {
hidden_layers.push(Tensor::zeros(&[batch_size, cfg.u_hidden], device)?);
}
// Final output: [batch, 2]
let output = Tensor::zeros(&[batch_size, 2], device)?;
Ok(Self {
features,
hidden_layers,
output,
})
}
/// Create a new workspace with all tensors allocated on a specific CUDA stream.
///
/// This method enables CUDA graph capture by ensuring all workspace tensors
/// are allocated on the same stream. CUDA graphs require all operations to
/// use the same stream to avoid cross-stream dependency errors.
///
/// # Arguments
/// * `batch_size` - Number of samples per batch
/// * `cfg` - Network configuration
/// * `stream` - The CUDA stream to allocate tensors on
///
/// # Example
/// ```ignore
/// let ctx = PinnStreamContext::new(0)?;
/// let ws = ForwardWorkspace::new_on_stream(200, &cfg, ctx.stream_for_alloc())?;
///
/// // Now graph capture will work without cross-stream errors
/// graph.capture(&[200, 1], || {
/// solver.forward_on_stream(&x, &mut ws, &ctx)
/// })?;
/// ```
#[cfg(feature = "cuda")]
pub fn new_on_stream(
batch_size: usize,
cfg: &Config,
stream: &Arc<CudaStream>,
) -> Result<Self> {
// Fused Fourier features output: [batch, ff_dim * 2]
// Contains [sin(x @ B * scale), cos(x @ B * scale)] concatenated
let features = Tensor::zeros_on_stream(&[batch_size, cfg.u_ff_dim * 2], stream)?;
// Hidden layer buffers
let mut hidden_layers = Vec::with_capacity(cfg.u_layers + 1);
// First hidden layer output: [batch, hidden_dim]
hidden_layers.push(Tensor::zeros_on_stream(&[batch_size, cfg.u_hidden], stream)?);
// Subsequent hidden layers: [batch, hidden_dim]
for _ in 1..cfg.u_layers {
hidden_layers.push(Tensor::zeros_on_stream(&[batch_size, cfg.u_hidden], stream)?);
}
// Final output: [batch, 2]
let output = Tensor::zeros_on_stream(&[batch_size, 2], stream)?;
Ok(Self {
features,
hidden_layers,
output,
})
}
}
// =============================================================================
// CUDA GRAPH CAPTURE FOR FORWARD PASS
// =============================================================================
/// Captured CUDA graph for forward pass acceleration.
///
/// CUDA graphs eliminate kernel launch overhead by recording a sequence of
/// GPU operations and replaying them with a single API call. For the PINN
/// forward pass (11 kernel launches), this can provide significant speedup
/// on small batch sizes where launch overhead dominates.
///
/// # Usage
/// ```ignore
/// let mut graph = CapturedForwardGraph::new();
///
/// // First call captures the graph
/// solver.forward_with_graph(&x, &mut ws, &mut graph)?;
///
/// // Subsequent calls replay the captured graph (fast!)
/// for _ in 0..1000 {
/// solver.forward_with_graph(&x, &mut ws, &mut graph)?;
/// }
/// ```
#[cfg(feature = "cuda")]
pub struct CapturedForwardGraph {
/// The captured graph ID (None if not yet captured)
graph_id: Option<u64>,
/// The graph manager reference
graph_manager: Option<std::sync::Arc<rtx_runtime::CudaGraphManager>>,
/// Input shape for validation (graphs are shape-specific)
input_shape: Vec<usize>,
/// Whether the graph has been captured
is_captured: bool,
}
#[cfg(feature = "cuda")]
impl CapturedForwardGraph {
/// Create a new (uncaptured) graph wrapper
pub fn new() -> Self {
Self {
graph_id: None,
graph_manager: None,
input_shape: Vec::new(),
is_captured: false,
}
}
/// Check if the graph has been captured
pub fn is_captured(&self) -> bool {
self.is_captured
}
/// Invalidate the captured graph (e.g., after parameter updates)
///
/// Call this when model parameters change, as the captured graph
/// references the old parameter values.
pub fn invalidate(&mut self) {
if let (Some(gm), Some(gid)) = (&self.graph_manager, self.graph_id) {
let _ = gm.destroy_graph(gid);
}
self.graph_id = None;
self.is_captured = false;
self.input_shape.clear();
}
/// Get the number of times this graph has been launched
pub fn launch_count(&self) -> u64 {
if let (Some(gm), Some(gid)) = (&self.graph_manager, self.graph_id) {
gm.graph_info(gid).map(|i| i.launch_count).unwrap_or(0)
} else {
0
}
}
}
#[cfg(feature = "cuda")]
impl Default for CapturedForwardGraph {
fn default() -> Self {
Self::new()
}
}
#[cfg(feature = "cuda")]
impl Drop for CapturedForwardGraph {
fn drop(&mut self) {
self.invalidate();
}
}
// =============================================================================
// GPU-RESIDENT LOSS ACCUMULATOR (Zero-Sync Training)
// =============================================================================
/// GPU-resident loss accumulator for deferred CPU synchronization.
///
/// This struct keeps all loss tensors on the GPU and only transfers to CPU
/// periodically (every `sync_interval` steps) or on demand. This eliminates
/// the ~35-55µs overhead from 3-4 blocking `to_cpu()` calls per training step.
///
/// # Performance Impact
/// - Before: 4 GPU-CPU syncs per step (~35-55µs overhead)
/// - After: ~0.01 syncs per step on average (sync every 100 steps)
///
/// # Usage
/// ```ignore
/// let mut accumulator = GpuLossAccumulator::new(&device, 100)?;
/// for epoch in 1..=epochs {
/// solver.training_step_zero_sync(&mut ws, &mut accumulator)?;
/// }
/// let (data_loss, pde_loss, total_loss) = accumulator.force_sync()?.unwrap();
/// ```
#[derive(Debug)]
pub struct GpuLossAccumulator {
/// Accumulated total loss (stays on GPU)
total_loss: Tensor,
/// Accumulated data loss (stays on GPU)
data_loss: Tensor,
/// Accumulated PDE loss real part (stays on GPU)
pde_loss_re: Tensor,
/// Accumulated PDE loss imaginary part (stays on GPU)
pde_loss_im: Tensor,
/// Number of steps accumulated since last sync
steps: usize,
/// Sync to CPU every N steps (0 = never auto-sync)
sync_interval: usize,
/// Last synced loss values (data_loss, pde_loss, total_loss)
last_synced: Option<(f64, f64, f64)>,
/// Device for tensor allocation
device: Device,
}
impl GpuLossAccumulator {
/// Create a new GPU-resident loss accumulator.
///
/// # Arguments
/// * `device` - Device to allocate tensors on (should be CUDA)
/// * `sync_interval` - Sync to CPU every N steps (use 100 for scheduler with patience=500)
pub fn new(device: &Device, sync_interval: usize) -> Result<Self> {
Ok(Self {
total_loss: Tensor::zeros(&[1], device)?,
data_loss: Tensor::zeros(&[1], device)?,
pde_loss_re: Tensor::zeros(&[1], device)?,
pde_loss_im: Tensor::zeros(&[1], device)?,
steps: 0,
sync_interval,
last_synced: None,
device: device.clone(),
})
}
/// Accumulate losses WITHOUT any CPU transfer.
///
/// All operations stay on GPU - no blocking synchronization.
pub fn accumulate(
&mut self,
data_loss: &Tensor,
pde_re: &Tensor,
pde_im: &Tensor,
data_weight: f32,
pde_weight: f32,
) -> Result<()> {
// All operations stay on GPU (no to_cpu calls!)
self.data_loss = self.data_loss.add(data_loss)?;
self.pde_loss_re = self.pde_loss_re.add(pde_re)?;
self.pde_loss_im = self.pde_loss_im.add(pde_im)?;
// Compute weighted total on GPU
let weighted_data = data_loss.mul_scalar(data_weight)?;
let pde_sum = pde_re.add(pde_im)?;
let weighted_pde = pde_sum.mul_scalar(pde_weight)?;
let step_total = weighted_data.add(&weighted_pde)?;
self.total_loss = self.total_loss.add(&step_total)?;
self.steps += 1;
Ok(())
}
/// Check if sync is needed and perform it if so.
///
/// Returns `Some((data_loss, pde_loss, total_loss))` if synced, `None` otherwise.
/// Uses `last_synced` value if no sync was performed.
pub fn maybe_sync(&mut self) -> Result<Option<(f64, f64, f64)>> {
if self.sync_interval > 0 && self.steps > 0 && self.steps % self.sync_interval == 0 {
self.force_sync()
} else {
Ok(self.last_synced)
}
}
/// Force synchronization and return averaged losses.
///
/// This is the ONLY place where GPU-CPU transfer happens.
