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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).expect("Operation failed")
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().expect("Operation failed");
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().expect("Operation failed");
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().expect("Operation failed");
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().expect("Operation failed");
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).expect("Failed to convert constant to float"); // Minimum 1% of current _step
275        let maxstep = currentstep * F::from(10.0).expect("Failed to convert constant to float"); // 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().expect("Operation failed");
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().expect("Operation failed");
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)
335                .expect("Failed to convert to float"),
336            training_performed: self.should_train()?,
337        })
338    }
339
340    /// Update the neural network using GPU-accelerated training
341    pub fn gpu_accelerated_training(&self) -> IntegrateResult<()> {
342        let gpu_context = self.gpu_context.lock().expect("Operation failed");
343
344        // Sample mini-batch from prioritized experience replay
345        let (batch, indices, weights) = {
346            let mut buffer = self.experience_buffer.lock().expect("Operation failed");
347            buffer.sample_batch(self.training_config.batch_size)?
348        };
349
350        // Transfer batch data to GPU
351        let gpu_states = self.transfer_states_to_gpu(&batch)?;
352        let gpu_actions = self.transfer_actions_to_gpu(&batch)?;
353        let gpu_rewards = self.transfer_rewards_to_gpu(&batch)?;
354        let gpu_next_states = self.transfer_next_states_to_gpu(&batch)?;
355
356        // Launch neural RL compute shader
357        gpu_context
358            .launch_kernel(
359                "neural_adaptivestep_rl",
360                (self.training_config.batch_size, 1, 1),
361                (32, 1, 1),
362                &[
363                    gpu::DynamicKernelArg::Buffer(gpu_states.as_ptr()),
364                    gpu::DynamicKernelArg::Buffer(gpu_actions.as_ptr()),
365                    gpu::DynamicKernelArg::Buffer(gpu_rewards.as_ptr()),
366                    gpu::DynamicKernelArg::Buffer(gpu_next_states.as_ptr()),
367                    gpu::DynamicKernelArg::F64(self.training_config.learning_rate),
368                    gpu::DynamicKernelArg::F64(self.training_config.discount_factor),
369                    gpu::DynamicKernelArg::I32(1), // training_mode = true
370                ],
371            )
372            .map_err(|e| {
373                IntegrateError::ComputationError(format!("Neural RL kernel launch failed: {e:?}"))
374            })?;
375
376        // Retrieve updated weights from GPU
377        self.retrieve_updated_weights_from_gpu()?;
378
379        // Update priorities in experience replay buffer
380        self.update_experience_priorities(&indices, &weights)?;
381
382        Ok(())
383    }
384
385    /// Evaluate the performance of the RL agent
386    pub fn evaluate_performance(&self) -> IntegrateResult<RLEvaluationResults> {
387        let analytics = self.performance_analytics.lock().expect("Operation failed");
388
389        let avg_reward =
390            analytics.episode_rewards.iter().sum::<f64>() / analytics.episode_rewards.len() as f64;
391
392        let reward_std = {
393            let variance = analytics
394                .episode_rewards
395                .iter()
396                .map(|r| (r - avg_reward).powi(2))
397                .sum::<f64>()
398                / analytics.episode_rewards.len() as f64;
399            variance.sqrt()
400        };
401
402        let avg_q_value = analytics.q_value_estimates.iter().sum::<f64>()
403            / analytics.q_value_estimates.len() as f64;
404
405        let convergence_rate = analytics.convergence_metrics.convergence_rate;
406        let exploration_rate = analytics.epsilon_history.back().copied().unwrap_or(0.0);
407
408        Ok(RLEvaluationResults {
409            average_reward: avg_reward,
410            reward_standard_deviation: reward_std,
