scirs2_integrate/
neural_rl_step_control.rs

1//! Neural Reinforcement Learning Step Size Control
2//!
3//! This module implements cutting-edge reinforcement learning-based adaptive step size
4//! control using deep Q-networks (DQN) with advanced features including:
5//! - Dueling network architecture
6//! - Prioritized experience replay
7//! - Multi-step learning
8//! - Meta-learning adaptation
9//! - Multi-objective reward optimization
10//! - Attention mechanisms for feature importance
11//! - Noisy networks for exploration
12
13#![allow(dead_code)]
14#![allow(clippy::too_many_arguments)]
15
16use crate::common::IntegrateFloat;
17use crate::error::{IntegrateError, IntegrateResult};
18use scirs2_core::gpu::{self, GpuDataType};
19use scirs2_core::ndarray::{Array1, Array2};
20use std::collections::{HashMap, VecDeque};
21use std::sync::{Arc, Mutex};
22use std::time::Instant;
23// use statrs::statistics::Statistics;
24
25/// Neural reinforcement learning step size controller
26pub struct NeuralRLStepController<F: IntegrateFloat + GpuDataType> {
27    /// Deep Q-Network for step size prediction
28    dqn: Arc<Mutex<DeepQNetwork<F>>>,
29    /// Experience replay buffer
30    experience_buffer: Arc<Mutex<PrioritizedExperienceReplay<F>>>,
31    /// State feature extractor
32    feature_extractor: Arc<Mutex<StateFeatureExtractor<F>>>,
33    /// Multi-objective reward calculator
34    reward_calculator: MultiObjectiveRewardCalculator<F>,
35    /// Training configuration
36    training_config: TrainingConfiguration,
37    /// Performance analytics
38    performance_analytics: Arc<Mutex<RLPerformanceAnalytics>>,
39    /// GPU context for neural network execution
40    gpu_context: Arc<Mutex<gpu::GpuContext>>,
41}
42
43/// Deep Q-Network implementation with dueling architecture
44pub struct DeepQNetwork<F: IntegrateFloat + GpuDataType> {
45    /// Network weights (Layer 1: 64->128, Layer 2: 128->64, Output: 64->32)
46    weights: NetworkWeights<F>,
47    /// Target network for stable learning
48    target_weights: NetworkWeights<F>,
49    /// Network hyperparameters
50    hyperparams: NetworkHyperparameters<F>,
51    /// Training statistics
52    training_stats: TrainingStatistics,
53    /// Optimizer state (Adam optimizer)
54    optimizer_state: AdamOptimizerState<F>,
55}
56
57/// Network weights for the deep Q-network
58#[derive(Debug, Clone)]
59pub struct NetworkWeights<F: IntegrateFloat> {
60    /// Layer 1 weights (64 -> 128)
61    pub layer1_weights: Array2<F>,
62    /// Layer 1 biases
63    pub layer1_biases: Array1<F>,
64    /// Layer 2 weights (128 -> 64)
65    pub layer2_weights: Array2<F>,
66    /// Layer 2 biases
67    pub layer2_biases: Array1<F>,
68    /// Advantage stream weights (64 -> 32)
69    pub advantage_weights: Array2<F>,
70    /// Advantage biases
71    pub advantage_biases: Array1<F>,
72    /// State value weights (64 -> 1)
73    pub value_weights: Array1<F>,
74    /// State value bias
75    pub value_bias: F,
76}
77
78/// Prioritized experience replay with importance sampling
79pub struct PrioritizedExperienceReplay<F: IntegrateFloat> {
80    /// Experience buffer
81    buffer: VecDeque<Experience<F>>,
82    /// Priority sum tree for efficient sampling
83    priority_tree: SumTree,
84    /// Buffer configuration
85    config: ReplayBufferConfig,
86    /// Importance sampling parameters
87    importance_sampling: ImportanceSamplingConfig,
88}
89
90/// Single experience tuple for training
91#[derive(Debug, Clone)]
92pub struct Experience<F: IntegrateFloat> {
93    /// Current state features
94    pub state: Array1<F>,
95    /// Action taken (step size multiplier index)
96    pub action: usize,
97    /// Reward received
98    pub reward: F,
99    /// Next state features
100    pub next_state: Array1<F>,
101    /// Whether episode terminated
102    pub done: bool,
103    /// Temporal difference error for prioritization
104    pub tderror: F,
105    /// Timestamp of experience
106    pub timestamp: Instant,
107}
108
109/// State feature extractor for RL agent
110pub struct StateFeatureExtractor<F: IntegrateFloat> {
111    /// Error history window
112    error_history: VecDeque<F>,
113    /// Step size history window
114    step_history: VecDeque<F>,
115    /// Jacobian eigenvalue estimates
116    jacobian_eigenvalues: Array1<F>,
117    /// Problem characteristics
118    problem_characteristics: ProblemCharacteristics<F>,
119    /// Performance metrics
120    performance_metrics: PerformanceMetrics<F>,
121    /// Feature normalization parameters
122    normalization: FeatureNormalization<F>,
123}
124
125/// Multi-objective reward calculator
126pub struct MultiObjectiveRewardCalculator<F: IntegrateFloat> {
127    /// Reward component weights
128    weights: RewardWeights<F>,
129    /// Performance baselines for normalization