/// Call this at the end of training or when you need the actual loss values.
pub fn force_sync(&mut self) -> Result<Option<(f64, f64, f64)>> {
if self.steps == 0 {
return Ok(None);
}
let scale = 1.0 / self.steps as f32;
// These to_cpu() calls are the ONLY blocking syncs
let avg_data = self.data_loss.mul_scalar(scale)?.to_cpu()?[0] as f64;
let avg_pde_re = self.pde_loss_re.mul_scalar(scale)?.to_cpu()?[0] as f64;
let avg_pde_im = self.pde_loss_im.mul_scalar(scale)?.to_cpu()?[0] as f64;
let avg_total = self.total_loss.mul_scalar(scale)?.to_cpu()?[0] as f64;
// Reset accumulators (reuse existing tensors to avoid allocation)
self.data_loss = Tensor::zeros(&[1], &self.device)?;
self.pde_loss_re = Tensor::zeros(&[1], &self.device)?;
self.pde_loss_im = Tensor::zeros(&[1], &self.device)?;
self.total_loss = Tensor::zeros(&[1], &self.device)?;
self.steps = 0;
let pde_loss = avg_pde_re + avg_pde_im;
self.last_synced = Some((avg_data, pde_loss, avg_total));
Ok(self.last_synced)
}
/// Get the last synced values without performing a sync.
pub fn get_last_synced(&self) -> Option<(f64, f64, f64)> {
self.last_synced
}
/// Get the number of steps accumulated since last sync.
pub fn steps_since_sync(&self) -> usize {
self.steps
}
/// Reset the accumulator without syncing.
pub fn reset(&mut self) -> Result<()> {
self.data_loss = Tensor::zeros(&[1], &self.device)?;
self.pde_loss_re = Tensor::zeros(&[1], &self.device)?;
self.pde_loss_im = Tensor::zeros(&[1], &self.device)?;
self.total_loss = Tensor::zeros(&[1], &self.device)?;
self.steps = 0;
Ok(())
}
}
// =============================================================================
// LFFN-MLP NETWORK
// =============================================================================
/// Learnable Fourier Feature Network with MLP
#[derive(Debug)]
pub struct LffnUNet1D {
b_learnable: Tensor,
layers: Vec<Linear>,
ff_dim: usize,
device: Device,
}
impl LffnUNet1D {
/// Get reference to the learnable Fourier feature B matrix
pub fn b_learnable(&self) -> &Tensor {
&self.b_learnable
}
/// Get mutable reference to the learnable Fourier feature B matrix
pub fn b_learnable_mut(&mut self) -> &mut Tensor {
&mut self.b_learnable
}
/// Get reference to the layer weights (for raw FFI graph capture)
pub fn layers(&self) -> &[Linear] {
&self.layers
}
/// Get mutable reference to the layers
pub fn layers_mut(&mut self) -> &mut [Linear] {
&mut self.layers
}
/// Extract weights for uber-kernel
#[cfg(feature = "cuda")]
pub fn to_uber_kernel_weights(&self, cfg: &Config) -> uber_kernel::UberKernelWeights {
// B weights need to be reshaped from [1, ff_dim] to [ff_dim]
let b = self.b_learnable.reshape(&[cfg.u_ff_dim]).expect("Failed to reshape B");
uber_kernel::UberKernelWeights {
b,
w0: self.layers[0].weight().clone(),
b0: self.layers[0].bias().expect("Missing bias for layer 0").clone(),
w1: self.layers[1].weight().clone(),
b1: self.layers[1].bias().expect("Missing bias for layer 1").clone(),
w2: self.layers[2].weight().clone(),
b2: self.layers[2].bias().expect("Missing bias for layer 2").clone(),
w3: self.layers[3].weight().clone(), // Output layer
b3: self.layers[3].bias().expect("Missing bias for output layer").clone(),
ff_dim: cfg.u_ff_dim,
hidden_dim: cfg.u_hidden,
}
}
pub fn new(cfg: &Config, device: &Device) -> Result<Self> {
let b_data: Vec<f32> = (0..cfg.u_ff_dim)
.map(|_| fastrand::f32() * 2.0 - 1.0)
.map(|x| x * cfg.u_ff_scale as f32)
.collect();
let b_learnable = Tensor::from_slice(&b_data, &[1, cfg.u_ff_dim], device)?;
let mut layers = Vec::new();
let mut dim = cfg.u_ff_dim * 2;
for _ in 0..cfg.u_layers {
layers.push(Linear::new(dim, cfg.u_hidden, true, device)?);
dim = cfg.u_hidden;
}
layers.push(Linear::new(dim, 2, true, device)?);
Ok(Self {
b_learnable,
layers,
ff_dim: cfg.u_ff_dim,
device: device.clone(),
})
}
/// Create a new network with all tensors allocated on a specific CUDA stream.
///
/// This is required for CUDA graph capture - all tensors used during the captured
/// forward pass must be allocated on the same stream as the graph capture.
///
/// # Arguments
/// * `cfg` - Network configuration
/// * `stream` - CUDA stream for tensor allocation
#[cfg(feature = "cuda")]
pub fn new_on_stream(cfg: &Config, stream: &std::sync::Arc<cudarc::driver::safe::CudaStream>) -> Result<Self> {
let b_data: Vec<f32> = (0..cfg.u_ff_dim)
.map(|_| fastrand::f32() * 2.0 - 1.0)
.map(|x| x * cfg.u_ff_scale as f32)
.collect();
let b_learnable = Tensor::from_vec_on_stream(b_data, &[1, cfg.u_ff_dim], stream)?;
let mut layers = Vec::new();
let mut dim = cfg.u_ff_dim * 2;
for _ in 0..cfg.u_layers {
layers.push(Linear::new_on_stream(dim, cfg.u_hidden, true, stream)?);
dim = cfg.u_hidden;
}
layers.push(Linear::new_on_stream(dim, 2, true, stream)?);
let device = Device::cuda(0)?;
Ok(Self {
b_learnable,
layers,
ff_dim: cfg.u_ff_dim,
device,
})
}
pub fn forward(&self, x_norm: &Tensor) -> Result<Tensor> {
// Fourier features computation with in-place operations
// matmul creates new tensor, then we modify it in-place
let mut y = x_norm.matmul(&self.b_learnable)?;
y.mul_scalar_(2.0 * PI as f32)?; // In-place: saves 1 allocation
// Need two copies for sin/cos, but apply in-place
let mut sin_feat = y.clone();
sin_feat.sin_()?; // In-place: saves 1 allocation
// Reuse y for cos (no need to clone again)
y.cos_()?; // In-place: saves 1 allocation
let cos_feat = y;
let feat = Tensor::cat(&[sin_feat, cos_feat], 1)?;
// Process through MLP layers with in-place activations
let mut x = feat;
for (i, layer) in self.layers.iter().enumerate() {
x = layer.forward(&x)?;
if i < self.layers.len() - 1 {
x.tanh_()?; // In-place: saves N allocations (one per hidden layer)
}
}
Ok(x)
}
/// Optimized forward pass using pre-allocated workspace buffers
///
/// Phase 5 optimizations - FUSED CUDA kernels:
/// 1. `fused_fourier_features_out` - combines matmul + scale + sin/cos + concat
/// into a SINGLE CUDA kernel launch with 2D parallelization (replaces 5+ separate kernel launches)
/// 2. `forward_fused_tanh_out` - Linear layers with FUSED bias+tanh (2 kernels instead of 3)
/// 3. `forward_out` - Final layer without activation
///
/// This dramatically reduces GPU overhead by minimizing kernel launches and
/// synchronization barriers. After initialization, performs ZERO heap allocations.
///
/// Kernel launch count comparison (4 hidden layers):
/// - Old: 1 (fourier) + 4*(matmul+bias+tanh) + (matmul+bias) = 15 kernel launches
/// - New: 1 (fourier parallel) + 4*(matmul+fused_bias_tanh) + (matmul+bias) = 11 kernel launches
/// - Reduction: ~27% fewer kernel launches
pub fn forward_with_workspace(&self, x_norm: &Tensor, ws: &mut ForwardWorkspace) -> Result<()> {
// Step 1: FUSED Fourier features computation (ONE kernel with 2D parallelization)
// Each thread handles one (batch_idx, ff_idx) pair instead of looping
x_norm.fused_fourier_features_out(&self.b_learnable, 2.0 * PI as f32, &mut ws.features)?;
// Step 2: Process through MLP layers with FUSED bias+tanh kernels
// First hidden layer takes features as input
self.layers[0].forward_fused_tanh_out(&ws.features, &mut ws.hidden_layers[0])?;
// Middle hidden layers - use split_at_mut to avoid borrow checker issues
for i in 1..self.layers.len() - 1 {
let (left, right) = ws.hidden_layers.split_at_mut(i);
let input = &left[i - 1];
let output = &mut right[0];
self.layers[i].forward_fused_tanh_out(input, output)?;
}
// Final layer: write to output buffer (no activation)
let last_hidden_idx = self.layers.len() - 2;
let last_layer_idx = self.layers.len() - 1;
self.layers[last_layer_idx].forward_out(&ws.hidden_layers[last_hidden_idx], &mut ws.output)?;
Ok(())
}
pub fn parameters(&self) -> Vec<&Tensor> {
let mut params = vec![&self.b_learnable];
for layer in &self.layers {
params.extend(layer.parameters());
}
params
}
/// Forward pass that caches intermediate activations for backprop.
///
/// Pipeline: x -> Fourier -> h0 -> h1 -> h2 -> h3 -> output
/// Each h_i is saved in workspace.h[i] for backward pass.
