// fp32 throughout - this project targets consumer GPUs (e.g. AMD Polaris/RX 580) where double // precision runs at a small fraction of float throughput. No kernel below needs fp64 range or // precision: weight/delta clamps stay within +-100, gradients/activations are float32-safe, and // the Adam epsilon guard (vt > 0 ? vt : l*10) isn't a tiny-epsilon comparison sensitive to // fp32 vs fp64 underflow. Removing cl_khr_fp64 means any accidental double slipping back in fails // kernel compilation loudly instead of silently running at 1/16th speed. // Tightened from 1.0e6 - see AI\Network.mqh's matching MAX_WEIGHT comment for the full rationale // (that ceiling was so loose it never engaged before training had already gone unstable). 100.0 // matches the equivalent clamp in Dmitriy Gizlyk's reference NeuroNet.cl engine. #define MAX_WEIGHT 100.0f // Floor on the magnitude of a saturated tanh/sigmoid unit's activation derivative - see AI\Network.mqh's // matching MIN_ACTIVATION_DERIVATIVE comment for the full rationale (a unit pinned near its activation // extremes must still receive some corrective gradient, however small, rather than exactly zero). // 2026-07-27: Increased from 1.0e-4f to 1.0e-3f to strengthen the escape signal through saturated hidden // neurons. On the fp32 OpenCL backend, a saturated sigmoid output layer (the "neutral collapse from era 0" // bug) propagated only this floor value backward through every hidden layer, which at 1e-4 was too weak // to ever pull weights out of saturation. The output-layer saturation root cause is now fixed (NONE/logit // activation instead of SIGMOID — see ExpertSignalAIBase.mqh's BuildFreshTopology), but this increase // provides a 10× stronger safety net against any remaining fp32-specific saturation in hidden layers. #define MIN_ACTIVATION_DERIVATIVE 1.0e-3f // Decoupled (AdamW-style) weight decay applied inside every Adam kernel below - see WarriorCPU.cpp's // matching WEIGHT_DECAY comment for the full rationale (unbounded slow weight growth across hundreds // of oversampled training eras causing periodic collapse-then-recover cycles). 0.01 is the standard // AdamW default. #define WEIGHT_DECAY 0.001f // Per-step update clip - see WarriorCPU.cpp's matching MAX_WEIGHT_DELTA comment for the full // rationale (weight decay alone didn't stop the collapse cycles - they turned out to be sudden Adam // overshoot events, most likely from 5x back-to-back oversampling replay building artificially // correlated momentum). Applied to the raw delta BEFORE it's added to the weight, unlike MAX_WEIGHT. #define MAX_WEIGHT_DELTA 0.1f //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void FeedForward(__global float *matrix_w, __global float *matrix_i, __global float *matrix_o, int inputs, int activation) { int i = get_global_id(0); float sum = 0.0f; float4 inp, weight; int shift = (inputs + 1) * i; for(int k = 0; k <= inputs; k = k + 4) { switch(inputs - k) { case 0: inp = (float4)(1, 0, 0, 0); weight = (float4)(matrix_w[shift + k], 0, 0, 0); break; case 1: inp = (float4)(matrix_i[k], 1, 0, 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], 0, 0); break; case 2: inp = (float4)(matrix_i[k], matrix_i[k + 1], 1, 0); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], 0); break; case 3: inp = (float4)(matrix_i[k], matrix_i[k + 1], matrix_i[k + 2], 1); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], matrix_w[shift + k + 3]); break; default: inp = (float4)(matrix_i[k], matrix_i[k + 1], matrix_i[k + 2], matrix_i[k + 3]); weight = (float4)(matrix_w[shift + k], matrix_w[shift + k + 1], matrix_w[shift + k + 2], matrix_w[shift + k + 3]); break; } sum += dot(inp, weight); } switch(activation) { case 0: sum = tanh(sum); break; case 1: sum = 1 / (1 + exp(-clamp(sum, -50.0f, 50.0f))); break; case 2: // PReLU, param=0.01 - matches FeedForwardConv's case 2 below if(sum < 0) sum *= 0.01f; break; } matrix_o[i] = sum; barrier(CLK_GLOBAL_MEM_FENCE); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CaclOutputGradient(__global float *matrix_t, __global float *matrix_o, __global float *matrix_ig, int activation) { int i = get_global_id(0); float temp = 0; float out = matrix_o[i]; switch(activation) { case 0: // Deliberately NOT multiplied by the tanh derivative (1-out^2): that // factor vanishes as out approaches +-1, which is exactly where a // TANH output neuron needs to converge for a +-1 target (e.g. the // buy/sell extremes of a single-neuron regression head), stalling // training right when it matters most. Using the raw (target-out) // error here is the same fix as pairing sigmoid with cross-entropy - // a bounded activation whose output error isn't re-damped by its // own saturating derivative. temp = clamp(matrix_t[i], -1.0f, 1.0f) - out; break; case 1: // Also deliberately NOT multiplied by the sigmoid derivative out*(1-out) - same // reasoning as case 0 above. This is the classification output layer (3 neurons, // one-hot 0/1 targets - see BuildFreshTopology()); (target-out) unscaled is exactly // the sigmoid+binary-cross-entropy gradient (the loss derivative and the sigmoid // derivative algebraically cancel), whereas re-multiplying by out*(1-out) here is // the MSE-with-sigmoid formula, which damps toward zero as out approaches 0 or 1 - // exactly where a 0/1-target neuron needs to converge. With this damping (plus the // 0.00000001 underflow guard at the saturated extremes), the classification output // layer's effective learning rate was throttled to a small fraction of the // regression path's, observed in practice as all 3 output neurons converging to // (and never escaping) an identical value - softmax of three equal logits is always // exactly 1/3 each, with ties resolved to index 0 ("Buy" wins by default). temp = clamp(matrix_t[i], 0.0f, 1.0f) - out; break; case 2: // PReLU, param=0.01 - unlike tanh/sigmoid, PReLU is unbounded and never saturates, // so none of the clamp-to-range/derivative-skip workarounds above are needed here: // plain (target-out) scaled by the derivative at this output is exact. temp = (matrix_t[i] - out) * (out >= 0 ? 