411            average_q_value: avg_q_value,
412            convergence_rate,
413            exploration_rate,
414            training_episodes: analytics.episode_rewards.len(),
415            step_acceptance_rate: analytics
416                .step_acceptance_rates
417                .back()
418                .copied()
419                .unwrap_or(0.0),
420        })
421    }
422
423    /// Adaptive hyperparameter tuning based on performance
424    pub fn adaptive_hyperparameter_tuning(&mut self) -> IntegrateResult<()> {
425        let performance = self.evaluate_performance()?;
426
427        // Adapt learning rate based on convergence
428        if performance.convergence_rate < 0.1 {
429            self.training_config.learning_rate *= 0.9; // Reduce learning rate
430        } else if performance.convergence_rate > 0.8 {
431            self.training_config.learning_rate *= 1.1; // Increase learning rate
432        }
433
434        // Adapt exploration rate based on performance stability
435        if performance.reward_standard_deviation < 0.1 {
436            self.training_config.epsilon *= 0.95; // Reduce exploration
437        }
438
439        // Adapt priority parameters based on learning progress
440        if performance.average_q_value > 0.5 {
441            self.training_config.priority_alpha *= 1.05; // Increase prioritization
442        }
443
444        Ok(())
445    }
446
447    // Private helper methods
448
449    fn load_neural_rl_shader(&self) -> IntegrateResult<()> {
450        // Simplified shader loading - in a real implementation would load actual compute shader
451        // For now, just validate that GPU context is available
452        let _gpu_context = self.gpu_context.lock().expect("Operation failed");
453        Ok(())
454    }
455
456    fn select_action(&self, qvalues: &Array1<F>) -> IntegrateResult<usize> {
457        // Epsilon-greedy action selection
458        let random_val: f64 = scirs2_core::random::random();
459
460        if random_val < self.training_config.epsilon {
461            // Exploration: random action
462            Ok((scirs2_core::random::random::<f64>() * 32.0) as usize % 32)
463        } else {
464            // Exploitation: best Q-value
465            let mut best_action = 0;
466            let mut best_q = qvalues[0];
467
468            for (i, &q_val) in qvalues.iter().enumerate() {
469                if q_val > best_q {
470                    best_q = q_val;
471                    best_action = i;
472                }
473            }
474
475            Ok(best_action)
476        }
477    }
478
479    fn action_tostep_multiplier(&self, action: usize) -> F {
480        // Map _action index to step size multiplier
481        let multipliers = [
482            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,
483            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,
484        ];
485
486        F::from(multipliers[action.min(31)]).unwrap_or(F::one())
487    }
488
489    fn calculate_prediction_confidence(&self, _qvalues: &Array1<F>) -> f64 {
490        // Calculate confidence based on Q-value distribution
491        let max_q = _qvalues
492            .iter()
493            .fold(F::neg_infinity(), |acc, &x| acc.max(x));
494        let min_q = _qvalues.iter().fold(F::infinity(), |acc, &x| acc.min(x));
495        let range = max_q - min_q;
496
497        if range > F::zero() {
498            (max_q - min_q).to_f64().unwrap_or(0.0)
499        } else {
500            0.0
501        }
502    }
503
504    fn calculate_exploration_noise(&self) -> f64 {
505        // Calculate exploration noise based on current epsilon
506        self.training_config.epsilon * scirs2_core::random::random::<f64>()
507    }
508
509    fn should_train(&self) -> IntegrateResult<bool> {
510        let buffer = self.experience_buffer.lock().expect("Operation failed");
511        Ok(buffer.buffer.len() >= self.training_config.batch_size)
512    }
513
514    fn should_update_target(&self) -> IntegrateResult<bool> {
515        // Update target network every N training steps
516        Ok(true) // Simplified - would track training steps
517    }
518
519    fn perform_trainingstep(&self) -> IntegrateResult<()> {
520        // Perform one step of DQN training