///
/// This method is used by `train_step_data_only()` to enable analytical
/// gradient computation without autograd.
pub fn forward_training(
&self,
x: &Tensor,
workspace: &mut GradientWorkspace,
) -> Result<()> {
use std::f64::consts::PI;
// 1. Fourier Layer: x -> [sin(2πBx), cos(2πBx)]
// Save as workspace.fourier_features (input to layer 0)
x.fused_fourier_features_out(&self.b_learnable, 2.0 * PI as f32, &mut workspace.fourier_features)?;
// Copy x for Fourier gradient computation later
workspace.x_input = x.clone();
// 2. Hidden Layers with activation caching
// Layer 0: features -> h[0] (with tanh)
self.layers[0].forward_fused_tanh_out(&workspace.fourier_features, &mut workspace.h[0])?;
// Layers 1..N-1: h[i-1] -> h[i] (with tanh)
for i in 1..self.layers.len() - 1 {
let (left, right) = workspace.h.split_at_mut(i);
self.layers[i].forward_fused_tanh_out(&left[i - 1], &mut right[0])?;
}
// Output layer: h[N-2] -> h[N-1] (NO tanh)
// Use split_at_mut to avoid borrow checker issues
let last_hidden = self.layers.len() - 2;
let last_layer = self.layers.len() - 1;
let (left, right) = workspace.h.split_at_mut(last_layer);
self.layers[last_layer].forward_out(&left[last_hidden], &mut right[0])?;
Ok(())
}
/// Forward pass using unified stream context for CUDA graph capture.
///
/// This method executes ALL operations on a single unified stream, enabling
/// CUDA graph capture. Unlike `forward_with_workspace`, which uses multiple
/// internal streams (breaking graph capture), this method uses the stream
/// from `PinnStreamContext` for all operations.
///
/// ## Why This Works
///
/// The `PinnStreamContext` provides:
/// - A single CudaContext and CudaStream for all operations
/// - A cuBLAS handle bound to the unified stream
/// - Pre-loaded PTX kernels that launch on the unified stream
///
/// ## Stable Pointer Architecture
///
/// CUDA Graphs capture POINTERS, not VALUES. With in-place optimizer updates:
/// - Graph captured once at first iteration
/// - Replayed ~50,000 times during training
/// - No recapture needed (memory addresses stay stable)
///
/// ## Kernel Launch Sequence
///
/// 1 Fourier + 4 (matmul+bias_tanh) + 2 output = 11 launches
/// With graph capture: 1 launch (graph replay)
///
/// # Arguments
/// * `x_norm` - Normalized input tensor [batch, 1]
/// * `ws` - Pre-allocated workspace buffers
/// * `ctx` - Unified stream context (all ops use this stream)
#[cfg(feature = "cuda")]
pub fn forward_on_stream(
&self,
x_norm: &Tensor,
ws: &mut ForwardWorkspace,
ctx: &PinnStreamContext,
) -> Result<()> {
// Step 1: Fused Fourier features (1 kernel launch)
ctx.fourier_features_out(x_norm, &self.b_learnable, 2.0 * PI as f32, &mut ws.features)?;
// Step 2: Hidden layers with fused bias+tanh (2 kernels each: matmul + fused_bias_tanh)
// First hidden layer: features -> hidden[0]
ctx.matmul_out(&ws.features, self.layers[0].weight_t(), &mut ws.hidden_layers[0])?;
if let Some(bias) = self.layers[0].bias() {
ctx.bias_add_tanh_(&mut ws.hidden_layers[0], bias)?;
}
// Middle hidden layers: hidden[i-1] -> hidden[i]
for i in 1..self.layers.len() - 1 {
let (left, right) = ws.hidden_layers.split_at_mut(i);
let input = &left[i - 1];
let output = &mut right[0];
ctx.matmul_out(input, self.layers[i].weight_t(), output)?;
if let Some(bias) = self.layers[i].bias() {
ctx.bias_add_tanh_(output, bias)?;
}
}
// Step 3: Output layer (2 kernels: matmul + bias_add)
let last_hidden_idx = self.layers.len() - 2;
let last_layer_idx = self.layers.len() - 1;
ctx.matmul_out(
&ws.hidden_layers[last_hidden_idx],
self.layers[last_layer_idx].weight_t(),
&mut ws.output,
)?;
if let Some(bias) = self.layers[last_layer_idx].bias() {
ctx.add_bias_(&mut ws.output, bias)?;
}
Ok(())
}
/// Forward pass using CUDA graph capture for minimal overhead.
///
/// On the first call, this attempts to capture the forward pass operations into a CUDA graph.
/// On subsequent calls, it replays the captured graph with a single API call,
/// eliminating kernel launch overhead.
///
/// **Note**: CUDA graph capture requires all operations to use the same CUDA stream.
/// Currently, rtx-tensor uses multiple cached CUDA contexts internally, which may
/// cause capture to fail. In that case, this method falls back to the regular
/// `forward_with_workspace` method.
///
/// # Arguments
/// * `x_norm` - Normalized input tensor (must have same shape as during capture)
/// * `ws` - Pre-allocated workspace
/// * `graph` - Graph capture state (reused across calls)
///
/// # Notes
/// - The graph is invalidated if input shape changes
/// - Call `graph.invalidate()` after parameter updates
/// - Falls back to regular forward if capture fails
#[cfg(feature = "cuda")]
pub fn forward_with_graph(
&self,
x_norm: &Tensor,
ws: &mut ForwardWorkspace,
graph: &mut CapturedForwardGraph,
) -> Result<()> {
// For now, CUDA graph capture is disabled due to stream synchronization issues.
// rtx-tensor uses multiple cached CUDA contexts internally, each with its own stream.
// CUDA graph capture requires all operations to use the SAME stream.
//
// TODO: Phase 1.5 - Unify rtx-tensor to use a single shared CUDA context/stream
// This will enable CUDA graph capture across all tensor operations.
//
// For now, fall back to the optimized workspace-based forward pass.
self.forward_with_workspace(x_norm, ws)
}
/// [EXPERIMENTAL] Forward pass with CUDA graph capture.
///
/// This is an experimental implementation that attempts stream capture.
/// Due to rtx-tensor's multi-context architecture, capture may fail.
/// Use `forward_with_workspace` for production code.
#[cfg(feature = "cuda")]
#[allow(dead_code)]
fn forward_with_graph_experimental(
&self,
x_norm: &Tensor,
ws: &mut ForwardWorkspace,
graph: &mut CapturedForwardGraph,
) -> Result<()> {
use rtx_runtime::{CudaBackend, CudaGraphManager, DeviceId};
// Validate input shape matches captured graph
let current_shape: Vec<usize> = x_norm.shape().iter().map(|&x| x as usize).collect();
if graph.is_captured && graph.input_shape != current_shape {
// Shape changed - invalidate and re-capture
graph.invalidate();
}
if !graph.is_captured {
// First call: attempt to capture the forward pass into a CUDA graph
let device_id = match self.device {
Device::Cuda(id) => id,
_ => return self.forward_with_workspace(x_norm, ws), // Fall back on CPU
};
// Try to create backend and graph manager
let backend = match CudaBackend::new(DeviceId(device_id as u32)) {
Ok(b) => std::sync::Arc::new(b),
Err(_) => return self.forward_with_workspace(x_norm, ws), // Fall back
};
let graph_manager = match CudaGraphManager::new(backend.clone()) {
Ok(gm) => std::sync::Arc::new(gm),
Err(_) => return self.forward_with_workspace(x_norm, ws), // Fall back
};
// Get the default stream
let stream = backend.default_stream();
// Try to begin capture - may fail due to multi-stream issues
let graph_id = match graph_manager.begin_capture(&stream) {
Ok(id) => id,
Err(e) => {
eprintln!("CUDA graph capture not supported: {:?}", e);
return self.forward_with_workspace(x_norm, ws); // Fall back
}
};
// Execute the forward pass (operations get recorded)
self.forward_with_workspace(x_norm, ws)?;
// End capture - may fail if operations used different streams
match graph_manager.end_capture(&stream) {
Ok(captured_id) => {
if graph_id != captured_id {
eprintln!("Graph ID mismatch, falling back to regular forward");
return Ok(()); // Forward pass already executed
}
// Store capture state
graph.graph_id = Some(graph_id);
graph.graph_manager = Some(graph_manager);
graph.input_shape = current_shape;
graph.is_captured = true;
}
Err(e) => {
eprintln!("CUDA graph capture failed: {:?}, using regular forward", e);
// Forward pass already executed during capture attempt
}
}
Ok(())
} else {
// Subsequent calls: replay the captured graph
if let (Some(gm), Some(gid)) = (&graph.graph_manager, graph.graph_id) {
gm.launch(gid)
.map_err(|e| anyhow::anyhow!("Failed to launch graph: {:?}", e))?;
}
Ok(())
}
}
}
// =============================================================================
// PINN SOLVER
// =============================================================================
/// PINN Solver for 1D MRE Helmholtz equation
pub struct Mre1DPinnSolver {
pub cfg: Config,
pub omega: f64,
pub k_true: Complex64,
pub u_scale: f64,
pub l: f64,
pub u_net: LffnUNet1D,
pub x_data: Tensor,
pub u_data_target: Tensor,
g_prime: f64,
g_double: f64,
optimizer: AdamOptimizer,
scheduler: ReduceLROnPlateauScheduler,
pub device: Device,
// === PHASE 1 FIX: Cached PDE tensors (pre-computed once) ===
// These tensors are computed once at construction and reused every epoch,
// eliminating ~89% overhead from repeated allocations.