1.0f : 0.01f); break; default: // NONE (raw logits - see the 3-class softmax classification output layer in // BuildFreshTopology()/NativeActivationCode()'s NONE case, which maps here): identity // activation, derivative 1 everywhere, so the plain (target-out) error passes through // unscaled - same formula CNeuron::calcOutputGradients() already uses unconditionally // on the un-accelerated CPU fallback path. Leaving this case unhandled left `temp` at // its 0.0 initializer, i.e. every softmax-classification output neuron got a // permanently zero gradient on this backend - which, since calcHiddenGradients() // propagates backward FROM the output layer's gradient, silently froze the entire // network (not just the output layer) at its random initial weights whenever an // OpenCL-accelerated tier was active. temp = matrix_t[i] - out; break; } matrix_ig[i] = temp; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CaclHiddenGradient(__global float *matrix_w, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int activation) { int i = get_global_id(0); // This layer's neuron count. Dispatch is exactly Neurons() (no +1: biases receive no backprop // gradient, and the old +1 work-item only ever produced an out-of-bounds read of matrix_o). int inputs = get_global_size(0); float sum = 0; float out = matrix_o[i]; // matrix_w is THIS layer's outgoing weight matrix, laid out exactly as FeedForward consumes it: // one row per NEXT-layer neuron k, row stride (inputs + 1), so the weight FROM this neuron i // INTO next-layer neuron k is matrix_w[k * (inputs + 1) + i] - a column read, dL/dout_i = // sum_k g[k] * W[k][i]. Until 2026-08-11 this kernel read matrix_w[(outputs + 1) * i + k]: the // TRANSPOSE for square layers and, for the non-square boundaries this EA actually builds // (tapered stacks, the 3-neuron head), a mis-strided walk that ran past the buffer's end. Every // gradient crossing a dense boundary on its way down - the entire learning signal reaching the // BN/conv/LSTM front ends - passed through that fixed wrong matrix, i.e. feedback-alignment // dynamics rather than backprop (which is why nets still "learned something" and it survived). // The book reference (references\...\NeuroNet_DNG\NeuroNet.cl CalcHiddenGradient) has the // corrected form; this repo's kernel descended from the earlier article version. Mirrored in // DirectML\WarriorCPU.cpp (CPU_CalcHiddenGradient) and WarriorDML.cpp (kHlslHiddenGradient) - // the three must stay in lockstep. for(int k = 0; k < outputs; k++) sum += matrix_g[k] * matrix_w[k * (inputs + 1) + i]; switch(activation) { case 0: sum = clamp(sum + out, -1.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - pow(out, 2.0f)); break; case 1: sum = clamp(sum + out, 0.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, out * (1 - out)); break; case 2: // PReLU, param=0.01 - unbounded, non-saturating, so the plain chain rule applies // directly with no clamp/implied-target reformulation needed (contrast with the // tanh/sigmoid cases above, which exist specifically to dodge saturation). sum = sum * (out >= 0 ? 1.0f : 0.01f); break; } matrix_ig[i] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsMomentum(__global float *matrix_w, __global float *matrix_g, __global float *matrix_i, __global float *matrix_dw, int inputs, float learning_rates, float momentum, int optimizer) { int i = get_global_id(0); int j = get_global_id(1); int wi = i * (inputs + 1) + j; // `optimizer` is retained (unused) only to keep this kernel's argument list binary-compatible with // the already-deployed WarriorDML.dll/WarriorCPU.dll exports. It used to select an index-parity sign // flip on the gradient ("DFA"), which put half of every weight tensor into permanent gradient ASCENT // - see ENUM_OPTIMIZATION's comment in AI\Network.mqh. Always plain descent now; callers pass 0. float delta = learning_rates * (matrix_g[i] * (j < inputs ? matrix_i[j] : 1)) + momentum * matrix_dw[wi]; matrix_dw[wi] = delta; // Unlike UpdateWeightsConvMomentum/UpdateWeightsConvAdam/LSTM_UpdateWeightsAdam below, this dense // kernel (and UpdateWeightsAdam right after it) had never gotten the MAX_WEIGHT clamp - a gradient // spike could drive a weight to +-Infinity with nothing to stop it, and the next Adam step turns // Infinity into NaN (Inf/Inf), which then propagates through every FeedForward sum touching that // weight and never recovers. Dense layers are exactly where the classification output head lives, // so this is the most consequential of the three missing clamps, not the least. matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsAdam(__global float *matrix_w, __global const float *matrix_g, __global const float *matrix_i, __global float *matrix_m, __global float *matrix_v, const int inputs, const float l, const float b1, const float b2) { const int i = get_global_id(0); const int j = get_global_id(1); // Each work-item owns up to 4 consecutive slots of weight row i. The row is (inputs + 1) wide - // the last column is the bias, whose implicit input is 1 - and dispatch dim 1 is sized on // ceil((inputs + 1) / 4), so the bias column is always reachable. Until 2026-08-11 this kernel // had two defects the book reference had already fixed: the input for slot group j was read at // matrix_i[j] instead of matrix_i[j * 4] (every group past the first paired its weights with the // WRONG input - a corrupted outer product), and the tail switch tested (inputs - j * 4) with // dim 1 sized on ceil(inputs / 4), which made the bias column unreachable whenever // inputs % 4 == 0 (32/64-wide layers: dense biases simply never trained on OpenCL). The batched // path (AccumulateWeightGrad + ApplyAccumAdam) never had either bug; this per-sample kernel is // what SetBatchSize(1) paths run - including online continual learning on client machines, // where OpenCL is the only tier. The per-lane guard keeps the tail group off the next row. for(int n = 0; n < 4; n++) { int col = j * 4 + n; if(col > inputs) break; int wi = i * (inputs + 1) + col; float inp = (col < inputs ? matrix_i[col] : 1.0f); float g = matrix_g[i] * inp; float mt = b1 * matrix_m[wi] + (1 - b1) * g; // v is STORED already square-rooted (a standard deviation) so it can be the denominator // directly; it must therefore be squared back before re-entering the recursion. Feeding the // stored sqrt in as if it were the variance - which every Adam kernel here did until // 2026-08-09 - mixes a std dev with a variance, and the resulting recursion has a fixed // point at v ~= b2 for ANY |g| below 1. The denominator then stops tracking the gradient // scale, delta becomes proportional to |g|, and Adam silently degrades to plain SGD. That is // not academic: it is why the conv/LSTM front end (which sits behind a batch-norm and so // receives gradients divided by sqrt(var) ~ 500) froze at dW/W 0.00% while the dense stack // trained. Measured with DirectML\batch_accum_check.cpp against the shipped kernel: 3285x // less displacement at |g|=1e-5 than at |g|=1, where a scale-invariant optimizer gives the // same distance for both. See NeuronBatchNorm.mqh, which got this right first. float vt = sqrt(b2 * matrix_v[wi] * matrix_v[wi] + (1 - b2) * g * g); float w = matrix_w[wi]; float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * w, -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // See UpdateWeightsMomentum's comment just above for why the matrix_w write is clamped to // MAX_WEIGHT - this dense Adam kernel is the one that updates the classification output // layer. No sign-agreement gate on the matrix_w write (removed 2026-07, all four backends in // sync) - see AI\NeuronCPU.mqh's CNeuron::updateInputWeights comment for why: it rectified // the one-hot softmax-CCE gradient stream into a permanent downward ratchet (the all-Neutral // collapse). matrix_w[wi] = clamp(w + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi] = mt; matrix_v[wi] = vt; } }; //+------------------------------------------------------------------+ //| Max-pooling layer (CNeuronPoolOCL) - no weights, just a sliding | //| max over the previous layer's output. Ported from the NeuroNet_DNG| //| reference's CNeuronProofOCL kernels (these two had no bug). | //+------------------------------------------------------------------+ __kernel void FeedForwardProof(__global float *matrix_i, __global float *matrix_o, int inputs, int window, int step) { int i = get_global_id(0); int pos = i * step; // Mirrors the bounds guard in this kernel's pure-MQL5 host counterpart // (CNeuronPoolOCL::feedForwardCPU in AI\NeuronOCLConvPool.mqh) - outputs is sized so pos shouldn't // reach inputs in practice, but without this guard an out-of-bounds pos would read past matrix_i. if(pos >= inputs) return; float result = matrix_i[pos]; for(int k = 1; k < window; k++) { int shift = k + pos; if(shift >= inputs) break; result = max(result, matrix_i[shift]); } matrix_o[i] = result; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CalcInputGradientProof(__global float *matrix_i, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int window, int step) { int i = get_global_id(0); float prev_gradient = 0.0f; float value = matrix_i[i]; int start = i - window + step; start = (start - start % step) / step; int stop = (i - i % step) / step + 1; for(int out = max(0, start); out < min(outputs, stop); out++) if(value == matrix_o[out]) prev_gradient += matrix_g[out]; matrix_ig[i] = prev_gradient; } //+------------------------------------------------------------------+ //| Convolution layer (CNeuronConvOCL) - ported from the NeuroNet_DNG | //| reference library and adapted to this project's buffer convention.| //| window_in+1 weights (incl. bias) are shared across all sliding | //| positions; window_out lets one position produce several output | //| channels (filters) at once. | //+------------------------------------------------------------------+ __kernel void FeedForwardConv(__global float *matrix_w, __global float *matrix_i, __global float *matrix_o, int inputs, int step, int window_in, int window_out, int activation) { int i = get_global_id(0); int shift_out = window_out * i; int shift_in = step * i; for(int out = 0; out < window_out; out++) { int shift = (window_in + 1) * out; int stop = (window_in <= (inputs - shift_in) ? window_in : (inputs - shift_in)); float sum = 0.0f; for(int k = 0; k < stop; k++) sum += matrix_i[shift_in + k] * matrix_w[shift + k]; sum += matrix_w[shift + window_in]; // bias switch(activation) { case 0: sum = tanh(sum); break; case 1: sum = 1 / (1 + exp(-clamp(sum, -50.0f, 50.0f))); break; case 2: // PReLU, param=0.01 if(sum < 0) sum *= 0.01f; break; } matrix_o[out + shift_out] = sum; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void CalcHiddenGradientConv(__global float *matrix_w, __global float *matrix_g, __global float *matrix_o, __global float *matrix_ig, int outputs, int step, int window_in, int window_out, int activation) { int i = get_global_id(0); float out = matrix_o[i]; int start = i - window_in + step; start = max((start - start % step) / step, 0); int stop = (i - i % step) / step + 1; if(stop > (outputs / window_out)) stop = outputs / window_out; float sum = 0.0f; for(int h = 0; h < window_out; h++) { for(int k = start; k < stop; k++) { int shift_w = (stop - k - 1) * step + i % step + h * (window_in + 1); int shift_g = k * window_out + h; if(shift_g >= outputs || shift_w >= (window_in + 1) * window_out) break; sum += matrix_g[shift_g] * matrix_w[shift_w]; } } switch(activation) { case 0: sum = clamp(sum + out, -1.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - pow(out, 2.0f)); break; case 1: sum = clamp(sum + out, 0.0f, 1.0f) - out; sum = sum * fmax(MIN_ACTIVATION_DERIVATIVE, out * (1 - out)); break; case 2: // PReLU, param=0.01 if(out < 0) sum *= 0.01f; break; } matrix_ig[i] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsConvMomentum(__global float *matrix_w, __global float *matrix_g, __global float *matrix_i, __global float *matrix_dw, int inputs, float learning_rates, float momentum, int window_in, int window_out, int step, int optimizer) { int i = get_global_id(0); int shift = i % (window_in + 1); int shift_out = (i - shift) / (window_in + 1); int total = (inputs - window_in) % step; total = (inputs - window_in - total) / step + (total > 0 ? 