130    baselines: PerformanceBaselines<F>,
131    /// Reward shaping parameters
132    shaping: RewardShaping<F>,
133}
134
135/// Training configuration for the RL agent
136#[derive(Debug, Clone)]
137pub struct TrainingConfiguration {
138    /// Learning rate for neural network
139    pub learning_rate: f64,
140    /// Discount factor (gamma)
141    pub discount_factor: f64,
142    /// Exploration rate (epsilon)
143    pub epsilon: f64,
144    /// Epsilon decay rate
145    pub epsilon_decay: f64,
146    /// Minimum epsilon
147    pub epsilon_min: f64,
148    /// Target network update frequency
149    pub target_update_frequency: usize,
150    /// Batch size for training
151    pub batch_size: usize,
152    /// Training frequency (train every N steps)
153    pub train_frequency: usize,
154    /// Soft update parameter (tau)
155    pub tau: f64,
156    /// Prioritized replay alpha
157    pub priority_alpha: f64,
158    /// Prioritized replay beta
159    pub priority_beta: f64,
160    /// Multi-step learning horizon
161    pub nstep: usize,
162}
163
164/// Performance analytics for RL training
165pub struct RLPerformanceAnalytics {
166    /// Episode rewards over time
167    episode_rewards: VecDeque<f64>,
168    /// Q-value estimates over time
169    q_value_estimates: VecDeque<f64>,
170    /// Loss function values
171    loss_values: VecDeque<f64>,
172    /// Exploration rate over time
173    epsilon_history: VecDeque<f64>,
174    /// Step acceptance rates
175    step_acceptance_rates: VecDeque<f64>,
176    /// Convergence metrics
177    convergence_metrics: ConvergenceMetrics,
178}
179
180impl<F: IntegrateFloat + GpuDataType + Default> NeuralRLStepController<F> {
181    /// Create a new neural RL step controller
182    pub fn new() -> IntegrateResult<Self> {
183        #[cfg(test)]
184        let gpu_context = Arc::new(Mutex::new(
185            gpu::GpuContext::new(gpu::GpuBackend::Cpu).unwrap_or_else(|_| {
186                // Fallback to a minimal mock GPU context for tests
187                gpu::GpuContext::new(gpu::GpuBackend::Cpu).unwrap()
188            }),
189        ));
190
191        #[cfg(not(test))]
192        let gpu_context = Arc::new(Mutex::new(
193            gpu::GpuContext::new(gpu::GpuBackend::Cuda).map_err(|e| {
194                IntegrateError::ComputationError(format!("GPU context creation failed: {e:?}"))
195            })?,
196        ));
197
198        let dqn = Arc::new(Mutex::new(DeepQNetwork::new()?));
199        let experience_buffer = Arc::new(Mutex::new(PrioritizedExperienceReplay::new()?));
200        let feature_extractor = Arc::new(Mutex::new(StateFeatureExtractor::new()?));
201        let reward_calculator = MultiObjectiveRewardCalculator::new()?;
202        let training_config = TrainingConfiguration::default();
203        let performance_analytics = Arc::new(Mutex::new(RLPerformanceAnalytics::new()));
204
205        Ok(NeuralRLStepController {
206            dqn,
207            experience_buffer,
208            feature_extractor,
209            reward_calculator,
210            training_config,
211            performance_analytics,
212            gpu_context,
213        })
214    }
215
216    /// Initialize the RL agent with problem characteristics
217    pub fn initialize(
218        &self,
219        problem_size: usize,
220        initialstep_size: F,
221        problem_type: &str,
222    ) -> IntegrateResult<()> {
223        // Initialize feature extractor
224        {
225            let mut extractor = self.feature_extractor.lock().unwrap();
226            extractor.initialize(problem_size, initialstep_size, problem_type)?;
227        }
228
229        // Initialize DQN with pre-trained weights if available
230        {
231            let mut dqn = self.dqn.lock().unwrap();
232            dqn.initialize_weights()?;
233        }
234
235        // Load GPU compute shader
236        self.load_neural_rl_shader()?;
237
238        Ok(())
239    }
240
241    /// Predict optimal step size using the trained RL agent
242    pub fn predict_optimalstep(
243        &self,
244        currentstep: F,
245        currenterror: F,
246        problem_state: &ProblemState<F>,
247        performance_metrics: &PerformanceMetrics<F>,
248    ) -> IntegrateResult<StepSizePrediction<F>> {
249        // Extract _state features
250        let state_features = {
251            let mut extractor = self.feature_extractor.lock().unwrap();
252            extractor.extract_features(
253                currentstep,
254                currenterror,
255                problem_state,
256                performance_metrics,
257            )?
258        };
259
260        // Forward pass through DQN to get Q-values
261        let q_values = {
262            let dqn = self.dqn.lock().unwrap();
263            dqn.forward(&state_features)?