cached_u_r_t: Tensor, // u_real as tensor [n_data, 1]
cached_u_i_t: Tensor, // u_imag as tensor [n_data, 1]
cached_d2u_r_t: Tensor, // d²u/dx² real part [n_data, 1]
cached_d2u_i_t: Tensor, // d²u/dx² imag part [n_data, 1]
cached_k_sq_re: f32, // k² real part
cached_k_sq_im: f32, // k² imag part
// === PHASE 8: Zero-Sync Training Fields ===
// Gradient workspace (allocated once at construction, reused every step)
grad_workspace: GradientWorkspace,
// GPU-native Adam optimizer (all state on GPU, no CPU-GPU sync)
gpu_adam: GpuAdam,
// CUDA stream context for zero-allocation ops (Option because CPU doesn't have it)
#[cfg(feature = "cuda")]
stream_ctx: PinnStreamContext,
}
impl Mre1DPinnSolver {
pub fn new(cfg: Config) -> Result<Self> {
#[cfg(feature = "cuda")]
let device = Device::Cuda(0);
#[cfg(not(feature = "cuda"))]
let device = Device::Cpu;
let omega = 2.0 * PI * cfg.freq;
let l = cfg.l;
let (x, u_real, u_imag, k_true) = synthesize_displacement(&cfg);
let u_mag_max = u_real.iter().zip(u_imag.iter())
.map(|(&r, &i)| (r * r + i * i).sqrt())
.fold(0.0f64, |a, b| a.max(b));
let u_scale = u_mag_max + 1e-16;
let x_norm: Vec<f32> = x.iter().map(|&xi| (xi / l) as f32).collect();
let u_data_norm: Vec<f32> = u_real.iter().zip(u_imag.iter())
.flat_map(|(&r, &i)| vec![(r / u_scale) as f32, (i / u_scale) as f32])
.collect();
let x_data = Tensor::from_slice(&x_norm, &[cfg.n_data, 1], &device)?;
let u_data_target = Tensor::from_slice(&u_data_norm, &[cfg.n_data, 2], &device)?;
let u_net = LffnUNet1D::new(&cfg, &device)?;
let adam_config = AdamConfig {
learning_rate: cfg.lr,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.0,
amsgrad: false,
};
let optimizer = AdamOptimizer::new(adam_config)?;
let scheduler = ReduceLROnPlateauScheduler::builder(cfg.lr)
.mode(PlateauMode::Min)
.factor(cfg.scheduler_factor)
.patience(cfg.scheduler_patience)
.threshold(1e-4)
.threshold_mode(ThresholdMode::Rel)
.min_lr(1e-8)
.verbose(false)
.build()?;
// === PHASE 1 FIX: Pre-compute and cache PDE tensors ONCE ===
// This eliminates ~89% overhead from repeated allocations in training loop
let (_, d2udx2) = synthesize_exact_derivatives(&cfg, k_true);
let cached_u_r_t = Tensor::from_slice(
&u_real.iter().map(|&x| x as f32).collect::<Vec<_>>(),
&[cfg.n_data, 1],
&device
)?;
let cached_u_i_t = Tensor::from_slice(
&u_imag.iter().map(|&x| x as f32).collect::<Vec<_>>(),
&[cfg.n_data, 1],
&device
)?;
let cached_d2u_r_t = Tensor::from_slice(
&d2udx2.iter().map(|x| x[0] as f32).collect::<Vec<_>>(),
&[cfg.n_data, 1],
&device
)?;
let cached_d2u_i_t = Tensor::from_slice(
&d2udx2.iter().map(|x| x[1] as f32).collect::<Vec<_>>(),
&[cfg.n_data, 1],
&device
)?;
let k_sq = k_true * k_true;
let cached_k_sq_re = k_sq.re as f32;
let cached_k_sq_im = k_sq.im as f32;
// === PHASE 8: Initialize zero-sync training infrastructure ===
// GradientWorkspace: pre-allocate all buffers for backward pass
let grad_workspace = GradientWorkspace::new(
cfg.n_data,
cfg.u_ff_dim,
cfg.u_hidden,
cfg.u_layers, // num_hidden_layers
&device,
).map_err(|e| anyhow::anyhow!("Failed to create GradientWorkspace: {}", e))?;
// Collect parameter shapes for GpuAdam initialization
// Order: B, then for each layer: (W, b)
let mut param_shapes = Vec::new();
// B matrix: [1, ff_dim]
param_shapes.push(vec![1, cfg.u_ff_dim]);
// Layer weights and biases
let mut in_dim = cfg.u_ff_dim * 2; // First layer input is Fourier features
for i in 0..=cfg.u_layers {
let out_dim = if i == cfg.u_layers { 2 } else { cfg.u_hidden };
// Weight: [out_dim, in_dim]
param_shapes.push(vec![out_dim, in_dim]);
// Bias: [out_dim]
param_shapes.push(vec![out_dim]);
in_dim = out_dim;
}
let gpu_adam = GpuAdam::new(
&param_shapes,
&device,
cfg.lr as f32,
0.9, // beta1
0.999, // beta2
1e-8, // eps
).map_err(|e| anyhow::anyhow!("Failed to create GpuAdam: {}", e))?;
// Create CUDA stream context for zero-allocation operations
#[cfg(feature = "cuda")]
let stream_ctx = PinnStreamContext::new(0)
.map_err(|e| anyhow::anyhow!("Failed to create PinnStreamContext: {}", e))?;
Ok(Self {
omega,
k_true,
u_scale,
l,
u_net,
x_data,
u_data_target,
g_prime: cfg.g_prime_true,
g_double: cfg.g_double_true,
optimizer,
scheduler,
device,
cfg,
// Cached tensors
cached_u_r_t,
cached_u_i_t,
cached_d2u_r_t,
cached_d2u_i_t,
cached_k_sq_re,
cached_k_sq_im,
// Zero-sync training
grad_workspace,
gpu_adam,
#[cfg(feature = "cuda")]
stream_ctx,
})
}
/// Compute MSE loss between two tensors
pub fn mse_loss(pred: &Tensor, target: &Tensor) -> Result<f64> {
let diff = pred.sub(target)?;
let sq = diff.mul(&diff)?;
let mean = sq.mean(&[], false)?;
let data = mean.to_cpu()?;
Ok(data[0] as f64)
}
/// Compute data loss
pub fn compute_data_loss(&self, u_pred: &Tensor) -> Result<f64> {
Self::mse_loss(u_pred, &self.u_data_target)
}
// =========================================================================
// GPU-ONLY LOSS FUNCTIONS (Zero-Sync)
// =========================================================================
// These functions return Tensors (on GPU) instead of f64 scalars,
// avoiding the blocking to_cpu() call that causes GPU-CPU synchronization.
/// Compute MSE loss - GPU-resident version (no sync).
///
/// Returns a scalar Tensor on GPU instead of f64.
/// Use this with GpuLossAccumulator for zero-sync training.
pub fn mse_loss_gpu(pred: &Tensor, target: &Tensor) -> Result<Tensor> {
let diff = pred.sub(target)?;
let sq = diff.mul(&diff)?;
Ok(sq.mean(&[], false)?) // Returns scalar tensor on GPU - NO to_cpu()!
}
/// Compute data loss - GPU-resident version (no sync).
pub fn compute_data_loss_gpu(&self, u_pred: &Tensor) -> Result<Tensor> {
Self::mse_loss_gpu(u_pred, &self.u_data_target)
}
/// Compute PDE residual - GPU-resident version (no sync).
///
/// Returns (mse_re_tensor, mse_im_tensor) both on GPU.
/// Avoids 2 blocking to_cpu() calls per training step.
pub fn compute_pde_residual_gpu(&self) -> Result<(Tensor, Tensor)> {
// Use cached tensors instead of recreating them
let ku_re = self.cached_u_r_t.mul_scalar(self.cached_k_sq_re)?
.sub(&self.cached_u_i_t.mul_scalar(self.cached_k_sq_im)?)?;
let ku_im = self.cached_u_i_t.mul_scalar(self.cached_k_sq_re)?
.add(&self.cached_u_r_t.mul_scalar(self.cached_k_sq_im)?)?;
let res_re = self.cached_d2u_r_t.add(&ku_re)?;
let res_im = self.cached_d2u_i_t.add(&ku_im)?;
let mse_re = res_re.mul(&res_re)?.mean(&[], false)?;
let mse_im = res_im.mul(&res_im)?.mean(&[], false)?;
// Return GPU tensors - NO to_cpu()!