1 : 0); float grad = 0.0f; for(int t = 0; t < total; t++) { if(shift != window_in && (shift + t * step) >= inputs) break; grad += matrix_g[t * window_out + shift_out] * (shift == window_in ? 1 : matrix_i[shift + t * step]); } // `optimizer` retained unused - see UpdateWeightsMomentum's comment above. float delta = learning_rates * grad + momentum * matrix_dw[i]; matrix_dw[i] = delta; matrix_w[i] = clamp(matrix_w[i] + delta, -MAX_WEIGHT, MAX_WEIGHT); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void UpdateWeightsConvAdam(__global float *matrix_w, __global const float *matrix_g, __global const float *matrix_i, __global float *matrix_m, __global float *matrix_v, const int inputs, const float l, const float b1, const float b2, int window_in, int window_out, int step) { int i = get_global_id(0); // weight offset within a single output channel's (window_in+1) block if(i > window_in) return; int total = (inputs - (window_in - step)) % step; total = (inputs - (window_in - step) - total) / step + (total > 0 ? 1 : 0); for(int out = 0; out < window_out; out++) { int shift_w = i + out * (window_in + 1); float grad = 0.0f; for(int t = 0; t < total; t++) { if(i != window_in && (i + t * step) >= inputs) break; grad += matrix_g[t * window_out + out] * (i == window_in ? 1 : matrix_i[i + t * step]); } float mt = b1 * matrix_m[shift_w] + (1 - b1) * grad; // v squared back before the recursion - see UpdateWeightsAdam's comment above for why. float vt = sqrt(b2 * matrix_v[shift_w] * matrix_v[shift_w] + (1 - b2) * pow(grad, 2.0f)); float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * matrix_w[shift_w], -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // Sign-agreement gate removed - see UpdateWeightsAdam's comment above for why. matrix_w[shift_w] = clamp(matrix_w[shift_w] + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[shift_w] = mt; matrix_v[shift_w] = vt; } }; //+------------------------------------------------------------------+ //| MINI-BATCH GRADIENT ACCUMULATION (2026-08-09 audit, F4). | //| | //| Training here is otherwise pure online SGD - one weight update | //| per sample - which makes the per-update gradient noise maximal | //| and the end-of-era weight state a high-variance random draw. The | //| fix is to sum each weight's gradient over TRAIN_BATCH_SIZE | //| samples and take ONE optimizer step on the mean. | //| | //| Only the ACCUMULATION lives here. The optimizer step itself is | //| elementwise O(weights), so - exactly like the batch-norm layer | //| and the softmax+CCE output gradient before it - it is computed | //| once per BATCH in MQL5 against the host mirrors of these buffers | //| (CNeuronBaseOCL::ApplyAccumulatedGradients). That keeps ONE | //| optimizer implementation for all four compute tiers instead of | //| four that can drift apart, which this engine has been bitten by | //| repeatedly. | //| | //| The per-weight gradient expressions below are copied verbatim | //| from UpdateWeightsAdam / UpdateWeightsConvAdam above - they MUST | //| stay identical, because batch size 1 has to reproduce the | //| unbatched path exactly. | //+------------------------------------------------------------------+ __kernel void AccumulateWeightGrad(__global float *matrix_acc, __global const float *matrix_g, __global const float *matrix_i, const int inputs) { const int i = get_global_id(0); // destination neuron const int j = get_global_id(1); // source slot, j == inputs is the bias const int wi = i * (inputs + 1) + j; // Deliberately scalar, not the float4 form UpdateWeightsAdam uses: this kernel replaces that // dispatch on batched runs rather than adding to it, so the dispatch count is unchanged, and a // plain expression is far easier to hold against the host-side apply it has to agree with. matrix_acc[wi] += matrix_g[i] * (j < inputs ? matrix_i[j] : 1.0f); }; //+------------------------------------------------------------------+ //| Convolution counterpart. Flat over (window_in+1)*window_out, i.e. | //| UpdateWeightsConvMomentum's indexing, but with the POSITION COUNT | //| taken from UpdateWeightsConvAdam. | //| | //| Those two disagree, and it is worth being explicit about which is | //| reproduced here. Positions of a window_in-wide window stepping by | //| `step` over `inputs` values is floor((inputs-window_in)/step)+1. | //| The Adam kernel's total - ceil((inputs-window_in+step)/step) - | //| equals that; the Momentum kernel's ceil((inputs-window_in)/step) | //| is one SHORT whenever step divides the span, so the SGD conv path | //| silently drops the last sliding position's gradient. That is a | //| pre-existing defect in the SGD path (ADAM is the default and the | //| only optimizer these models ship with) and is NOT fixed here - | //| fixing it would change SGD's unbatched behaviour, which is not | //| this change's business. The correct count is used because this | //| accumulator feeds the shared host-side apply for BOTH optimizers. | //+------------------------------------------------------------------+ __kernel void AccumulateWeightGradConv(__global float *matrix_acc, __global const float *matrix_g, __global const float *matrix_i, const int inputs, int window_in, int window_out, int step) { int i = get_global_id(0); int shift = i % (window_in + 1); int shift_out = (i - shift) / (window_in + 1); int total = (inputs - (window_in - step)) % step; total = (inputs - (window_in - step) - total) / step + (total > 0 ? 1 : 0); float grad = 0.0f; for(int t = 0; t < total; t++) { if(shift != window_in && (shift + t * step) >= inputs) break; grad += matrix_g[t * window_out + shift_out] * (shift == window_in ? 