264        };
265
266        // Select action using epsilon-greedy policy
267        let action = self.select_action(&q_values)?;
268
269        // Convert action to step size multiplier
270        let step_multiplier = self.action_tostep_multiplier(action);
271        let predictedstep = currentstep * step_multiplier;
272
273        // Apply safety constraints
274        let minstep = currentstep * F::from(0.01).unwrap(); // Minimum 1% of current _step
275        let maxstep = currentstep * F::from(10.0).unwrap(); // Maximum 10x current _step
276        let safestep = predictedstep.max(minstep).min(maxstep);
277
278        Ok(StepSizePrediction {
279            predictedstep: safestep,
280            step_multiplier,
281            action_index: action,
282            q_values: q_values.clone(),
283            confidence: self.calculate_prediction_confidence(&q_values),
284            exploration_noise: self.calculate_exploration_noise(),
285        })
286    }
287
288    /// Train the RL agent with the outcome of the previous step
289    pub fn train_on_experience(
290        &self,
291        previous_state: &Array1<F>,
292        action_taken: usize,
293        reward: F,
294        current_state: &Array1<F>,
295        done: bool,
296    ) -> IntegrateResult<TrainingResult<F>> {
297        // Create experience tuple
298        let experience = Experience {
299            state: previous_state.clone(),
300            action: action_taken,
301            reward,
302            next_state: current_state.clone(),
303            done,
304            tderror: F::zero(), // Will be calculated
305            timestamp: Instant::now(),
306        };
307
308        // Add to experience replay buffer
309        {
310            let mut buffer = self.experience_buffer.lock().unwrap();
311            buffer.add_experience(experience)?;
312        }
313
314        // Perform training if enough experiences are available
315        if self.should_train()? {
316            self.perform_trainingstep()?;
317        }
318
319        // Update target network if needed
320        if self.should_update_target()? {
321            self.update_target_network()?;
322        }
323
324        // Update performance analytics
325        {
326            let mut analytics = self.performance_analytics.lock().unwrap();
327            analytics.update_metrics(reward.to_f64().unwrap_or(0.0), action_taken)?;
328        }
329
330        Ok(TrainingResult {
331            loss: F::zero(),             // Would be actual loss from training
332            q_value_estimate: F::zero(), // Average Q-value
333            tderror: F::zero(),          // Temporal difference error
334            exploration_rate: F::from(self.training_config.epsilon).unwrap(),
335            training_performed: self.should_train()?,
336        })
337    }
338
339    /// Update the neural network using GPU-accelerated training
340    pub fn gpu_accelerated_training(&self) -> IntegrateResult<()> {
341        let gpu_context = self.gpu_context.lock().unwrap();
342
343        // Sample mini-batch from prioritized experience replay
344        let (batch, indices, weights) = {
345            let mut buffer = self.experience_buffer.lock().unwrap();
346            buffer.sample_batch(self.training_config.batch_size)?
347        };
348
349        // Transfer batch data to GPU
350        let gpu_states = self.transfer_states_to_gpu(&batch)?;
351        let gpu_actions = self.transfer_actions_to_gpu(&batch)?;
352        let gpu_rewards = self.transfer_rewards_to_gpu(&batch)?;
353        let gpu_next_states = self.transfer_next_states_to_gpu(&batch)?;
354
355        // Launch neural RL compute shader
356        gpu_context
357            .launch_kernel(
358                "neural_adaptivestep_rl",
359                (self.training_config.batch_size, 1, 1),
360                (32, 1, 1),
361                &[
362                    gpu::DynamicKernelArg::Buffer(gpu_states.as_ptr()),
363                    gpu::DynamicKernelArg::Buffer(gpu_actions.as_ptr()),
364                    gpu::DynamicKernelArg::Buffer(gpu_rewards.as_ptr()),
365                    gpu::DynamicKernelArg::Buffer(gpu_next_states.as_ptr()),
366                    gpu::DynamicKernelArg::F64(self.training_config.learning_rate),
367                    gpu::DynamicKernelArg::F64(self.training_config.discount_factor),
368                    gpu::DynamicKernelArg::I32(1), // training_mode = true
369                ],
370            )
371            .map_err(|e| {
372                IntegrateError::ComputationError(format!("Neural RL kernel launch failed: {e:?}"))
373            })?;
374
375        // Retrieve updated weights from GPU
376        self.retrieve_updated_weights_from_gpu()?;
377
378        // Update priorities in experience replay buffer
379        self.update_experience_priorities(&indices, &weights)?;
380
381        Ok(())
382    }
383
384    /// Evaluate the performance of the RL agent
385    pub fn evaluate_performance(&self) -> IntegrateResult<RLEvaluationResults> {
386        let analytics = self.performance_analytics.lock().unwrap();
387
388        let avg_reward =
389            analytics.episode_rewards.iter().sum::<f64>() / analytics.episode_rewards.len() as f64;
390
391        let reward_std = {
392            let variance = analytics
393                .episode_rewards
394                .iter()
395                .map(|r| (r - avg_reward).powi(2))
396                .sum::<f64>()
397                / analytics.episode_rewards.len() as f64;
398            variance.sqrt()
399        };
400
401        let avg_q_value = analytics.q_value_estimates.iter().sum::<f64>()
402            / analytics.q_value_estimates.len() as f64;
403
404        let convergence_rate = analytics.convergence_metrics.convergence_rate;
405        let exploration_rate = analytics.epsilon_history.back().copied().unwrap_or(0.0);
406
407        Ok(RLEvaluationResults {
408            average_reward: avg_reward,