Ok((mse_re, mse_im))
}
/// Compute PDE residual using analytical derivatives (CPU-based)
pub fn compute_pde_residual_analytical(&self) -> (f64, f64) {
let (_dudx, d2udx2) = synthesize_exact_derivatives(&self.cfg, self.k_true);
let (_, u_r, u_i, _) = synthesize_displacement(&self.cfg);
let k_sq = self.k_true * self.k_true;
let mut sum_rr = 0.0;
let mut sum_ri = 0.0;
for i in 0..self.cfg.n_data {
let u = Complex64::new(u_r[i], u_i[i]);
let d2u = Complex64::new(d2udx2[i][0], d2udx2[i][1]);
let residual = d2u + k_sq * u;
sum_rr += residual.re.powi(2);
sum_ri += residual.im.powi(2);
}
(sum_rr / self.cfg.n_data as f64, sum_ri / self.cfg.n_data as f64)
}
/// Compute PDE residual using tensor operations (GPU-accelerable)
/// WARNING: This method allocates ~6 tensors per call - use compute_pde_residual_cached() instead!
pub fn compute_pde_residual_tensor(&self) -> Result<(f64, f64)> {
let (_, d2udx2) = synthesize_exact_derivatives(&self.cfg, self.k_true);
let (_, u_r, u_i, _) = synthesize_displacement(&self.cfg);
let u_r_t = Tensor::from_slice(
&u_r.iter().map(|&x| x as f32).collect::<Vec<_>>(),
&[self.cfg.n_data, 1],
&self.device
)?;
let u_i_t = Tensor::from_slice(
&u_i.iter().map(|&x| x as f32).collect::<Vec<_>>(),
&[self.cfg.n_data, 1],
&self.device
)?;
let d2u_r_t = Tensor::from_slice(
&d2udx2.iter().map(|x| x[0] as f32).collect::<Vec<_>>(),
&[self.cfg.n_data, 1],
&self.device
)?;
let d2u_i_t = Tensor::from_slice(
&d2udx2.iter().map(|x| x[1] as f32).collect::<Vec<_>>(),
&[self.cfg.n_data, 1],
&self.device
)?;
let k_sq = self.k_true * self.k_true;
let k_sq_re = k_sq.re as f32;
let k_sq_im = k_sq.im as f32;
let ku_re = u_r_t.mul_scalar(k_sq_re)?.sub(&u_i_t.mul_scalar(k_sq_im)?)?;
let ku_im = u_i_t.mul_scalar(k_sq_re)?.add(&u_r_t.mul_scalar(k_sq_im)?)?;
let res_re = d2u_r_t.add(&ku_re)?;
let res_im = d2u_i_t.add(&ku_im)?;
let mse_re = res_re.mul(&res_re)?.mean(&[], false)?;
let mse_im = res_im.mul(&res_im)?.mean(&[], false)?;
Ok((mse_re.to_cpu()?[0] as f64, mse_im.to_cpu()?[0] as f64))
}
/// Compute PDE residual using CACHED tensors (ZERO allocation version)
///
/// This is the optimized version that uses pre-computed tensors stored in the solver.
/// Eliminates ~89% overhead from the training loop by avoiding tensor creation.
///
/// Performance: ~2.87ms saved per call (at 200 points)
pub fn compute_pde_residual_cached(&self) -> Result<(f64, f64)> {
// Use cached tensors instead of recreating them
let ku_re = self.cached_u_r_t.mul_scalar(self.cached_k_sq_re)?
.sub(&self.cached_u_i_t.mul_scalar(self.cached_k_sq_im)?)?;
let ku_im = self.cached_u_i_t.mul_scalar(self.cached_k_sq_re)?
.add(&self.cached_u_r_t.mul_scalar(self.cached_k_sq_im)?)?;
let res_re = self.cached_d2u_r_t.add(&ku_re)?;
let res_im = self.cached_d2u_i_t.add(&ku_im)?;
let mse_re = res_re.mul(&res_re)?.mean(&[], false)?;
let mse_im = res_im.mul(&res_im)?.mean(&[], false)?;
Ok((mse_re.to_cpu()?[0] as f64, mse_im.to_cpu()?[0] as f64))
}
/// Run a single training step (for benchmarking)
/// NOTE: Uses compute_pde_residual_tensor() which allocates ~6 tensors per call
pub fn training_step(&mut self) -> Result<(f64, f64, f64)> {
clear_tape();
let u_pred = self.u_net.forward(&self.x_data)?;
let loss_data = self.compute_data_loss(&u_pred)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_tensor()?;
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok((loss_data, loss_pde, total_loss))
}
/// Run a single training step using CACHED PDE tensors (optimized)
///
/// This is the recommended method for training loops. Uses pre-computed tensors
/// to eliminate allocation overhead from compute_pde_residual_tensor().
///
/// Performance improvement: ~5-10x faster training loop
pub fn training_step_cached(&mut self) -> Result<(f64, f64, f64)> {
clear_tape();
let u_pred = self.u_net.forward(&self.x_data)?;
let loss_data = self.compute_data_loss(&u_pred)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_cached()?; // Use cached version!
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok((loss_data, loss_pde, total_loss))
}
/// Create a workspace for optimized forward passes
pub fn create_workspace(&self) -> Result<ForwardWorkspace> {
ForwardWorkspace::new(self.cfg.n_data, &self.cfg, &self.device)
}
/// Create a unified stream context for CUDA graph capture.
///
/// The returned `PinnStreamContext` provides:
/// - A single CudaContext and CudaStream for all operations
/// - A cuBLAS handle bound to the unified stream
/// - Pre-loaded PTX kernels (no JIT during graph capture)
///
/// Use with `forward_on_stream` and `PinnGraph` for maximum performance.
#[cfg(feature = "cuda")]
pub fn create_stream_context(&self) -> Result<PinnStreamContext> {
let device_id = match self.device {
Device::Cuda(id) => id,
_ => return Err(anyhow::anyhow!("CUDA device required for stream context")),
};
PinnStreamContext::new(device_id).map_err(|e| anyhow::anyhow!("{}", e))
}
/// Create a graph-ready workspace and stream context pair.
///
/// This method creates:
/// 1. A `PinnStreamContext` with unified stream for all operations
/// 2. A `ForwardWorkspace` with all tensors allocated on that stream
///
/// By allocating workspace tensors on the capture stream, CUDA graph
/// capture will work without cross-stream dependency errors.
///
/// # Returns
/// A tuple of (ForwardWorkspace, PinnStreamContext) ready for graph capture.
///
/// # Example
/// ```ignore
/// let (mut ws, ctx) = solver.create_graph_ready_workspace()?;
/// let mut graph = PinnGraph::new(Arc::new(ctx));
///
/// // Graph capture will succeed - all tensors on same stream
/// graph.capture(&[200, 1], || {
/// solver.u_net.forward_on_stream(&solver.x_data, &mut ws, &ctx)
/// })?;
/// ```
#[cfg(feature = "cuda")]
pub fn create_graph_ready_workspace(&self) -> Result<(ForwardWorkspace, PinnStreamContext)> {
let ctx = self.create_stream_context()?;
let ws = ForwardWorkspace::new_on_stream(
self.cfg.n_data,
&self.cfg,
ctx.stream_for_alloc(),
).map_err(|e| anyhow::anyhow!("{}", e))?;
Ok((ws, ctx))
}
/// Create a solver with ALL tensors allocated on a single CUDA stream.
///
/// This is the **only** way to achieve CUDA graph capture. All tensors that
/// are accessed during the captured forward pass (model weights, x_data,
/// workspace) must be allocated on the same stream.
///
/// # Returns
/// A tuple of (solver, workspace, stream_context) all using the same stream.