521        self.gpu_accelerated_training()
522    }
523
524    fn update_target_network(&self) -> IntegrateResult<()> {
525        let mut dqn = self.dqn.lock().expect("Operation failed");
526        dqn.soft_update_target(self.training_config.tau)
527    }
528
529    fn transfer_states_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
530        // Simplified GPU transfer - allocate GPU memory
531        let states: Vec<F> = batch.iter().flat_map(|e| e.state.iter().cloned()).collect();
532        gpu::GpuPtr::allocate(states.len())
533            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
534    }
535
536    fn transfer_actions_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
537        let actions: Vec<F> = batch
538            .iter()
539            .map(|e| F::from(e.action).unwrap_or(F::zero()))
540            .collect();
541        gpu::GpuPtr::allocate(actions.len())
542            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
543    }
544
545    fn transfer_rewards_to_gpu(&self, batch: &[Experience<F>]) -> IntegrateResult<gpu::GpuPtr<F>> {
546        let rewards: Vec<F> = batch.iter().map(|e| e.reward).collect();
547        gpu::GpuPtr::allocate(rewards.len())
548            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
549    }
550
551    fn transfer_next_states_to_gpu(
552        &self,
553        batch: &[Experience<F>],
554    ) -> IntegrateResult<gpu::GpuPtr<F>> {
555        let next_states: Vec<F> = batch
556            .iter()
557            .flat_map(|e| e.next_state.iter().cloned())
558            .collect();
559        gpu::GpuPtr::allocate(next_states.len())
560            .map_err(|e| IntegrateError::ComputationError(format!("GPU allocation failed: {e:?}")))
561    }
562
563    fn retrieve_updated_weights_from_gpu(&self) -> IntegrateResult<()> {
564        // Retrieve updated neural network weights from GPU
565        Ok(()) // Simplified implementation
566    }
567
568    fn update_experience_priorities(
569        &self,
570        indices: &[usize],
571        weights: &[f64],
572    ) -> IntegrateResult<()> {
573        let mut buffer = self.experience_buffer.lock().expect("Operation failed");
574        buffer.update_priorities(indices, weights)
575    }
576}
577
578// Supporting type implementations
579
580impl<F: IntegrateFloat + scirs2_core::gpu::GpuDataType + std::default::Default> DeepQNetwork<F> {
581    pub fn new() -> IntegrateResult<Self> {
582        Ok(DeepQNetwork {
583            weights: NetworkWeights::new()?,
584            target_weights: NetworkWeights::new()?,
585            hyperparams: NetworkHyperparameters::default(),
586            training_stats: TrainingStatistics::new(),
587            optimizer_state: AdamOptimizerState::new(),
588        })
589    }
590
591    pub fn initialize_weights(&mut self) -> IntegrateResult<()> {
592        self.weights.initialize_xavier()?;
593        self.target_weights = self.weights.clone();
594        Ok(())
595    }
596
597    pub fn forward(&self, input: &Array1<F>) -> IntegrateResult<Array1<F>> {
598        if input.len() != 64 {
599            return Err(IntegrateError::ComputationError(format!(
600                "Input size {} != expected size 64",
601                input.len()
602            )));
603        }
604
605        // Layer 1: 64 -> 128 with Mish activation
606        let mut layer1_output = Array1::zeros(128);
607        for i in 0..128 {
608            let mut sum = self.weights.layer1_biases[i];
609            for j in 0..64 {
610                sum += self.weights.layer1_weights[[i, j]] * input[j];
611            }
612            // Mish activation: x * tanh(ln(1 + exp(x)))
613            let mish_val = sum * (F::one() + (-sum).exp()).ln().tanh();
614            layer1_output[i] = mish_val;
615        }
616
617        // Layer 2: 128 -> 64 with Swish activation
618        let mut layer2_output = Array1::zeros(64);
619        for i in 0..64 {
620            let mut sum = self.weights.layer2_biases[i];
621            for j in 0..128 {
622                sum += self.weights.layer2_weights[[i, j]] * layer1_output[j];
623            }
624            // Swish activation: x / (1 + exp(-x))
625            let swish_val = sum / (F::one() + (-sum).exp());
626            layer2_output[i] = swish_val;
627        }
628