409            reward_standard_deviation: reward_std,
410            average_q_value: avg_q_value,
411            convergence_rate,
412            exploration_rate,
413            training_episodes: analytics.episode_rewards.len(),
414            step_acceptance_rate: analytics
415                .step_acceptance_rates
416                .back()
417                .copied()
418                .unwrap_or(0.0),
419        })
420    }
421
422    /// Adaptive hyperparameter tuning based on performance
423    pub fn adaptive_hyperparameter_tuning(&mut self) -> IntegrateResult<()> {
424        let performance = self.evaluate_performance()?;
425
426        // Adapt learning rate based on convergence
427        if performance.convergence_rate < 0.1 {
428            self.training_config.learning_rate *= 0.9; // Reduce learning rate
429        } else if performance.convergence_rate > 0.8 {
430            self.training_config.learning_rate *= 1.1; // Increase learning rate
431        }
432
433        // Adapt exploration rate based on performance stability
434        if performance.reward_standard_deviation < 0.1 {
435            self.training_config.epsilon *= 0.95; // Reduce exploration
436        }
437
438        // Adapt priority parameters based on learning progress
439        if performance.average_q_value > 0.5 {
440            self.training_config.priority_alpha *= 1.05; // Increase prioritization
441        }
442
443        Ok(())
444    }
445
446    // Private helper methods
447
448    fn load_neural_rl_shader(&self) -> IntegrateResult<()> {
449        // Simplified shader loading - in a real implementation would load actual compute shader
450        // For now, just validate that GPU context is available
451        let _gpu_context = self.gpu_context.lock().unwrap();
452        Ok(())
453    }
454
455    fn select_action(&self, qvalues: &Array1<F>) -> IntegrateResult<usize> {
456        // Epsilon-greedy action selection
457        let random_val: f64 = scirs2_core::random::random();
458
459        if random_val < self.training_config.epsilon {
460            // Exploration: random action
461            Ok((scirs2_core::random::random::<f64>() * 32.0) as usize % 32)
462        } else {
463            // Exploitation: best Q-value
464            let mut best_action = 0;
465            let mut best_q = qvalues[0];
466
467            for (i, &q_val) in qvalues.iter().enumerate() {
468                if q_val > best_q {
469                    best_q = q_val;
470                    best_action = i;
471                }
472            }
473
474            Ok(best_action)
475        }
476    }
477
478    fn action_tostep_multiplier(&self, action: usize) -> F {
479        // Map _action index to step size multiplier
480        let multipliers = [
481            0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7,
482            1.8, 1.9, 2.0, 2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.8, 2.9, 3.0, 3.1, 3.2,
483        ];
484
485        F::from(multipliers[action.min(31)]).unwrap_or(F::one())
486    }
487
488    fn calculate_prediction_confidence(&self, _qvalues: &Array1<F>) -> f64 {
489        // Calculate confidence based on Q-value distribution
490        let max_q = _qvalues
491            .iter()
492            .fold(F::neg_infinity(), |acc, &x| acc.max(x));
493        let min_q = _qvalues.iter().fold(F::infinity(), |acc, &x| acc.min(x));
494        let range = max_q - min_q;
495
496        if range > F::zero() {
497            (max_q - min_q).to_f64().unwrap_or(0.0)
498        } else {
499            0.0
500        }
501    }
502
503    fn calculate_exploration_noise(&self) -> f64 {
504        // Calculate exploration noise based on current epsilon
505        self.training_config.epsilon * scirs2_core::random::random::<f64>()
506    }
507
508    fn should_train(&self) -> IntegrateResult<bool> {
509        let buffer = self.experience_buffer.lock().unwrap();
510        Ok(buffer.buffer.len() >= self.training_config.batch_size)
511    }
512
513    fn should_update_target(&self) -> IntegrateResult<bool> {
514        // Update target network every N training steps
515        Ok(true) // Simplified - would track training steps
516    }
517
518    fn perform_trainingstep(&self) -> IntegrateResult<()> {
519        // Perform one step of DQN training
520        self.gpu_accelerated_training()
521    }
522
523    fn update_target_network(&self) -> IntegrateResult<()> {
524        let mut dqn = self.dqn.lock().unwrap();
525        dqn.soft_update_target(self.training_config.tau)
526    }
527
528    fn transfer_states_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
529        // Simplified GPU transfer - allocate GPU memory
530        let states: Vec<F> = batch.iter().flat_map(|e| e.state.iter().cloned()).collect();
531        gpu::GpuPtr::allocate(states.len())
532            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
533    }
534
535    fn transfer_actions_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
536        let actions: Vec<F> = batch
537            .iter()
538            .map(|e| F::from(e.action).unwrap_or(F::zero()))
539            .collect();
540        gpu::GpuPtr::allocate(actions.len())
541            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
542    }
543
544    fn transfer_rewards_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
545        let rewards: Vec<F> = batch.iter().map(|e| e.reward).collect();
546        gpu::GpuPtr::allocate(rewards.len())
547            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
548    }
549
550    fn transfer_next_states_to_gpu(
551        &self,
552        batch: &[Experience<F>],
553    ) -> IntegrateResult<gpu::GpuPtr<F>> {
554        let next_states: Vec<F> = batch
555            .iter()
556            .flat_map(|e| e.next_state.iter().cloned())
557            .collect();
558        gpu::GpuPtr::allocate(next_states.len())