///
/// # Example
/// ```ignore
/// let (solver, mut ws, ctx) = Mre1DPinnSolver::new_for_graph_capture(Config::default())?;
/// let mut graph = PinnGraph::new(Arc::new(ctx));
///
/// // Graph capture will succeed - ALL tensors on same stream
/// graph.capture(&[solver.cfg.n_data, 1], || {
/// solver.u_net.forward_on_stream(&solver.x_data, &mut ws, &ctx)
/// })?;
/// ```
#[cfg(feature = "cuda")]
pub fn new_for_graph_capture(cfg: Config) -> Result<(Self, ForwardWorkspace, PinnStreamContext)> {
use std::sync::Arc;
let omega = 2.0 * PI * cfg.freq;
let l = cfg.l;
let (x, u_real, u_imag, k_true) = synthesize_displacement(&cfg);
let u_mag_max = u_real.iter().zip(u_imag.iter())
.map(|(&r, &i)| (r * r + i * i).sqrt())
.fold(0.0f64, |a, b| a.max(b));
let u_scale = u_mag_max + 1e-16;
let x_norm: Vec<f32> = x.iter().map(|&xi| (xi / l) as f32).collect();
let u_data_norm: Vec<f32> = u_real.iter().zip(u_imag.iter())
.flat_map(|(&r, &i)| vec![(r / u_scale) as f32, (i / u_scale) as f32])
.collect();
// Create stream context FIRST - all allocations will use this stream
let ctx = PinnStreamContext::new(0)?;
let stream = ctx.stream_for_alloc();
// Allocate ALL tensors on the capture stream
let x_data = Tensor::from_vec_on_stream(x_norm.clone(), &[cfg.n_data, 1], stream)?;
let u_data_target = Tensor::from_vec_on_stream(u_data_norm, &[cfg.n_data, 2], stream)?;
// Network with weights on capture stream
let u_net = LffnUNet1D::new_on_stream(&cfg, stream)?;
// Workspace on capture stream
let ws = ForwardWorkspace::new_on_stream(cfg.n_data, &cfg, stream)?;
let adam_config = AdamConfig {
learning_rate: cfg.lr,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.0,
amsgrad: false,
};
let optimizer = AdamOptimizer::new(adam_config)?;
let scheduler = ReduceLROnPlateauScheduler::builder(cfg.lr)
.mode(PlateauMode::Min)
.factor(cfg.scheduler_factor)
.patience(cfg.scheduler_patience)
.threshold(1e-4)
.threshold_mode(ThresholdMode::Rel)
.min_lr(1e-8)
.verbose(false)
.build()?;
// Cached PDE tensors - also on capture stream
let (_, d2udx2) = synthesize_exact_derivatives(&cfg, k_true);
let cached_u_r_t = Tensor::from_vec_on_stream(
u_real.iter().map(|&x| x as f32).collect(),
&[cfg.n_data, 1],
stream
)?;
let cached_u_i_t = Tensor::from_vec_on_stream(
u_imag.iter().map(|&x| x as f32).collect(),
&[cfg.n_data, 1],
stream
)?;
let cached_d2u_r_t = Tensor::from_vec_on_stream(
d2udx2.iter().map(|x| x[0] as f32).collect(),
&[cfg.n_data, 1],
stream
)?;
let cached_d2u_i_t = Tensor::from_vec_on_stream(
d2udx2.iter().map(|x| x[1] as f32).collect(),
&[cfg.n_data, 1],
stream
)?;
let k_sq = k_true * k_true;
let cached_k_sq_re = k_sq.re as f32;
let cached_k_sq_im = k_sq.im as f32;
let device = Device::cuda(0)?;
// === PHASE 8: Initialize zero-sync training infrastructure ===
let grad_workspace = GradientWorkspace::new(
cfg.n_data,
cfg.u_ff_dim,
cfg.u_hidden,
cfg.u_layers,
&device,
).map_err(|e| anyhow::anyhow!("Failed to create GradientWorkspace: {}", e))?;
// Collect parameter shapes for GpuAdam initialization
let mut param_shapes = Vec::new();
param_shapes.push(vec![1, cfg.u_ff_dim]); // B matrix
let mut in_dim = cfg.u_ff_dim * 2;
for i in 0..=cfg.u_layers {
let out_dim = if i == cfg.u_layers { 2 } else { cfg.u_hidden };
param_shapes.push(vec![out_dim, in_dim]); // Weight
param_shapes.push(vec![out_dim]); // Bias
in_dim = out_dim;
}
let gpu_adam = GpuAdam::new(
&param_shapes,
&device,
cfg.lr as f32,
0.9, 0.999, 1e-8,
).map_err(|e| anyhow::anyhow!("Failed to create GpuAdam: {}", e))?;
// Create a second stream context for the solver's internal use
// (the passed ctx is returned for external use)
let solver_stream_ctx = PinnStreamContext::new(0)?;
let solver = Self {
omega,
k_true,
u_scale,
l,
u_net,
x_data,
u_data_target,
g_prime: cfg.g_prime_true,
g_double: cfg.g_double_true,
optimizer,
scheduler,
device,
cfg,
cached_u_r_t,
cached_u_i_t,
cached_d2u_r_t,
cached_d2u_i_t,
cached_k_sq_re,
cached_k_sq_im,
grad_workspace,
gpu_adam,
stream_ctx: solver_stream_ctx,
};
Ok((solver, ws, ctx))
}
/// Training step with CUDA graph acceleration.
///
/// This method uses a unified stream context and CUDA graph capture for
/// near-zero overhead forward passes. The graph is captured on the first
/// call and replayed on subsequent calls.
///
/// ## Performance
///
/// - Without graph: ~42µs (11 kernel launches × 4µs each)
/// - With graph: ~4µs (1 graph replay)
///
/// ## Stable Pointer Architecture
///
/// The optimizer MUST use in-place updates (`param.sub_()`) to preserve
/// memory addresses. With stable pointers, the graph NEVER needs recapturing
/// during training.
///
/// # Arguments
/// * `ws` - Pre-allocated workspace buffers
/// * `ctx` - Unified stream context (all ops use this stream)
/// * `graph` - CUDA graph wrapper (captures on first call)
#[cfg(feature = "cuda")]
pub fn training_step_with_cuda_graph(
&mut self,
ws: &mut ForwardWorkspace,
ctx: &PinnStreamContext,
graph: &mut PinnGraph,
) -> Result<(f64, f64, f64)> {
clear_tape();
// Forward pass: capture on first call, replay on subsequent
if graph.is_captured() {
// Fast path: replay captured graph (~4µs)
graph.launch().map_err(|e| anyhow::anyhow!("{}", e))?;
} else {
// First call: capture the forward pass into a graph
let input_shape: Vec<usize> = self.x_data.shape().dims().iter()
.map(|&d| d as usize)
.collect();
// Clone references for the closure (avoid borrow issues)
let x_data = &self.x_data;
let u_net = &self.u_net;
graph.capture(&input_shape, || {
u_net.forward_on_stream(x_data, ws, ctx)
.map_err(|e| rtx_tensor::TensorError::runtime(format!("{}", e)))
}).map_err(|e| anyhow::anyhow!("{}", e))?;
}
// Synchronize before reading output (required for CPU-side loss computation)
ctx.synchronize().map_err(|e| anyhow::anyhow!("{}", e))?;
// Compute losses (still requires GPU→CPU sync for scheduler)
let loss_data = Self::mse_loss(&ws.output, &self.u_data_target)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_cached()?;
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
// Note: Optimizer step happens outside this function.
// With in-place optimizer updates, the graph remains valid.
Ok((loss_data, loss_pde, total_loss))
}
/// Run a single training step using pre-allocated workspace (optimized)
///
/// This method uses `forward_with_workspace` to minimize allocations during
/// the forward pass, which is the primary bottleneck in training.
/// NOTE: Still uses unoptimized compute_pde_residual_tensor()
pub fn training_step_with_workspace(&mut self, ws: &mut ForwardWorkspace) -> Result<(f64, f64, f64)> {
clear_tape();
// Use optimized forward pass that writes to pre-allocated buffers
self.u_net.forward_with_workspace(&self.x_data, ws)?;
// Read from workspace output buffer
let loss_data = Self::mse_loss(&ws.output, &self.u_data_target)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_tensor()?;
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok((loss_data, loss_pde, total_loss))
}
/// FULLY OPTIMIZED training step: workspace + cached PDE tensors
///
/// Combines both optimizations:
/// 1. `forward_with_workspace` - zero-alloc forward pass (9x faster)
/// 2. `compute_pde_residual_cached` - uses pre-computed tensors
///
/// This is the fastest possible training step.
pub fn training_step_fully_optimized(&mut self, ws: &mut ForwardWorkspace) -> Result<(f64, f64, f64)> {
clear_tape();
// Use optimized forward pass that writes to pre-allocated buffers
self.u_net.forward_with_workspace(&self.x_data, ws)?;
// Read from workspace output buffer
let loss_data = Self::mse_loss(&ws.output, &self.u_data_target)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_cached()?; // Use cached PDE!
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok((loss_data, loss_pde, total_loss))
}
/// ULTIMATE OPTIMIZED training step: CUDA graph + workspace + cached PDE
///
/// This is the fastest possible training step on CUDA devices.
/// Combines all optimizations:
/// 1. CUDA graph capture - eliminates kernel launch overhead
/// 2. `forward_with_workspace` - zero-alloc forward pass
/// 3. `compute_pde_residual_cached` - uses pre-computed tensors
///
/// The forward pass is captured into a CUDA graph on the first call,
/// then replayed with minimal CPU overhead on subsequent calls.
#[cfg(feature = "cuda")]
pub fn training_step_with_graph(
&mut self,
ws: &mut ForwardWorkspace,
graph: &mut CapturedForwardGraph,
) -> Result<(f64, f64, f64)> {
clear_tape();
// Use CUDA graph-accelerated forward pass
self.u_net.forward_with_graph(&self.x_data, ws, graph)?;
// Read from workspace output buffer
let loss_data = Self::mse_loss(&ws.output, &self.u_data_target)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_cached()?;
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok((loss_data, loss_pde, total_loss))
}
// =========================================================================
// ZERO-SYNC TRAINING (Eliminates GPU-CPU synchronization overhead)
// =========================================================================
/// DEFERRED-LOSS training step: Only compute loss when needed.
///
/// This is a simpler approach than GPU accumulation - just skip loss
/// computation entirely for most steps, only computing when the scheduler
/// needs an update.
///
/// # Performance Impact
/// - Eliminates ~35-55µs from loss computation on most steps
/// - Only computes loss every `sync_interval` steps
///
/// # Arguments
/// * `ws` - Pre-allocated forward pass workspace
/// * `step` - Current step number (for deciding when to sync)
/// * `sync_interval` - Compute loss every N steps
///
/// # Returns
/// Some((data_loss, pde_loss, total_loss)) if loss was computed, None otherwise
pub fn training_step_deferred_loss(
&mut self,
ws: &mut ForwardWorkspace,
step: usize,
sync_interval: usize,
) -> Result<Option<(f64, f64, f64)>> {
clear_tape();
// Forward pass (always needed for gradient computation)
self.u_net.forward_with_workspace(&self.x_data, ws)?;
// Only compute loss when needed for scheduler
if step % sync_interval == 0 {
// Compute loss with CPU sync (same as fully_optimized)
let loss_data = Self::mse_loss(&ws.output, &self.u_data_target)?;
let (mse_rr, mse_ri) = self.compute_pde_residual_cached()?;
let loss_pde = mse_rr + mse_ri;
let total_loss = self.cfg.data_weight * loss_data + self.cfg.pde_weight * loss_pde;
let _new_lr = self.scheduler.step_metric(loss_data);
Ok(Some((loss_data, loss_pde, total_loss)))
} else {
// Skip loss computation entirely - just forward pass
Ok(None)
}
}
/// ZERO-SYNC training step (with GPU accumulation).