629        // Dueling architecture: Advantage and Value streams
630        let mut advantage_values = Array1::zeros(32);
631        for i in 0..32 {
632            let mut sum = self.weights.advantage_biases[i];
633            for j in 0..64 {
634                sum += self.weights.advantage_weights[[i, j]] * layer2_output[j];
635            }
636            advantage_values[i] = sum;
637        }
638
639        // State value computation
640        let mut state_value = self.weights.value_bias;
641        for j in 0..64 {
642            state_value += self.weights.value_weights[j] * layer2_output[j];
643        }
644
645        // Combine advantage and value: Q(s,a) = V(s) + A(s,a) - mean(A(s,:))
646        let mean_advantage = advantage_values.iter().copied().sum::<F>()
647            / F::from(advantage_values.len()).unwrap_or(F::one());
648        let mut q_values = Array1::zeros(32);
649        for i in 0..32 {
650            q_values[i] = state_value + advantage_values[i] - mean_advantage;
651        }
652
653        Ok(q_values)
654    }
655
656    pub fn soft_update_target(&mut self, tau: f64) -> IntegrateResult<()> {
657        // Soft update of target network using Polyak averaging
658        // target_weights = _tau * main_weights + (1 - tau) * target_weights
659
660        let tau_f =
661            F::from(tau).unwrap_or(F::from(0.005).expect("Failed to convert constant to float"));
662        let one_minus_tau = F::one() - tau_f;
663
664        // Update layer 1 weights
665        for i in 0..128 {
666            for j in 0..64 {
667                self.target_weights.layer1_weights[[i, j]] = tau_f
668                    * self.weights.layer1_weights[[i, j]]
669                    + one_minus_tau * self.target_weights.layer1_weights[[i, j]];
670            }
671            self.target_weights.layer1_biases[i] = tau_f * self.weights.layer1_biases[i]
672                + one_minus_tau * self.target_weights.layer1_biases[i];
673        }
674
675        // Update layer 2 weights
676        for i in 0..64 {
677            for j in 0..128 {
678                self.target_weights.layer2_weights[[i, j]] = tau_f
679                    * self.weights.layer2_weights[[i, j]]
680                    + one_minus_tau * self.target_weights.layer2_weights[[i, j]];
681            }
682            self.target_weights.layer2_biases[i] = tau_f * self.weights.layer2_biases[i]
683                + one_minus_tau * self.target_weights.layer2_biases[i];
684        }
685
686        // Update advantage weights
687        for i in 0..32 {
688            for j in 0..64 {
689                self.target_weights.advantage_weights[[i, j]] = tau_f
690                    * self.weights.advantage_weights[[i, j]]
691                    + one_minus_tau * self.target_weights.advantage_weights[[i, j]];
692            }
693            self.target_weights.advantage_biases[i] = tau_f * self.weights.advantage_biases[i]
694                + one_minus_tau * self.target_weights.advantage_biases[i];
695        }
696
697        // Update value weights
698        for j in 0..64 {
699            self.target_weights.value_weights[j] = tau_f * self.weights.value_weights[j]
700                + one_minus_tau * self.target_weights.value_weights[j];
701        }
702        self.target_weights.value_bias =
703            tau_f * self.weights.value_bias + one_minus_tau * self.target_weights.value_bias;
704
705        Ok(())
706    }
707}
708
709impl<F: IntegrateFloat> NetworkWeights<F> {
710    pub fn new() -> IntegrateResult<Self> {
711        Ok(NetworkWeights {
712            layer1_weights: Array2::zeros((128, 64)),
713            layer1_biases: Array1::zeros(128),
714            layer2_weights: Array2::zeros((64, 128)),
715            layer2_biases: Array1::zeros(64),
716            advantage_weights: Array2::zeros((32, 64)),
717            advantage_biases: Array1::zeros(32),
718            value_weights: Array1::zeros(64),
719            value_bias: F::zero(),
720        })
721    }
722
723    pub fn initialize_xavier(&mut self) -> IntegrateResult<()> {
724        // Xavier/Glorot initialization for better gradient flow
725
726        // Layer 1: 64 -> 128
727        let fan_in = 64.0;
728        let fan_out = 128.0;
729        let xavier_bound_1 = (6.0_f64 / (fan_in + fan_out)).sqrt();