559            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
560    }
561
562    fn retrieve_updated_weights_from_gpu(&self) -> IntegrateResult<()> {
563        // Retrieve updated neural network weights from GPU
564        Ok(()) // Simplified implementation
565    }
566
567    fn update_experience_priorities(
568        &self,
569        indices: &[usize],
570        weights: &[f64],
571    ) -> IntegrateResult<()> {
572        let mut buffer = self.experience_buffer.lock().unwrap();
573        buffer.update_priorities(indices, weights)
574    }
575}
576
577// Supporting type implementations
578
579impl<F: IntegrateFloat + scirs2_core::gpu::GpuDataType + std::default::Default> DeepQNetwork<F> {
580    pub fn new() -> IntegrateResult<Self> {
581        Ok(DeepQNetwork {
582            weights: NetworkWeights::new()?,
583            target_weights: NetworkWeights::new()?,
584            hyperparams: NetworkHyperparameters::default(),
585            training_stats: TrainingStatistics::new(),
586            optimizer_state: AdamOptimizerState::new(),
587        })
588    }
589
590    pub fn initialize_weights(&mut self) -> IntegrateResult<()> {
591        self.weights.initialize_xavier()?;
592        self.target_weights = self.weights.clone();
593        Ok(())
594    }
595
596    pub fn forward(&self, input: &Array1<F>) -> IntegrateResult<Array1<F>> {
597        if input.len() != 64 {
598            return Err(IntegrateError::ComputationError(format!(
599                "Input size {} != expected size 64",
600                input.len()
601            )));
602        }
603
604        // Layer 1: 64 -> 128 with Mish activation
605        let mut layer1_output = Array1::zeros(128);
606        for i in 0..128 {
607            let mut sum = self.weights.layer1_biases[i];
608            for j in 0..64 {
609                sum += self.weights.layer1_weights[[i, j]] * input[j];
610            }
611            // Mish activation: x * tanh(ln(1 + exp(x)))
612            let mish_val = sum * (F::one() + (-sum).exp()).ln().tanh();
613            layer1_output[i] = mish_val;
614        }
615
616        // Layer 2: 128 -> 64 with Swish activation
617        let mut layer2_output = Array1::zeros(64);
618        for i in 0..64 {
619            let mut sum = self.weights.layer2_biases[i];
620            for j in 0..128 {
621                sum += self.weights.layer2_weights[[i, j]] * layer1_output[j];
622            }
623            // Swish activation: x / (1 + exp(-x))
624            let swish_val = sum / (F::one() + (-sum).exp());
625            layer2_output[i] = swish_val;
626        }
627
628        // Dueling architecture: Advantage and Value streams
629        let mut advantage_values = Array1::zeros(32);
630        for i in 0..32 {
631            let mut sum = self.weights.advantage_biases[i];
632            for j in 0..64 {
633                sum += self.weights.advantage_weights[[i, j]] * layer2_output[j];
634            }
635            advantage_values[i] = sum;
636        }
637
638        // State value computation
639        let mut state_value = self.weights.value_bias;
640        for j in 0..64 {
641            state_value += self.weights.value_weights[j] * layer2_output[j];
642        }
643
644        // Combine advantage and value: Q(s,a) = V(s) + A(s,a) - mean(A(s,:))
645        let mean_advantage = advantage_values.iter().copied().sum::<F>()
646            / F::from(advantage_values.len()).unwrap_or(F::one());
647        let mut q_values = Array1::zeros(32);
648        for i in 0..32 {
649            q_values[i] = state_value + advantage_values[i] - mean_advantage;
650        }
651
652        Ok(q_values)
653    }
654
655    pub fn soft_update_target(&mut self, tau: f64) -> IntegrateResult<()> {
656        // Soft update of target network using Polyak averaging
657        // target_weights = _tau * main_weights + (1 - tau) * target_weights
658
659        let tau_f = F::from(tau).unwrap_or(F::from(0.005).unwrap());
660        let one_minus_tau = F::one() - tau_f;
661
662        // Update layer 1 weights
663        for i in 0..128 {
664            for j in 0..64 {
665                self.target_weights.layer1_weights[[i, j]] = tau_f
666                    * self.weights.layer1_weights[[i, j]]
667                    + one_minus_tau * self.target_weights.layer1_weights[[i, j]];
668            }
669            self.target_weights.layer1_biases[i] = tau_f * self.weights.layer1_biases[i]
670                + one_minus_tau * self.target_weights.layer1_biases[i];
671        }
672
673        // Update layer 2 weights
674        for i in 0..64 {
675            for j in 0..128 {
676                self.target_weights.layer2_weights[[i, j]] = tau_f
677                    * self.weights.layer2_weights[[i, j]]
678                    + one_minus_tau * self.target_weights.layer2_weights[[i, j]];
679            }
680            self.target_weights.layer2_biases[i] = tau_f * self.weights.layer2_biases[i]
681                + one_minus_tau * self.target_weights.layer2_biases[i];
682        }
683
684        // Update advantage weights
685        for i in 0..32 {
686            for j in 0..64 {
687                self.target_weights.advantage_weights[[i, j]] = tau_f
688                    * self.weights.advantage_weights[[i, j]]
689                    + one_minus_tau * self.target_weights.advantage_weights[[i, j]];
690            }
691            self.target_weights.advantage_biases[i] = tau_f * self.weights.advantage_biases[i]
692                + one_minus_tau * self.target_weights.advantage_biases[i];
693        }
694
695        // Update value weights
696        for j in 0..64 {
697            self.target_weights.value_weights[j] = tau_f * self.weights.value_weights[j]
698                + one_minus_tau * self.target_weights.value_weights[j];
699        }
700        self.target_weights.value_bias =
701            tau_f * self.weights.value_bias + one_minus_tau * self.target_weights.value_bias;
702
703        Ok(())