///
/// NOTE: Benchmarking showed this is SLOWER than the original due to
/// accumulator overhead. Use `training_step_deferred_loss` instead.
///
/// This version keeps loss tensors on GPU and accumulates them,
/// but the extra GPU operations cost more than the to_cpu() savings.
///
/// # Arguments
/// * `ws` - Pre-allocated forward pass workspace
/// * `accumulator` - GPU-resident loss accumulator
pub fn training_step_zero_sync(
&mut self,
ws: &mut ForwardWorkspace,
accumulator: &mut GpuLossAccumulator,
) -> Result<()> {
clear_tape();
// Forward pass (already optimized - no sync)
self.u_net.forward_with_workspace(&self.x_data, ws)?;
// Compute losses on GPU (NO to_cpu() calls!)
let data_loss_gpu = Self::mse_loss_gpu(&ws.output, &self.u_data_target)?;
let (pde_re_gpu, pde_im_gpu) = self.compute_pde_residual_gpu()?;
// Accumulate on GPU (no sync)
accumulator.accumulate(
&data_loss_gpu,
&pde_re_gpu,
&pde_im_gpu,
self.cfg.data_weight as f32,
self.cfg.pde_weight as f32,
)?;
// Conditionally sync and update scheduler (only every sync_interval steps)
if let Some((data_loss, _pde_loss, _total_loss)) = accumulator.maybe_sync()? {
let _new_lr = self.scheduler.step_metric(data_loss);
}
Ok(())
}
/// DEFERRED-LOSS training loop: maximum performance by skipping loss on most steps.
///
/// Only computes loss every `sync_interval` steps, saving ~35-55µs per skipped step.
/// The scheduler is only updated when loss is computed.
///
/// # Arguments
/// * `sync_interval` - Compute loss every N steps (100 recommended for patience=500)
///
/// # Returns
/// Final total loss value (from last computed loss)
pub fn train_deferred_loss(&mut self, sync_interval: usize) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut last_loss = 0.0f64;
for epoch in 1..=self.cfg.epochs {
if let Some((_, _, total_loss)) = self.training_step_deferred_loss(&mut ws, epoch, sync_interval)? {
last_loss = total_loss;
}
}
Ok(last_loss)
}
/// ZERO-SYNC training loop (with GPU accumulation).
///
/// NOTE: Benchmarking showed this is SLOWER than the original due to
/// accumulator overhead. Use `train_deferred_loss` instead.
///
/// # Arguments
/// * `sync_interval` - Sync to CPU every N steps (100 recommended for patience=500)
///
/// # Returns
/// Final total loss value
pub fn train_zero_sync(&mut self, sync_interval: usize) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut accumulator = GpuLossAccumulator::new(&self.device, sync_interval)?;
for _epoch in 1..=self.cfg.epochs {
self.training_step_zero_sync(&mut ws, &mut accumulator)?;
}
// Final sync to get loss values
let (_, _, total_loss) = accumulator.force_sync()?.unwrap_or((0.0, 0.0, 0.0));
Ok(total_loss)
}
/// ZERO-SYNC training with progress logging.
///
/// Same as `train_zero_sync` but logs progress at specified intervals.
/// Only syncs when logging is needed, minimizing overhead.
pub fn train_zero_sync_with_logging(&mut self, sync_interval: usize) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut accumulator = GpuLossAccumulator::new(&self.device, sync_interval)?;
let mut best_loss = f64::MAX;
for epoch in 1..=self.cfg.epochs {
self.training_step_zero_sync(&mut ws, &mut accumulator)?;
// Log progress at print_every intervals (requires sync)
if epoch % self.cfg.print_every == 0 {
if let Some((data_loss, pde_loss, total_loss)) = accumulator.force_sync()? {
if total_loss < best_loss {
best_loss = total_loss;
}
// Logging could go here if needed
let _ = (data_loss, pde_loss); // Suppress unused warnings
}
}
}
// Final sync
if let Some((_, _, total_loss)) = accumulator.force_sync()? {
if total_loss < best_loss {
best_loss = total_loss;
}
}
Ok(best_loss)
}
/// Run training loop (unoptimized - uses compute_pde_residual_tensor)
pub fn train(&mut self) -> Result<f64> {
let mut best_loss = f64::MAX;
for _epoch in 1..=self.cfg.epochs {
let (_, _, total_loss) = self.training_step()?;
if total_loss < best_loss {
best_loss = total_loss;
}
}
Ok(best_loss)
}
/// Run optimized training loop using CACHED PDE tensors
///
/// This is the recommended training method. Uses pre-computed tensors
/// to eliminate ~89% overhead from repeated allocations.
///
/// Expected performance: ~35-40ms for 100 epochs (vs ~323ms unoptimized)
pub fn train_cached(&mut self) -> Result<f64> {
let mut best_loss = f64::MAX;
for _epoch in 1..=self.cfg.epochs {
let (_, _, total_loss) = self.training_step_cached()?;
if total_loss < best_loss {
best_loss = total_loss;
}
}
Ok(best_loss)
}
/// Run optimized training loop using workspace buffers
pub fn train_with_workspace(&mut self) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut best_loss = f64::MAX;
for _epoch in 1..=self.cfg.epochs {
let (_, _, total_loss) = self.training_step_with_workspace(&mut ws)?;
if total_loss < best_loss {
best_loss = total_loss;
}
}
Ok(best_loss)
}
/// FULLY OPTIMIZED training loop: workspace + cached PDE tensors
///
/// This is the recommended training method for maximum performance.
/// Combines workspace-based forward pass + cached PDE tensors.
///
/// Expected performance: ~40ms for 100 epochs (vs ~380ms unoptimized = 9.5x faster)
pub fn train_fully_optimized(&mut self) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut best_loss = f64::MAX;
for _epoch in 1..=self.cfg.epochs {
let (_, _, total_loss) = self.training_step_fully_optimized(&mut ws)?;
if total_loss < best_loss {
best_loss = total_loss;
}
}
Ok(best_loss)
}
/// ULTIMATE OPTIMIZED training loop: CUDA graph + workspace + cached PDE
///
/// This is the fastest training method on CUDA devices. The forward pass
/// is captured into a CUDA graph on the first iteration, then replayed
/// with minimal CPU overhead on subsequent iterations.
///
/// Expected performance: Forward pass kernel launch overhead reduced from
/// ~50-100µs to ~5µs (10-20x improvement for small batches).
#[cfg(feature = "cuda")]
pub fn train_with_graph(&mut self) -> Result<f64> {
let mut ws = self.create_workspace()?;
let mut graph = CapturedForwardGraph::new();
let mut best_loss = f64::MAX;
for _epoch in 1..=self.cfg.epochs {
let (_, _, total_loss) = self.training_step_with_graph(&mut ws, &mut graph)?;
if total_loss < best_loss {
best_loss = total_loss;
}
}
// Log graph statistics
if graph.is_captured() {
eprintln!("CUDA graph launched {} times", graph.launch_count());
}
Ok(best_loss)
}
// =========================================================================
// PHASE 8: ANALYTICAL BACKPROP TRAINING (Zero-Sync, Zero-Autograd)
// =========================================================================
/// Single training step with analytical backpropagation.
///
/// This method implements a complete training step WITHOUT autograd:
/// 1. Forward pass - caches intermediate activations in grad_workspace
/// 2. Loss gradient - computes dL/d_output for MSE loss
/// 3. Backward pass - propagates gradients layer by layer
/// 4. Optimizer step - updates all parameters in-place on GPU
///
/// ## Performance
/// - No CPU-GPU sync during the step
/// - No autograd tape construction
/// - All buffers pre-allocated (zero heap allocation)
///
/// ## Returns
/// Nothing - all data stays on GPU for zero-sync operation.
/// Use `compute_data_loss_for_logging()` periodically to check progress.