730
731        for i in 0..128 {
732            for j in 0..64 {
733                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0; // [-1, 1]
734                let weight = F::from(random_val * xavier_bound_1).unwrap_or(F::zero());
735                self.layer1_weights[[i, j]] = weight;
736            }
737            // Initialize biases to small random values
738            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
739            self.layer1_biases[i] = F::from(bias_val).unwrap_or(F::zero());
740        }
741
742        // Layer 2: 128 -> 64
743        let fan_in = 128.0;
744        let fan_out = 64.0;
745        let xavier_bound_2 = (6.0_f64 / (fan_in + fan_out)).sqrt();
746
747        for i in 0..64 {
748            for j in 0..128 {
749                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
750                let weight = F::from(random_val * xavier_bound_2).unwrap_or(F::zero());
751                self.layer2_weights[[i, j]] = weight;
752            }
753            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
754            self.layer2_biases[i] = F::from(bias_val).unwrap_or(F::zero());
755        }
756
757        // Advantage layer: 64 -> 32
758        let fan_in = 64.0;
759        let fan_out = 32.0;
760        let xavier_bound_3 = (6.0_f64 / (fan_in + fan_out)).sqrt();
761
762        for i in 0..32 {
763            for j in 0..64 {
764                let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
765                let weight = F::from(random_val * xavier_bound_3).unwrap_or(F::zero());
766                self.advantage_weights[[i, j]] = weight;
767            }
768            let bias_val = scirs2_core::random::random::<f64>() * 0.01;
769            self.advantage_biases[i] = F::from(bias_val).unwrap_or(F::zero());
770        }
771
772        // Value layer: 64 -> 1
773        let xavier_bound_4 = (6.0_f64 / (64.0 + 1.0)).sqrt();
774        for j in 0..64 {
775            let random_val = scirs2_core::random::random::<f64>() * 2.0 - 1.0;
776            let weight = F::from(random_val * xavier_bound_4).unwrap_or(F::zero());
777            self.value_weights[j] = weight;
778        }
779        self.value_bias = F::from(scirs2_core::random::random::<f64>() * 0.01).unwrap_or(F::zero());
780
781        Ok(())
782    }
783}
784
785impl<F: IntegrateFloat> PrioritizedExperienceReplay<F> {
786    pub fn new() -> IntegrateResult<Self> {
787        Ok(PrioritizedExperienceReplay {
788            buffer: VecDeque::new(),
789            priority_tree: SumTree::new(10000),
790            config: ReplayBufferConfig::default(),
791            importance_sampling: ImportanceSamplingConfig::default(),
792        })
793    }
794
795    pub fn add_experience(&mut self, experience: Experience<F>) -> IntegrateResult<()> {
796        self.buffer.push_back(experience);
797        if self.buffer.len() > self.config.max_size {
798            self.buffer.pop_front();
799        }
800        Ok(())
801    }
802
803    pub fn sample_batch(
804        &mut self,
805        batch_size: usize,
806    ) -> IntegrateResult<(Vec<Experience<F>>, Vec<usize>, Vec<f64>)> {
807        if self.buffer.is_empty() {
808            return Err(IntegrateError::ComputationError(
809                "Cannot sample from empty experience buffer".to_string(),
810            ));
811        }
812
813        let actual_batch_size = batch_size.min(self.buffer.len());
814        let mut batch = Vec::with_capacity(actual_batch_size);
815        let mut indices = Vec::with_capacity(actual_batch_size);
816        let mut weights = Vec::with_capacity(actual_batch_size);
817
818        // Calculate total priority for normalization
819        let total_priority: f64 = self
820            .buffer
821            .iter()
822            .map(|exp| {
823                exp.tderror
824                    .to_f64()
825                    .unwrap_or(1.0)
826                    .powf(self.importance_sampling.beta_start)
827            })
828            .sum();
829
830        if total_priority <= 0.0 {
831            // Fallback to uniform sampling if no valid priorities
832            for _i in 0..actual_batch_size {
833                let random_idx = (scirs2_core::random::random::<f64>() * self.buffer.len() as f64)