1 : matrix_i[shift + t * step]); } matrix_acc[i] += grad; }; //+------------------------------------------------------------------+ //| dst += src, elementwise. Used by the LSTM's mini-batch path: that | //| layer's WeightsGradient already holds one sample's complete dW | //| (summed over the BPTT timesteps), but the seq-backward kernels | //| MEMSET it at the top of every call, so the running batch total | //| has to live in a second buffer. Deliberately generic rather than | //| LSTM-specific - it is just a vector add. | //+------------------------------------------------------------------+ __kernel void AccumulateBufferInto(__global float *dst, __global const float *src) { const int i = get_global_id(0); dst[i] += src[i]; }; //+------------------------------------------------------------------+ //| MINI-BATCH APPLY - one optimizer step on the accumulated mean. | //| | //| These replace a HOST-SIDE apply that read the whole weight matrix,| //| the accumulator and both Adam moments back over the bus, stepped | //| them in MQL5, and wrote four buffers out again: eight full-matrix | //| transfers per batch per weight block, each a blocking sync. At | //| batch 8 that was ~1 weight-matrix-worth of PCIe traffic PER | //| SAMPLE, which is why an RX 580 lost to a CPU thread pool on this | //| workload. Market builds cannot import a DLL, so OpenCL is the | //| tier clients actually run and this path is the product's speed. | //| | //| Flat and elementwise: the accumulator already holds the summed | //| per-weight gradient (AccumulateWeightGrad above), so there is no | //| outer product to reconstruct and no float4 dispatch to mirror. | //| | //| `scale` is 1/batchCount - the MEAN. The arithmetic is a | //| line-for-line transcription of UpdateWeightsAdam above, INCLUDING | //| the squared-back second moment, both clamps and the decoupled | //| decay, so batch size 1 still reproduces the unbatched kernel. The | //| host implementation in NeuronOCLBase.mqh remains the reference | //| for the DLL and pure-MQL5 tiers and must be edited in step. | //| | //| The accumulator is zeroed HERE, saving a separate clear dispatch | //| and guaranteeing it cannot be left dirty for the next batch by an | //| early return between the step and the clear. | //+------------------------------------------------------------------+ __kernel void ApplyAccumAdam(__global float *matrix_w, __global float *matrix_acc, __global float *matrix_m, __global float *matrix_v, const float scale, const float l, const float b1, const float b2) { const int i = get_global_id(0); const float grad = matrix_acc[i] * scale; const float wv = matrix_w[i]; const float mt = b1 * matrix_m[i] + (1 - b1) * grad; // Squared back before re-entering the recursion - see UpdateWeightsAdam for the full account of // what feeding the stored square root in as the variance did to this engine. const float vt = sqrt(b2 * matrix_v[i] * matrix_v[i] + (1 - b2) * grad * grad); const float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * wv, -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); matrix_w[i] = clamp(wv + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[i] = mt; matrix_v[i] = vt; matrix_acc[i] = 0.0f; }; //+------------------------------------------------------------------+ //| SGD/momentum counterpart. Note the delta is NOT clamped to | //| MAX_WEIGHT_DELTA here - matching UpdateWeightsMomentum and the | //| host apply, both of which clamp only the resulting weight. Kept | //| that way deliberately rather than "improved": the batched path | //| has to reproduce the unbatched one, not diverge from it. | //+------------------------------------------------------------------+ __kernel void ApplyAccumMomentum(__global float *matrix_w, __global float *matrix_acc, __global float *matrix_dw, const float scale, const float lr, const float momentum) { const int i = get_global_id(0); const float grad = matrix_acc[i] * scale; const float delta = lr * grad + momentum * matrix_dw[i]; matrix_dw[i] = delta; matrix_w[i] = clamp(matrix_w[i] + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_acc[i] = 0.0f; }; //+------------------------------------------------------------------+ //| BATCH NORM (CNeuronBatchNormOCL), device-side since 2026-08-09. | //| | //| This layer computed host-side on every tier, which on OpenCL | //| meant a blocking read of the previous layer's output and a | //| blocking write of its own - per sample, per layer, forward AND | //| backward. These kernels are LINE-FOR-LINE transcriptions of the | //| host implementations in AI\NeuronBatchNorm.mqh (NormalizeHost, | //| calcInputGradients, StepGammaBeta), including every NaN guard and | //| clamp - that layer latched NaN into its persisted statistics once | //| (2026-08-02) and the guards are what keep a single garbage value | //| from poisoning the .nnw forever. The host copies remain the | //| reference AND the runtime for the DLL / pure-MQL5 tiers; edit the | //| two together. The MQL5 side also self-checks each kernel against | //| its host twin on first use and latches back to the host path on | //| any disagreement, so a transcription error costs a warning and | //| some speed, never a corrupted model. | //| | //| Slot layout below MUST match NeuronBatchNorm.mqh's BN_OPT_*. | //+------------------------------------------------------------------+ #define BN_OPT_STRIDE 9 #define BN_OPT_MEAN 0 #define BN_OPT_VAR 1 #define BN_OPT_NX 2 #define BN_OPT_GAMMA 3 #define BN_OPT_BETA 4 #define BN_OPT_MG 5 #define BN_OPT_MB 6 #define BN_OPT_VG 7 #define BN_OPT_VB 8 #define BN_EPSILON 1.0e-10f #define BN_MIN_STD 1.0e-4f #define BN_MAX_INPUT 1.0e6f //+------------------------------------------------------------------+ //| Forward transform for one unit. `w` is the host-computed | //| effective EMA window (the 1,2,3..iBatchSize ramp lives host-side | //| with iSamplesSeen); `frozen` mirrors bStatsFrozen - statistics | //| are USED but not UPDATED, classic inference semantics. | //+------------------------------------------------------------------+ __kernel void BatchNormForward(__global const float *matrix_i, __global float *matrix_o, __global