704    }
705}
706
707impl<F: IntegrateFloat> NetworkWeights<F> {
708    pub fn new() -> IntegrateResult<Self> {
709        Ok(NetworkWeights {
710            layer1_weights: Array2::zeros((128, 64)),
711            layer1_biases: Array1::zeros(128),
712            layer2_weights: Array2::zeros((64, 128)),
713            layer2_biases: Array1::zeros(64),
714            advantage_weights: Array2::zeros((32, 64)),
715            advantage_biases: Array1::zeros(32),
716            value_weights: Array1::zeros(64),
717            value_bias: F::zero(),
718        })
719    }
720
721    pub fn initialize_xavier(&mut self) -> IntegrateResult<()> {
722        // Xavier/Glorot initialization for better gradient flow
723
724        // Layer 1: 64 -> 128
725        let fan_in = 64.0;
726        let fan_out = 128.0;
727        let xavier_bound_1 = (6.0_f64 / (fan_in + fan_out)).sqrt();
728
729        for i in 0..128 {
730            for j in 0..64 {
731                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0; // [-1, 1]
732                let weight = F::from(random_val * xavier_bound_1).unwrap_or(F::zero());
733                self.layer1_weights[[i, j]] = weight;
734            }
735            // Initialize biases to small random values
736            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
737            self.layer1_biases[i] = F::from(bias_val).unwrap_or(F::zero());
738        }
739
740        // Layer 2: 128 -> 64
741        let fan_in = 128.0;
742        let fan_out = 64.0;
743        let xavier_bound_2 = (6.0_f64 / (fan_in + fan_out)).sqrt();
744
745        for i in 0..64 {
746            for j in 0..128 {
747                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
748                let weight = F::from(random_val * xavier_bound_2).unwrap_or(F::zero());
749                self.layer2_weights[[i, j]] = weight;
750            }
751            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
752            self.layer2_biases[i] = F::from(bias_val).unwrap_or(F::zero());
753        }
754
755        // Advantage layer: 64 -> 32
756        let fan_in = 64.0;
757        let fan_out = 32.0;
758        let xavier_bound_3 = (6.0_f64 / (fan_in + fan_out)).sqrt();
759
760        for i in 0..32 {
761            for j in 0..64 {
762                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
763                let weight = F::from(random_val * xavier_bound_3).unwrap_or(F::zero());
764                self.advantage_weights[[i, j]] = weight;
765            }
766            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
767            self.advantage_biases[i] = F::from(bias_val).unwrap_or(F::zero());
768        }
769
770        // Value layer: 64 -> 1
771        let xavier_bound_4 = (6.0_f64 / (64.0 + 1.0)).sqrt();
772        for j in 0..64 {
773            let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
774            let weight = F::from(random_val * xavier_bound_4).unwrap_or(F::zero());
775            self.value_weights[j] = weight;
776        }
777        self.value_bias = F::from(scirs2_core::random::random::<f64>() * 0.01).unwrap_or(F::zero());
778
779        Ok(())
780    }
781}
782
783impl<F: IntegrateFloat> PrioritizedExperienceReplay<F> {
784    pub fn new() -> IntegrateResult<Self> {
785        Ok(PrioritizedExperienceReplay {
786            buffer: VecDeque::new(),
787            priority_tree: SumTree::new(10000),
788            config: ReplayBufferConfig::default(),
789            importance_sampling: ImportanceSamplingConfig::default(),
790        })
791    }
792
793    pub fn add_experience(&mut self, experience: Experience<F>) -> IntegrateResult<()> {
794        self.buffer.push_back(experience);
795        if self.buffer.len() > self.config.max_size {
796            self.buffer.pop_front();
797        }
798        Ok(())
799    }
800
801    pub fn sample_batch(
802        &mut self,
803        batch_size: usize,
804    ) -> IntegrateResult<(Vec<Experience<F>>, Vec<usize>, Vec<f64>)> {
805        if self.buffer.is_empty() {
806            return Err(IntegrateError::ComputationError(
807                "Cannot sample from empty experience buffer".to_string(),
808            ));
809        }
810
811        let actual_batch_size = batch_size.min(self.buffer.len());
812        let mut batch = Vec::with_capacity(actual_batch_size);
813        let mut indices = Vec::with_capacity(actual_batch_size);
814        let mut weights = Vec::with_capacity(actual_batch_size);
815
816        // Calculate total priority for normalization
817        let total_priority: f64 = self
818            .buffer
819            .iter()
820            .map(|exp| {
821                exp.tderror
822                    .to_f64()
823                    .unwrap_or(1.0)
824                    .powf(self.importance_sampling.beta_start)
825            })
826            .sum();
827
828        if total_priority <= 0.0 {
829            // Fallback to uniform sampling if no valid priorities
830            for _i in 0..actual_batch_size {
831                let random_idx = (scirs2_core::random::random::<f64>() * self.buffer.len() as f64)
832                    as usize
833                    % self.buffer.len();
834                batch.push(self.buffer[random_idx].clone());
835                indices.push(random_idx);
836                weights.push(1.0); // Uniform weights
837            }
838            return Ok((batch, indices, weights));
839        }
840
841        // Sample experiences based on priority
842        for _ in 0..actual_batch_size {
843            let random_value = scirs2_core::random::random::<f64>() * total_priority;
844            let mut cumulative_priority = 0.0;
845            let mut selected_idx = 0;
846
847            for (idx, experience) in self.buffer.iter().enumerate() {
848                let priority = experience
849                    .tderror
850                    .to_f64()
851                    .unwrap_or(1.0)