834                    as usize
835                    % self.buffer.len();
836                batch.push(self.buffer[random_idx].clone());
837                indices.push(random_idx);
838                weights.push(1.0); // Uniform weights
839            }
840            return Ok((batch, indices, weights));
841        }
842
843        // Sample experiences based on priority
844        for _ in 0..actual_batch_size {
845            let random_value = scirs2_core::random::random::<f64>() * total_priority;
846            let mut cumulative_priority = 0.0;
847            let mut selected_idx = 0;
848
849            for (idx, experience) in self.buffer.iter().enumerate() {
850                let priority = experience
851                    .tderror
852                    .to_f64()
853                    .unwrap_or(1.0)
854                    .powf(self.importance_sampling.beta_start);
855                cumulative_priority += priority;
856
857                if cumulative_priority >= random_value {
858                    selected_idx = idx;
859                    break;
860                }
861            }
862
863            // Calculate importance sampling weight
864            let experience_priority = self.buffer[selected_idx]
865                .tderror
866                .to_f64()
867                .unwrap_or(1.0)
868                .powf(self.importance_sampling.beta_start);
869            let probability = experience_priority / total_priority;
870            let max_weight = (1.0 / (self.buffer.len() as f64 * probability))
871                .powf(self.importance_sampling.beta_start);
872            let importance_weight =
873                max_weight / total_priority.powf(self.importance_sampling.beta_start);
874
875            batch.push(self.buffer[selected_idx].clone());
876            indices.push(selected_idx);
877            weights.push(importance_weight);
878        }
879
880        Ok((batch, indices, weights))
881    }
882
883    pub fn update_priorities(
884        &mut self,
885        indices: &[usize],
886        priorities: &[f64],
887    ) -> IntegrateResult<()> {
888        if indices.len() != priorities.len() {
889            return Err(IntegrateError::ComputationError(
890                "Indices and priorities length mismatch".to_string(),
891            ));
892        }
893
894        for (idx, &priority) in indices.iter().zip(priorities.iter()) {
895            if *idx < self.buffer.len() {
896                // Update TD error which is used as priority
897                let clamped_priority = priority.max(1e-6); // Ensure minimum priority
898                self.buffer[*idx].tderror = F::from(clamped_priority)
899                    .unwrap_or(F::from(1e-6).expect("Failed to convert constant to float"));
900            }
901        }
902
903        // Update the priority tree if we had one implemented
904        // For now, priorities are stored directly in experiences
905
906        Ok(())
907    }
908}
909
910impl<F: IntegrateFloat + std::default::Default> StateFeatureExtractor<F> {
911    pub fn new() -> IntegrateResult<Self> {
912        Ok(StateFeatureExtractor {
913            error_history: VecDeque::new(),
914            step_history: VecDeque::new(),
915            jacobian_eigenvalues: Array1::zeros(8),
916            problem_characteristics: ProblemCharacteristics::default(),
917            performance_metrics: PerformanceMetrics::default(),
918            normalization: FeatureNormalization::default(),
919        })
920    }
921
922    pub fn initialize(
923        &mut self,
924        problem_size: usize,
925        initialstep: F,
926        problem_type: &str,
927    ) -> IntegrateResult<()> {
928        self.problem_characteristics.problem_size = problem_size;
929        self.problem_characteristics.problem_type = problem_type.to_string();
930        self.step_history.push_back(initialstep);
931        Ok(())
932    }
933
934    pub fn extract_features(
935        &mut self,
936        currentstep: F,
937        currenterror: F,
938        _state: &ProblemState<F>,
939        _performance_metrics: &PerformanceMetrics<F>,
940    ) -> IntegrateResult<Array1<F>> {
941        // Extract 64-dimensional feature vector
942        let mut features = Array1::zeros(64);
943
944        // Error history features (8 elements)