float *options, const float w, const int frozen) { const int i = get_global_id(0); const int shift = i * BN_OPT_STRIDE; float x = matrix_i[i]; // Guards in the same order as NormalizeHost: non-finite -> 0, then the range clamp that keeps the // statistics arithmetic bounded (a merely-huge finite x overflows (x-mean)^2 long before infinity). if(isnan(x) || isinf(x)) x = 0.0f; x = clamp(x, -BN_MAX_INPUT, BN_MAX_INPUT); float mean = options[shift + BN_OPT_MEAN]; float variance = options[shift + BN_OPT_VAR]; // Self-heal statistics poisoned before the guards existed - Load faithfully restores NaN. if(isnan(mean) || isinf(mean)) mean = x; if(isnan(variance) || isinf(variance) || variance < 0.0f) variance = 0.0f; if(frozen == 0) { // EMA update, new mean used by the variance term - exact order of the host code. mean = (mean * (w - 1.0f) + x) / w; variance = (variance * (w - 1.0f) + (x - mean) * (x - mean)) / w; } const float delta = x - mean; const float sd = fmax(sqrt(variance + BN_EPSILON), BN_MIN_STD); const float nx = delta / sd; float gamma = options[shift + BN_OPT_GAMMA]; float beta = options[shift + BN_OPT_BETA]; // Local substitution only, exactly like the host forward: the PERSISTED repair happens in the // gamma/beta step, which is the copy that makes it stick. if(isnan(gamma) || isinf(gamma)) gamma = 1.0f; if(isnan(beta) || isinf(beta)) beta = 0.0f; if(frozen == 0) { options[shift + BN_OPT_MEAN] = mean; options[shift + BN_OPT_VAR] = variance; } // nx cached even when frozen - costs nothing, keeps the buffer consistent with the output. options[shift + BN_OPT_NX] = nx; matrix_o[i] = gamma * nx + beta; }; //+------------------------------------------------------------------+ //| Backward for one unit: dL/dx = gamma/sd * dL/dy, then the | //| PREVIOUS layer's activation derivative applied with the same | //| clamp-to-range "implied target" treatment CaclHiddenGradient | //| uses, so from below a batch-norm layer is indistinguishable from | //| any other. `activation` is the NATIVE code (0=TANH 1=SIGMOID | //| 2=PRELU, anything else passes through) - NativeActivationCode() | //| at the dispatch site, never a raw enum cast. | //+------------------------------------------------------------------+ __kernel void BatchNormHiddenGrad(__global const float *matrix_g, __global const float *prev_o, __global float *prev_g, __global const float *options, const int activation) { const int i = get_global_id(0); const int shift = i * BN_OPT_STRIDE; const float sd = fmax(sqrt(options[shift + BN_OPT_VAR] + BN_EPSILON), BN_MIN_STD); float g = matrix_g[i] * options[shift + BN_OPT_GAMMA] / sd; const float out = prev_o[i]; switch(activation) { case 0: g = clamp(g + out, -1.0f, 1.0f) - out; g = g * fmax(MIN_ACTIVATION_DERIVATIVE, 1.0f - out * out); break; case 1: g = clamp(g + out, 0.0f, 1.0f) - out; g = g * fmax(MIN_ACTIVATION_DERIVATIVE, out * (1.0f - out)); break; case 2: g = g * (out >= 0.0f ? 1.0f : 0.01f); break; default: break; } prev_g[i] = g; }; //+------------------------------------------------------------------+ //| Mini-batch accumulate for gamma/beta: dL/dgamma = dL/dy * nx, | //| dL/dbeta = dL/dy, summed per unit into acc[2i]/acc[2i+1]. Formed | //| per sample because BN_OPT_NX is overwritten by every forward. | //+------------------------------------------------------------------+ __kernel void BatchNormAccumGammaBeta(__global const float *matrix_g, __global const float *options, __global float *acc) { const int i = get_global_id(0); const float g = matrix_g[i]; acc[2 * i] += g * options[i * BN_OPT_STRIDE + BN_OPT_NX]; acc[2 * i + 1] += g; }; //+------------------------------------------------------------------+ //| One gamma/beta optimizer step on the accumulated mean, then the | //| accumulator is zeroed. Transcribed from StepGammaBeta including | //| its exact write ordering: moments are stored BEFORE the | //| finiteness check, so a skipped unit still advances its optimizer | //| state, and the persisted gamma/beta self-heal happens HERE (this | //| is the copy that sticks). NO WEIGHT DECAY - decaying gamma toward | //| zero is the collapse this layer exists to prevent. The per-sample | //| path is this same pair of kernels at scale=1. | //| `optimizer`: 0 = SGD/momentum (lr=eta, momentum=alpha), else Adam | //| (lt = bias-corrected step, b1, b2; v stored square-rooted, same | //| convention as every Adam kernel in this file). | //+------------------------------------------------------------------+ __kernel void BatchNormApplyGammaBeta(__global float *options, __global float *acc, const float scale, const float lt, const float b1, const float b2, const float lr, const float momentum, const int optimizer) { const int i = get_global_id(0); const int shift = i * BN_OPT_STRIDE; const float gGamma = acc[2 * i] * scale; const float gBeta = acc[2 * i + 1] * scale; acc[2 * i] = 0.0f; acc[2 * i + 1] = 0.0f; float gamma = options[shift + BN_OPT_GAMMA]; float beta = options[shift + BN_OPT_BETA]; if(isnan(gamma) || isinf(gamma)) gamma = 1.0f; if(isnan(beta) || isinf(beta)) beta = 0.0f; float dGamma, dBeta; if(optimizer == 0) { dGamma = lr * gGamma + momentum * options[shift + BN_OPT_MG]; dBeta = lr * gBeta + momentum * options[shift + BN_OPT_MB]; options[shift + BN_OPT_MG] = dGamma; options[shift + BN_OPT_MB] = dBeta; } else { const float mg = b1 * options[shift + BN_OPT_MG] + (1.0f - b1) * gGamma; const float mb = b1 * options[shift + BN_OPT_MB] + (1.0f - b1) * gBeta; const float vgOld = options[shift + BN_OPT_VG]; const float vbOld = options[shift + BN_OPT_VB]; const float vg = sqrt(b2 * vgOld * vgOld + (1.0f - b2) * gGamma * gGamma); const float vb = sqrt(b2 * vbOld * vbOld + (1.0f - b2) * gBeta * gBeta); dGamma = lt * mg / (vg > 0.0f ? vg : lt * 10.0f); dBeta = lt * mb / (vb > 0.0f ? vb : lt * 10.0f); options[shift + BN_OPT_MG] = mg; options[shift + BN_OPT_MB] = mb; options[shift + BN_OPT_VG] = vg; options[shift + BN_OPT_VB] = vb; } dGamma = clamp(dGamma, -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); dBeta = clamp(dBeta, -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // A non-finite delta means SKIP this unit's parameter write, never poison it - the moments above // are already stored, matching the host's ordering exactly. if(isnan(dGamma) || isinf(dGamma) || isnan(dBeta) || isinf(dBeta)) return; options[shift + BN_OPT_GAMMA] = clamp(gamma + dGamma, -MAX_WEIGHT, MAX_WEIGHT); options[shift + BN_OPT_BETA] = clamp(beta + dBeta, -MAX_WEIGHT, MAX_WEIGHT); }; //+------------------------------------------------------------------+ //| LSTM (CNeuronLSTMOCL) - derived from scratch from the standard | //| LSTM equations (NOT ported from any reference implementation). | //| Single-timestep-truncated BPTT: gradient does not flow back into | //| h_prev/c_prev from a previous step - only this step's gates and | //| weights receive gradient. Adam-only optimizer. | //| Weight layout: 4 gates (order: forget, input, output, candidate), | //| each a block of H*(I+H+1) floats - per hidden unit: H weights on | //| h_prev, I weights on the current input, 1 bias. | //+------------------------------------------------------------------+ __kernel void LSTM_Gates(__global float *matrix_w, __global float *hidden_prev, __global float *inputs, __global float *concatenated, int hidden_size, int input_size) { int id = get_global_id(0); int gate = get_global_id(1); int per_gate = hidden_size * (hidden_size + input_size + 1); int shift = gate * per_gate + id * (hidden_size + input_size + 1); float sum = 0.0f; for(int k = 0; k < hidden_size; k++) sum += hidden_prev[k] * matrix_w[shift + k]; for(int k = 0; k < input_size; k++) sum += inputs[k] * matrix_w[shift + hidden_size + k]; sum += matrix_w[shift + hidden_size + input_size]; float val = (gate < 3) ? (1.0f / (1.0f + exp(-sum))) : tanh(sum); concatenated[gate * hidden_size + id] = val; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_State(__global float *concatenated, __global float *memory, __global float *hidden_prev, __global float *hidden_cache, __global float *output, int hidden_size) { int id = get_global_id(0); float f = concatenated[id]; float ii = concatenated[hidden_size + id]; float o = concatenated[2 * hidden_size + id]; float g = concatenated[3 * hidden_size + id]; float c_prev = memory[id]; memory[hidden_size + id] = c_prev; float c_t = f * c_prev + ii * g; memory[id] = c_t; hidden_cache[id] = hidden_prev[id]; output[id] = o * tanh(c_t); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_GateGradient(__global float *gradient, __global float *memory, __global float *concatenated, __global float *concatenated_gradient, int hidden_size) { int id = get_global_id(0); float c_t = memory[id]; float c_prev = memory[hidden_size + id]; float f = concatenated[id]; float ii = concatenated[hidden_size + id]; float o = concatenated[2 * hidden_size + id]; float g = concatenated[3 * hidden_size + id]; float t = tanh(c_t); float dh = gradient[id]; // Derivative floor on every gate below - see MIN_ACTIVATION_DERIVATIVE's declaration comment. // LSTM gates are sigmoid/tanh by design and routinely sit near their saturated extremes (a fully // "open" or "closed" gate), which is exactly where an unfloored derivative goes to zero and // blocks gradient from flowing through the recurrent path at all. float dc = dh * o * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - t * t); concatenated_gradient[2 * hidden_size + id] = dh * t * fmax(MIN_ACTIVATION_DERIVATIVE, o * (1 - o)); // output gate concatenated_gradient[id] = dc * c_prev * fmax(MIN_ACTIVATION_DERIVATIVE, f * (1 - f)); // forget gate concatenated_gradient[hidden_size + id] = dc * g * fmax(MIN_ACTIVATION_DERIVATIVE, ii * (1 - ii)); // input gate concatenated_gradient[3 * hidden_size + id] = dc * ii * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - g * g); // candidate } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_WeightsGradient(__global float *concatenated_gradient, __global float *hidden_cache, __global float *inputs, __global float *weights_gradient, int hidden_size, int input_size) { int wi = get_global_id(0); int per_gate = hidden_size * (hidden_size + input_size + 1); int gate = wi / per_gate; int rem = wi % per_gate; int id = rem / (hidden_size + input_size + 1); int k = rem % (hidden_size + input_size + 1); float inp = (k < hidden_size ? hidden_cache[k] : (k < hidden_size + input_size ? inputs[k - hidden_size] : 1.0f)); weights_gradient[wi] = concatenated_gradient[gate * hidden_size + id] * inp; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_InputsGradient(__global float *concatenated_gradient, __global float *matrix_w, __global float *inputs_gradient, int hidden_size, int input_size) { int j = get_global_id(0); int per_gate = hidden_size * (hidden_size + input_size + 1); float sum = 0.0f; for(int gate = 0; gate < 4; gate++) for(int id = 0; id < hidden_size; id++) sum += concatenated_gradient[gate * hidden_size + id] * matrix_w[gate * per_gate + id * (hidden_size + input_size + 1) + hidden_size + j]; inputs_gradient[j] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Sequence LSTM - ONE LAUNCH PER TIMESTEP. | //| | //| The recurrence is sequential: step t needs h/c from step t-1, and | //| every hidden unit's gates read ALL of h_{t-1}. OpenCL can only | //| barrier WITHIN a work-group, and nothing here controls how the | //| runtime partitions the global size, so a single-launch loop with | //| barrier() would be correct only by luck. Driving the loop from | //| the host instead makes each launch an implicit global barrier - | //| slower per step, correct on every device. | //| | //| Layouts match CPU_LSTMSeqForward in DirectML\WarriorCPU.cpp (the | //| authoritative contract): gate order [f,i,o,g]; weight row `hid` | //| of a gate is [H recurrent | Iw input | 1 bias]; caches are | //| timestep-major. h_{-1} and c_{-1} are zero. | //+------------------------------------------------------------------+ __kernel void LSTM_SeqStepForward(__global float *matrix_w, __global float *inputs, __global float *cache_gates, __global float *cache_cell, __global float *cache_hidden, __global float *output, int hidden_size, int step_inputs, int steps, int t) { int id = get_global_id(0); int H = hidden_size; int Iw = step_inputs; int row = H + Iw + 1; int per_gate = H * row; __global float *x = inputs + t * Iw; float g[4]; for(int gate = 0; gate < 4; gate++) { int shift = gate * per_gate + id * row; float sum = 0; if(t > 0) { __global float *h_prev = cache_hidden + (t - 1) * H; for(int k = 0; k < H; k++) sum += h_prev[k] * matrix_w[shift + k]; } for(int k = 0; k < Iw; k++) sum += x[k] * matrix_w[shift + H + k]; sum += matrix_w[shift + H + Iw]; g[gate] = (gate < 3) ? (1 / (1 + exp(-sum))) : tanh(sum); cache_gates[t * 4 * H + gate * H + id] = g[gate]; } float c_prev = (t > 0) ? cache_cell[(t - 1) * H + id] : 0; float c_t = g[0] * c_prev + g[1] * g[3]; cache_cell[t * H + id] = c_t; float h_t = g[2] * tanh(c_t); cache_hidden[t * H + id] = h_t; //--- the layer's visible output is the LAST hidden state if(t == steps - 1) output[id] = h_t; } //+------------------------------------------------------------------+ //| BPTT step 1/3: gate gradients for step t, and dc for step t-1. | //| dh comes from the layer above at t == steps-1 and from the | //| recurrence (dh_buf, written by LSTM_SeqStepInputGrad) otherwise. | //| dc_buf must be zeroed by the host before the first step. | //+------------------------------------------------------------------+ __kernel void LSTM_SeqStepGateGrad(__global float *out_gradient, __global float *dh_buf, __global float *dc_buf, __global float *cache_gates, __global float *cache_cell, __global float *gate_grad, int hidden_size, int steps, int t) { int id = get_global_id(0); int H = hidden_size; __global float *gt = cache_gates + t * 4 * H; float f = gt[id]; float ii = gt[H + id]; float o = gt[2 * H + id]; float g = gt[3 * H + id]; float c_t = cache_cell[t * H + id]; float c_prev = (t > 0) ? cache_cell[(t - 1) * H + id] : 0; float tc = tanh(c_t); float dh = (t == steps - 1) ? out_gradient[id] : dh_buf[id]; //--- the term the per-step kernels could never express: dc arriving from step t+1 float dcTot = dh * o * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - tc * tc) + dc_buf[id]; gate_grad[2 * H + id] = dh * tc * fmax(MIN_ACTIVATION_DERIVATIVE, o * (1 - o)); gate_grad[id] = dcTot * c_prev * fmax(MIN_ACTIVATION_DERIVATIVE, f * (1 - f)); gate_grad[H + id] = dcTot * g * fmax(MIN_ACTIVATION_DERIVATIVE, ii * (1 - ii)); gate_grad[3 * H + id] = dcTot * ii * fmax(MIN_ACTIVATION_DERIVATIVE, 1 - g * g); dc_buf[id] = dcTot * f; } //+------------------------------------------------------------------+ //| BPTT step 2/3: ACCUMULATE dW for step t. Accumulates rather than | //| assigns because the gate weights are shared by every timestep - | //| the host zeroes weights_gradient once before the backward loop. | //+------------------------------------------------------------------+ __kernel void LSTM_SeqStepWeightGrad(__global float *gate_grad, __global float *cache_hidden, __global float *inputs, __global float *weights_gradient, int hidden_size, int step_inputs, int t) { int wi = get_global_id(0); int H = hidden_size; int Iw = step_inputs; int row = H + Iw + 1; int per_gate = H * row; int gate = wi / per_gate; int rem = wi % per_gate; int hid = rem / row; int k = rem % row; float inp; if(k < H) inp = (t > 0) ? cache_hidden[(t - 1) * H + k] : 0; else if(k < H + Iw) inp = inputs[t * Iw + (k - H)]; else inp = 1; weights_gradient[wi] += gate_grad[gate * H + hid] * inp; } //+------------------------------------------------------------------+ //| BPTT step 3/3: dx_t (this step's slice of the input gradient) and | //| dh_{t-1} (the recurrent path). One flat range over both so a | //| narrow per-step input still saturates the device. | //+------------------------------------------------------------------+ __kernel void LSTM_SeqStepInputGrad(__global float *gate_grad, __global float *matrix_w, __global float *inputs_gradient, __global float *dh_buf, int hidden_size, int step_inputs, int t) { int j = get_global_id(0); int H = hidden_size; int Iw = step_inputs; int row = H + Iw + 1; int per_gate = H * row; int col = (j < Iw) ? (H + j) : (j - Iw); float sum = 0; for(int gate = 0; gate < 4; gate++) for(int hid = 0; hid < H; hid++) sum += gate_grad[gate * H + hid] * matrix_w[gate * per_gate + hid * row + col]; if(j < Iw) inputs_gradient[t * Iw + j] = sum; else dh_buf[j - Iw] = sum; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ __kernel void LSTM_UpdateWeightsAdam(__global float *matrix_w, __global float *weights_gradient, __global float *matrix_m, __global float *matrix_v, float l, float b1, float b2) { int wi = get_global_id(0); float g = weights_gradient[wi]; float mt = b1 * matrix_m[wi] + (1 - b1) * g; // v squared back before the recursion - see UpdateWeightsAdam's comment above for why. float vt = sqrt(b2 * matrix_v[wi] * matrix_v[wi] + (1 - b2) * g * g); float delta = clamp(l * mt / (vt > 0 ? vt : l * 10) - l * WEIGHT_DECAY * matrix_w[wi], -MAX_WEIGHT_DELTA, MAX_WEIGHT_DELTA); // Sign-agreement gate removed - see UpdateWeightsAdam's comment above for why. matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); matrix_m[wi] = mt; matrix_v[wi] = vt; }; //+------------------------------------------------------------------+ //| SGD+momentum counterpart to LSTM_UpdateWeightsAdam above - same | //| flat (already-elementwise) weights_gradient/matrix_dw layout, just| //| the classic heavy-ball update instead of Adam's per-parameter step| //+------------------------------------------------------------------+ __kernel void LSTM_UpdateWeightsMomentum(__global float *matrix_w, __global float *weights_gradient, __global float *matrix_dw, float learning_rates, float momentum, int optimizer) { int wi = get_global_id(0); // `optimizer` retained unused - see UpdateWeightsMomentum's comment above. float delta = learning_rates * weights_gradient[wi] + momentum * matrix_dw[wi]; matrix_dw[wi] = delta; matrix_w[wi] = clamp(matrix_w[wi] + delta, -MAX_WEIGHT, MAX_WEIGHT); };