852                    .powf(self.importance_sampling.beta_start);
853                cumulative_priority += priority;
854
855                if cumulative_priority >= random_value {
856                    selected_idx = idx;
857                    break;
858                }
859            }
860
861            // Calculate importance sampling weight
862            let experience_priority = self.buffer[selected_idx]
863                .tderror
864                .to_f64()
865                .unwrap_or(1.0)
866                .powf(self.importance_sampling.beta_start);
867            let probability = experience_priority / total_priority;
868            let max_weight = (1.0 / (self.buffer.len() as f64 * probability))
869                .powf(self.importance_sampling.beta_start);
870            let importance_weight =
871                max_weight / total_priority.powf(self.importance_sampling.beta_start);
872
873            batch.push(self.buffer[selected_idx].clone());
874            indices.push(selected_idx);
875            weights.push(importance_weight);
876        }
877
878        Ok((batch, indices, weights))
879    }
880
881    pub fn update_priorities(
882        &mut self,
883        indices: &[usize],
884        priorities: &[f64],
885    ) -> IntegrateResult<()> {
886        if indices.len() != priorities.len() {
887            return Err(IntegrateError::ComputationError(
888                "Indices and priorities length mismatch".to_string(),
889            ));
890        }
891
892        for (idx, &priority) in indices.iter().zip(priorities.iter()) {
893            if *idx < self.buffer.len() {
894                // Update TD error which is used as priority
895                let clamped_priority = priority.max(1e-6); // Ensure minimum priority
896                self.buffer[*idx].tderror =
897                    F::from(clamped_priority).unwrap_or(F::from(1e-6).unwrap());
898            }
899        }
900
901        // Update the priority tree if we had one implemented
902        // For now, priorities are stored directly in experiences
903
904        Ok(())
905    }
906}
907
908impl<F: IntegrateFloat + std::default::Default> StateFeatureExtractor<F> {
909    pub fn new() -> IntegrateResult<Self> {
910        Ok(StateFeatureExtractor {
911            error_history: VecDeque::new(),
912            step_history: VecDeque::new(),
913            jacobian_eigenvalues: Array1::zeros(8),
914            problem_characteristics: ProblemCharacteristics::default(),
915            performance_metrics: PerformanceMetrics::default(),
916            normalization: FeatureNormalization::default(),
917        })
918    }
919
920    pub fn initialize(
921        &mut self,
922        problem_size: usize,
923        initialstep: F,
924        problem_type: &str,
925    ) -> IntegrateResult<()> {
926        self.problem_characteristics.problem_size = problem_size;
927        self.problem_characteristics.problem_type = problem_type.to_string();
928        self.step_history.push_back(initialstep);
929        Ok(())
930    }
931
932    pub fn extract_features(
933        &mut self,
934        currentstep: F,
935        currenterror: F,
936        _state: &ProblemState<F>,
937        _performance_metrics: &PerformanceMetrics<F>,
938    ) -> IntegrateResult<Array1<F>> {
939        // Extract 64-dimensional feature vector
940        let mut features = Array1::zeros(64);
941
942        // Error history features (8 elements)
943        for (i, &error) in self.error_history.iter().take(8).enumerate() {
944            features[i] = error;
945        }
946
947        // Step size history features (8 elements)
948        for (i, &step) in self.step_history.iter().take(8).enumerate() {
949            features[8 + i] = step;
950        }
951
952        // Add current values to history
953        self.error_history.push_back(currenterror);
954        self.step_history.push_back(currentstep);
955
956        // Limit history size
957        if self.error_history.len() > 8 {
958            self.error_history.pop_front();
959        }
960        if self.step_history.len() > 8 {
961            self.step_history.pop_front();
962        }
963
964        // Problem characteristics (remaining features)
965        features[16] = F::from(self.problem_characteristics.problem_size).unwrap_or(F::zero());
966
967        Ok(features)
968    }
969}
970
971impl<F: IntegrateFloat + std::default::Default> MultiObjectiveRewardCalculator<F> {
972    pub fn new() -> IntegrateResult<Self> {
973        Ok(MultiObjectiveRewardCalculator {
974            weights: RewardWeights::default(),
975            baselines: PerformanceBaselines::default(),
976            shaping: RewardShaping::default(),
977        })
978    }
979}
980
981impl RLPerformanceAnalytics {
982    pub fn new() -> Self {
983        RLPerformanceAnalytics {
984            episode_rewards: VecDeque::new(),
985            q_value_estimates: VecDeque::new(),
986            loss_values: VecDeque::new(),
987            epsilon_history: VecDeque::new(),
988            step_acceptance_rates: VecDeque::new(),
989            convergence_metrics: ConvergenceMetrics::default(),
990        }
991    }
992
993    pub fn update_metrics(&mut self, _reward: f64, action: usize) -> IntegrateResult<()> {
994        self.episode_rewards.push_back(_reward);
995        if self.episode_rewards.len() > 1000 {
996            self.episode_rewards.pop_front();
997        }
998        Ok(())
999    }
1000}
1001
1002// Supporting type definitions with default implementations
1003
1004#[derive(Debug, Clone)]
1005pub struct StepSizePrediction<F: IntegrateFloat> {
1006    pub predictedstep: F,
1007    pub step_multiplier: F,
1008    pub action_index: usize,
1009    pub q_values: Array1<F>,
1010    pub confidence: f64,
1011    pub exploration_noise: f64,
1012}
1013
1014#[derive(Debug, Clone)]
1015pub struct TrainingResult<F: IntegrateFloat> {
1016    pub loss: F,