945        for (i, &error) in self.error_history.iter().take(8).enumerate() {
946            features[i] = error;
947        }
948
949        // Step size history features (8 elements)
950        for (i, &step) in self.step_history.iter().take(8).enumerate() {
951            features[8 + i] = step;
952        }
953
954        // Add current values to history
955        self.error_history.push_back(currenterror);
956        self.step_history.push_back(currentstep);
957
958        // Limit history size
959        if self.error_history.len() > 8 {
960            self.error_history.pop_front();
961        }
962        if self.step_history.len() > 8 {
963            self.step_history.pop_front();
964        }
965
966        // Problem characteristics (remaining features)
967        features[16] = F::from(self.problem_characteristics.problem_size).unwrap_or(F::zero());
968
969        Ok(features)
970    }
971}
972
973impl<F: IntegrateFloat + std::default::Default> MultiObjectiveRewardCalculator<F> {
974    pub fn new() -> IntegrateResult<Self> {
975        Ok(MultiObjectiveRewardCalculator {
976            weights: RewardWeights::default(),
977            baselines: PerformanceBaselines::default(),
978            shaping: RewardShaping::default(),
979        })
980    }
981}
982
983impl RLPerformanceAnalytics {
984    pub fn new() -> Self {
985        RLPerformanceAnalytics {
986            episode_rewards: VecDeque::new(),
987            q_value_estimates: VecDeque::new(),
988            loss_values: VecDeque::new(),
989            epsilon_history: VecDeque::new(),
990            step_acceptance_rates: VecDeque::new(),
991            convergence_metrics: ConvergenceMetrics::default(),
992        }
993    }
994
995    pub fn update_metrics(&mut self, _reward: f64, action: usize) -> IntegrateResult<()> {
996        self.episode_rewards.push_back(_reward);
997        if self.episode_rewards.len() > 1000 {
998            self.episode_rewards.pop_front();
999        }
1000        Ok(())
1001    }
1002}
1003
1004// Supporting type definitions with default implementations
1005
1006#[derive(Debug, Clone)]
1007pub struct StepSizePrediction<F: IntegrateFloat> {
1008    pub predictedstep: F,
1009    pub step_multiplier: F,
1010    pub action_index: usize,
1011    pub q_values: Array1<F>,
1012    pub confidence: f64,
1013    pub exploration_noise: f64,
1014}
1015
1016#[derive(Debug, Clone)]
1017pub struct TrainingResult<F: IntegrateFloat> {
1018    pub loss: F,
1019    pub q_value_estimate: F,
1020    pub tderror: F,
1021    pub exploration_rate: F,
1022    pub training_performed: bool,
1023}
1024
1025#[derive(Debug, Clone)]
1026pub struct RLEvaluationResults {
1027    pub average_reward: f64,
1028    pub reward_standard_deviation: f64,
1029    pub average_q_value: f64,
1030    pub convergence_rate: f64,
1031    pub exploration_rate: f64,
1032    pub training_episodes: usize,
1033    pub step_acceptance_rate: f64,
1034}
1035
1036// Additional supporting types (simplified implementations)
1037
1038#[derive(Debug, Clone, Default)]
1039pub struct NetworkHyperparameters<F: IntegrateFloat> {
1040    pub learning_rate: f64,
1041    pub momentum: f64,
1042    pub weight_decay: f64,
1043    pub phantom: std::marker::PhantomData<F>,
1044}
1045
1046#[derive(Debug, Clone, Default)]
1047pub struct TrainingStatistics {
1048    pub trainingsteps: usize,
1049    pub episodes: usize,
1050    pub total_reward: f64,
1051}
1052
1053impl TrainingStatistics {
1054    pub fn new() -> Self {
1055        Self {
1056            trainingsteps: 0,
1057            episodes: 0,
1058            total_reward: 0.0,
1059        }
1060    }
1061}
1062
1063#[derive(Debug, Clone, Default)]
1064pub struct AdamOptimizerState<F: IntegrateFloat> {
1065    pub m: HashMap<String, Array2<F>>,
1066    pub v: HashMap<String, Array2<F>>,
1067    pub beta1: f64,
1068    pub beta2: f64,
1069}
1070
1071impl<F: IntegrateFloat + std::default::Default> AdamOptimizerState<F> {
1072    pub fn new() -> Self {
1073        Default::default()
1074    }
1075}
1076
1077#[derive(Debug, Clone, Default)]
1078pub struct SumTree {
1079    capacity: usize,
1080    tree: Vec<f64>,
1081    data_pointer: usize,
1082}
1083
1084impl SumTree {
1085    pub fn new(capacity: usize) -> Self {
1086        SumTree {