#[cfg(feature = "cuda")]
pub fn train_step_data_only(&mut self) -> Result<()> {
// --- 1. Forward Pass (Caching Activations) ---
self.u_net.forward_training(&self.x_data, &mut self.grad_workspace)?;
// --- 2. Loss Gradient (dL/d_output) - GPU native, zero-alloc ---
let num_layers = self.u_net.layers().len();
let u_pred = self.grad_workspace.h[num_layers - 1].clone();
mse_backward_inplace(
&u_pred,
&self.u_data_target,
&self.stream_ctx,
&mut self.grad_workspace.d_loss,
).map_err(|e| anyhow::anyhow!("mse_backward_inplace failed: {}", e))?;
// --- 3. Backward Pass - GPU native, zero-alloc ---
// Start with d_loss, propagate backward through layers
//
// For the last layer (output), dL_dh = d_loss
// For each layer i: layer_backward_inplace writes:
// - dW[i], db[i] to workspace
// - dL_dh_prev[i] as the gradient to pass to layer i-1
// Copy d_loss to dL_dh_prev[num_layers-1] as starting point
// Then we iterate backward, using dL_dh_prev[i+1] as input to layer i
self.stream_ctx.mul_scalar_out(
&self.grad_workspace.d_loss,
1.0,
&mut self.grad_workspace.dL_dh_prev[num_layers - 1],
).map_err(|e| anyhow::anyhow!("copy d_loss failed: {}", e))?;
for i in (0..num_layers).rev() {
// Get input gradient (from next layer or d_loss for output layer)
// After first iteration, use dL_dh_prev[i+1] from prev layer's backward
// For output layer (i = num_layers-1), we just copied d_loss there
// Get input to this layer (h_prev)
let h_prev = if i == 0 {
self.grad_workspace.fourier_features.clone()
} else {
self.grad_workspace.h[i - 1].clone()
};
// Get cached activation
let h_i = self.grad_workspace.h[i].clone();
// Get dL_dh for this layer
let dL_dh = if i == num_layers - 1 {
// Output layer: use d_loss (already in dL_dh_prev[num_layers-1])
self.grad_workspace.dL_dh_prev[num_layers - 1].clone()
} else {
// Hidden layer: use output from next layer's backward
self.grad_workspace.dL_dh_prev[i + 1].clone()
};
let apply_tanh = i < num_layers - 1;
let w = self.u_net.layers()[i].weight().clone();
layer_backward_inplace(
&dL_dh,
&h_i,
&h_prev,
&w,
i,
apply_tanh,
&self.stream_ctx,
&mut self.grad_workspace,
).map_err(|e| anyhow::anyhow!("layer_backward_inplace failed for layer {}: {}", i, e))?;
}
// --- 4. Fourier Backward: d_h -> dB ---
// dL_dh_prev[0] now contains gradient w.r.t. fourier features
// Use fused GPU kernel for zero-allocation backward pass
fourier_backward_inplace(
&self.grad_workspace.dL_dh_prev[0],
&self.x_data,
self.u_net.b_learnable(),
&self.stream_ctx,
&mut self.grad_workspace.dB,
).map_err(|e| anyhow::anyhow!("fourier_backward_inplace failed: {}", e))?;
// --- 5. Optimizer Step - FUSED ---
// Update parameters in-place using fused kernel
self.optimizer_step_fused()?;
Ok(())
}
/// Perform fused optimizer step updating parameters in-place.
#[cfg(feature = "cuda")]
fn optimizer_step_fused(&mut self) -> Result<()> {
self.gpu_adam.t += 1;
let t = self.gpu_adam.t;
// Compute bias corrections
let bias_correction1: f32 = 1.0 - self.gpu_adam.beta1.powi(t as i32);
let bias_correction2: f32 = 1.0 - self.gpu_adam.beta2.powi(t as i32);
let lr_adj = self.gpu_adam.lr * bias_correction2.sqrt() / bias_correction1;
// Update B matrix (index 0)
self.stream_ctx.adam_step(
self.u_net.b_learnable_mut(),
&mut self.gpu_adam.m[0],
&mut self.gpu_adam.v[0],
&self.grad_workspace.dB,
lr_adj,
self.gpu_adam.beta1,
self.gpu_adam.beta2,
self.gpu_adam.eps,
).map_err(|e| anyhow::anyhow!("adam_step for B failed: {}", e))?;
// Update layer weights and biases
let num_layers = self.u_net.layers().len();
let mut param_idx = 1; // Start after B
for i in 0..num_layers {
// Weight
let layer = &mut self.u_net.layers_mut()[i];
self.stream_ctx.adam_step(
layer.weight_mut(),
&mut self.gpu_adam.m[param_idx],
&mut self.gpu_adam.v[param_idx],
&self.grad_workspace.dW[i],
lr_adj,
self.gpu_adam.beta1,
self.gpu_adam.beta2,
self.gpu_adam.eps,
).map_err(|e| anyhow::anyhow!("adam_step for W{} failed: {}", i, e))?;
param_idx += 1;
// Bias
self.stream_ctx.adam_step(
layer.bias_mut().expect("Layer should have bias"),
&mut self.gpu_adam.m[param_idx],
&mut self.gpu_adam.v[param_idx],
&self.grad_workspace.db[i],
lr_adj,
self.gpu_adam.beta1,
self.gpu_adam.beta2,
self.gpu_adam.eps,
).map_err(|e| anyhow::anyhow!("adam_step for b{} failed: {}", i, e))?;
param_idx += 1;
}
Ok(())
}
/// CPU fallback version (allocating, slower)
#[cfg(not(feature = "cuda"))]
pub fn train_step_data_only(&mut self) -> Result<()> {
// --- 1. Forward Pass (Caching Activations) ---
self.u_net.forward_training(&self.x_data, &mut self.grad_workspace)?;
// --- 2. Loss Gradient (dL/d_output) ---
let num_layers = self.u_net.layers().len();
let u_pred = &self.grad_workspace.h[num_layers - 1];
let d_loss = mse_backward(u_pred, &self.u_data_target)
.map_err(|e| anyhow::anyhow!("mse_backward failed: {}", e))?;
// --- 3. Backward Pass (Propagate Gradients Layer by Layer) ---
let mut d_h = d_loss;
for i in (0..num_layers).rev() {
let h_prev = if i == 0 {
&self.grad_workspace.fourier_features
} else {
&self.grad_workspace.h[i - 1]
};
let apply_tanh = i < num_layers - 1;
let (d_w, d_b, dh_prev) = layer_backward(
&d_h,
&self.grad_workspace.h[i],
h_prev,
self.u_net.layers()[i].weight(),
apply_tanh,
).map_err(|e| anyhow::anyhow!("layer_backward failed: {}", e))?;
self.grad_workspace.dW[i] = d_w;
self.grad_workspace.db[i] = d_b;
d_h = dh_prev;
}
// --- 4. Fourier Backward: d_h -> dB ---
self.grad_workspace.dB = fourier_backward(
&d_h,
&self.x_data,
self.u_net.b_learnable(),
).map_err(|e| anyhow::anyhow!("fourier_backward failed: {}", e))?;
// --- 5. Optimizer Step ---
let (mut params, grads) = self.collect_params_and_grads_cloned();
self.gpu_adam.step(&mut params, &grads)
.map_err(|e| anyhow::anyhow!("optimizer step failed: {}", e))?;
self.write_params_back(&params)?;
Ok(())
}
/// Collect cloned parameters and gradients for optimizer step.
///
/// Returns: (cloned parameters, gradients)
/// Order: B, then for each layer: (W, b)
fn collect_params_and_grads_cloned(&self) -> (Vec<Tensor>, Vec<Tensor>) {
let mut params = Vec::new();
let mut grads = Vec::new();
// B matrix
params.push(self.u_net.b_learnable().clone());
grads.push(self.grad_workspace.dB.clone());
// Layer weights and biases
for i in 0..self.u_net.layers().len() {
params.push(self.u_net.layers()[i].weight().clone());
grads.push(self.grad_workspace.dW[i].clone());
if let Some(bias) = self.u_net.layers()[i].bias() {
params.push(bias.clone());
grads.push(self.grad_workspace.db[i].clone());
}
}
(params, grads)
}
/// Write updated parameters back to the network after optimizer step.
fn write_params_back(&mut self, params: &[Tensor]) -> Result<()> {
let mut idx = 0;
// B matrix (first parameter)
*self.u_net.b_learnable_mut() = params[idx].clone();
idx += 1;
// Layer weights and biases
let num_layers = self.u_net.layers().len();
for i in 0..num_layers {
// Weight
self.u_net.layers_mut()[i].set_weight(params[idx].clone())
.map_err(|e| anyhow::anyhow!("Failed to set weight for layer {}: {}", i, e))?;
idx += 1;
// Bias (if present)
if self.u_net.layers()[i].bias().is_some() {
self.u_net.layers_mut()[i].set_bias(params[idx].clone())
.map_err(|e| anyhow::anyhow!("Failed to set bias for layer {}: {}", i, e))?;
idx += 1;
}
}
Ok(())
}
/// Compute data loss for logging/debugging (requires GPU-CPU sync).
///
/// Only call this periodically (e.g., every 100 steps) to minimize sync overhead.
pub fn compute_data_loss_for_logging(&self) -> Result<f64> {
let num_layers = self.u_net.layers().len();
let u_pred = &self.grad_workspace.h[num_layers - 1];
Self::mse_loss(u_pred, &self.u_data_target)
}
/// Train for N steps using analytical backprop, returning final loss.
///
/// This is the recommended training method for Phase 8.
/// - No autograd overhead
/// - No CPU-GPU sync except at the end for loss reporting
///
/// # Arguments
/// * `n_steps` - Number of training steps
/// * `log_interval` - How often to compute and log loss (0 = never until end)
pub fn train_analytical(&mut self, n_steps: usize, log_interval: usize) -> Result<f64> {
let mut best_loss = f64::MAX;
for step in 1..=n_steps {
self.train_step_data_only()?;
// Optionally log progress
if log_interval > 0 && step % log_interval == 0 {
let loss = self.compute_data_loss_for_logging()?;
if loss < best_loss {
best_loss = loss;
}
if step % (log_interval * 10) == 0 {
eprintln!("Step {}: loss = {:.6e}", step, loss);
}
}
}
// Always compute final loss
let final_loss = self.compute_data_loss_for_logging()?;
if final_loss < best_loss {
best_loss = final_loss;
}
Ok(best_loss)
}
}