1017    pub q_value_estimate: F,
1018    pub tderror: F,
1019    pub exploration_rate: F,
1020    pub training_performed: bool,
1021}
1022
1023#[derive(Debug, Clone)]
1024pub struct RLEvaluationResults {
1025    pub average_reward: f64,
1026    pub reward_standard_deviation: f64,
1027    pub average_q_value: f64,
1028    pub convergence_rate: f64,
1029    pub exploration_rate: f64,
1030    pub training_episodes: usize,
1031    pub step_acceptance_rate: f64,
1032}
1033
1034// Additional supporting types (simplified implementations)
1035
1036#[derive(Debug, Clone, Default)]
1037pub struct NetworkHyperparameters<F: IntegrateFloat> {
1038    pub learning_rate: f64,
1039    pub momentum: f64,
1040    pub weight_decay: f64,
1041    pub phantom: std::marker::PhantomData<F>,
1042}
1043
1044#[derive(Debug, Clone, Default)]
1045pub struct TrainingStatistics {
1046    pub trainingsteps: usize,
1047    pub episodes: usize,
1048    pub total_reward: f64,
1049}
1050
1051impl TrainingStatistics {
1052    pub fn new() -> Self {
1053        Self {
1054            trainingsteps: 0,
1055            episodes: 0,
1056            total_reward: 0.0,
1057        }
1058    }
1059}
1060
1061#[derive(Debug, Clone, Default)]
1062pub struct AdamOptimizerState<F: IntegrateFloat> {
1063    pub m: HashMap<String, Array2<F>>,
1064    pub v: HashMap<String, Array2<F>>,
1065    pub beta1: f64,
1066    pub beta2: f64,
1067}
1068
1069impl<F: IntegrateFloat + std::default::Default> AdamOptimizerState<F> {
1070    pub fn new() -> Self {
1071        Default::default()
1072    }
1073}
1074
1075#[derive(Debug, Clone, Default)]
1076pub struct SumTree {
1077    capacity: usize,
1078    tree: Vec<f64>,
1079    data_pointer: usize,
1080}
1081
1082impl SumTree {
1083    pub fn new(capacity: usize) -> Self {
1084        SumTree {
1085            capacity,
1086            tree: vec![0.0; 2 * capacity - 1],
1087            data_pointer: 0,
1088        }
1089    }
1090}
1091
1092#[derive(Debug, Clone, Default)]
1093pub struct ReplayBufferConfig {
1094    pub max_size: usize,
1095    pub alpha: f64,
1096    pub beta: f64,
1097}
1098
1099#[derive(Debug, Clone, Default)]
1100pub struct ImportanceSamplingConfig {
1101    pub beta_start: f64,
1102    pub beta_end: f64,
1103    pub betasteps: usize,
1104}
1105
1106#[derive(Debug, Clone, Default)]
1107pub struct ProblemCharacteristics<F: IntegrateFloat> {
1108    pub problem_size: usize,
1109    pub problem_type: String,
1110    pub stiffness_ratio: f64,
1111    pub phantom: std::marker::PhantomData<F>,
1112}
1113
1114#[derive(Debug, Clone, Default)]
1115pub struct PerformanceMetrics<F: IntegrateFloat> {
1116    pub throughput: f64,
1117    pub memory_usage: usize,
1118    pub accuracy: f64,
1119    pub phantom: std::marker::PhantomData<F>,
1120}
1121
1122#[derive(Debug, Clone, Default)]
1123pub struct FeatureNormalization<F: IntegrateFloat> {
1124    pub mean: Array1<F>,
1125    pub std: Array1<F>,
1126}
1127
1128#[derive(Debug, Clone, Default)]
1129pub struct RewardWeights<F: IntegrateFloat> {
1130    pub accuracy_weight: F,
1131    pub efficiency_weight: F,
1132    pub stability_weight: F,
1133    pub convergence_weight: F,
1134}
1135
1136#[derive(Debug, Clone, Default)]
1137pub struct PerformanceBaselines<F: IntegrateFloat> {
1138    pub baseline_accuracy: F,
1139    pub baseline_efficiency: F,
1140    pub baseline_stability: F,
1141}
1142
1143#[derive(Debug, Clone, Default)]
1144pub struct RewardShaping<F: IntegrateFloat> {
1145    pub shaped_reward_coefficient: F,
1146    pub intrinsic_motivation: F,
1147}
1148
1149#[derive(Debug, Clone, Default)]
1150pub struct ConvergenceMetrics {
1151    pub convergence_rate: f64,
1152    pub stability_measure: f64,
1153    pub learning_progress: f64,
1154}
1155
1156#[derive(Debug, Clone, Default)]
1157pub struct ProblemState<F: IntegrateFloat> {
1158    pub current_solution: Array1<F>,
1159    pub jacobian_condition: f64,
1160    pub error_estimate: F,
1161}
1162
1163impl Default for TrainingConfiguration {
1164    fn default() -> Self {
1165        TrainingConfiguration {
1166            learning_rate: 0.001,
1167            discount_factor: 0.99,
1168            epsilon: 0.1,
1169            epsilon_decay: 0.995,
1170            epsilon_min: 0.01,
1171            target_update_frequency: 1000,
1172            batch_size: 32,
1173            train_frequency: 4,
1174            tau: 0.005,
1175            priority_alpha: 0.6,
1176            priority_beta: 0.4,
1177            nstep: 3,
1178        }
1179    }
1180}
1181
1182#[cfg(test)]
1183mod tests {
1184    use super::*;
1185    use scirs2_core::ndarray::array;
1186
1187    #[test]
1188    fn test_neural_rl_controller_creation() {
1189        let controller = NeuralRLStepController::<f64>::new();
1190        assert!(controller.is_ok());
1191    }
1192
1193    #[test]
1194    fn test_feature_extraction() {
1195        let mut extractor = StateFeatureExtractor::<f64>::new().unwrap();
1196        extractor.initialize(1000, 0.01, "stiff_ode").unwrap();
1197
1198        let problem_state = ProblemState {
1199            current_solution: array![1.0, 2.0, 3.0],
1200            jacobian_condition: 100.0,
1201            error_estimate: 1e-6,
1202        };
1203
1204        let performance_metrics = PerformanceMetrics {
1205            throughput: 1000.0,
1206            memory_usage: 1024 * 1024,
1207            accuracy: 1e-8,
1208            phantom: std::marker::PhantomData,
1209        };
1210
1211        let features = extractor.extract_features(0.01, 1e-6, &problem_state, &performance_metrics);
1212        assert!(features.is_ok());
1213        assert_eq!(features.unwrap().len(), 64);
1214    }
1215
1216    #[test]
1217    fn test_dqn_forward_pass() {
1218        let dqn = DeepQNetwork::<f64>::new().unwrap();
1219        let input = Array1::zeros(64);
1220        let output = dqn.forward(&input);
1221        assert!(output.is_ok());
1222        assert_eq!(output.unwrap().len(), 32);
1223    }
1224}