1087            capacity,
1088            tree: vec![0.0; 2 * capacity - 1],
1089            data_pointer: 0,
1090        }
1091    }
1092}
1093
1094#[derive(Debug, Clone, Default)]
1095pub struct ReplayBufferConfig {
1096    pub max_size: usize,
1097    pub alpha: f64,
1098    pub beta: f64,
1099}
1100
1101#[derive(Debug, Clone, Default)]
1102pub struct ImportanceSamplingConfig {
1103    pub beta_start: f64,
1104    pub beta_end: f64,
1105    pub betasteps: usize,
1106}
1107
1108#[derive(Debug, Clone, Default)]
1109pub struct ProblemCharacteristics<F: IntegrateFloat> {
1110    pub problem_size: usize,
1111    pub problem_type: String,
1112    pub stiffness_ratio: f64,
1113    pub phantom: std::marker::PhantomData<F>,
1114}
1115
1116#[derive(Debug, Clone, Default)]
1117pub struct PerformanceMetrics<F: IntegrateFloat> {
1118    pub throughput: f64,
1119    pub memory_usage: usize,
1120    pub accuracy: f64,
1121    pub phantom: std::marker::PhantomData<F>,
1122}
1123
1124#[derive(Debug, Clone, Default)]
1125pub struct FeatureNormalization<F: IntegrateFloat> {
1126    pub mean: Array1<F>,
1127    pub std: Array1<F>,
1128}
1129
1130#[derive(Debug, Clone, Default)]
1131pub struct RewardWeights<F: IntegrateFloat> {
1132    pub accuracy_weight: F,
1133    pub efficiency_weight: F,
1134    pub stability_weight: F,
1135    pub convergence_weight: F,
1136}
1137
1138#[derive(Debug, Clone, Default)]
1139pub struct PerformanceBaselines<F: IntegrateFloat> {
1140    pub baseline_accuracy: F,
1141    pub baseline_efficiency: F,
1142    pub baseline_stability: F,
1143}
1144
1145#[derive(Debug, Clone, Default)]
1146pub struct RewardShaping<F: IntegrateFloat> {
1147    pub shaped_reward_coefficient: F,
1148    pub intrinsic_motivation: F,
1149}
1150
1151#[derive(Debug, Clone, Default)]
1152pub struct ConvergenceMetrics {
1153    pub convergence_rate: f64,
1154    pub stability_measure: f64,
1155    pub learning_progress: f64,
1156}
1157
1158#[derive(Debug, Clone, Default)]
1159pub struct ProblemState<F: IntegrateFloat> {
1160    pub current_solution: Array1<F>,
1161    pub jacobian_condition: f64,
1162    pub error_estimate: F,
1163}
1164
1165impl Default for TrainingConfiguration {
1166    fn default() -> Self {
1167        TrainingConfiguration {
1168            learning_rate: 0.001,
1169            discount_factor: 0.99,
1170            epsilon: 0.1,
1171            epsilon_decay: 0.995,
1172            epsilon_min: 0.01,
1173            target_update_frequency: 1000,
1174            batch_size: 32,
1175            train_frequency: 4,
1176            tau: 0.005,
1177            priority_alpha: 0.6,
1178            priority_beta: 0.4,
1179            nstep: 3,
1180        }
1181    }
1182}
1183
1184#[cfg(test)]
1185mod tests {
1186    use super::*;
1187    use scirs2_core::ndarray::array;
1188
1189    #[test]
1190    fn test_neural_rl_controller_creation() {
1191        let controller = NeuralRLStepController::<f64>::new();
1192        assert!(controller.is_ok());
1193    }
1194
1195    #[test]
1196    fn test_feature_extraction() {
1197        let mut extractor = StateFeatureExtractor::<f64>::new().expect("Operation failed");
1198        extractor
1199            .initialize(1000, 0.01, "stiff_ode")
1200            .expect("Operation failed");
1201
1202        let problem_state = ProblemState {
1203            current_solution: array![1.0, 2.0, 3.0],
1204            jacobian_condition: 100.0,
1205            error_estimate: 1e-6,
1206        };
1207
1208        let performance_metrics = PerformanceMetrics {
1209            throughput: 1000.0,
1210            memory_usage: 1024 * 1024,
1211            accuracy: 1e-8,
1212            phantom: std::marker::PhantomData,
1213        };
1214
1215        let features = extractor.extract_features(0.01, 1e-6, &problem_state, &performance_metrics);
1216        assert!(features.is_ok());
1217        assert_eq!(features.expect("Operation failed").len(), 64);
1218    }
1219
1220    #[test]
1221    fn test_dqn_forward_pass() {
1222        let dqn = DeepQNetwork::<f64>::new().expect("Operation failed");
1223        let input = Array1::zeros(64);
1224        let output = dqn.forward(&input);
1225        assert!(output.is_ok());
1226        assert_eq!(output.expect("Operation failed").len(), 32);
1227    }
1228}