From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Tue, 9 Sep 2025 01:24:20 +0000 (+0200)
Subject: perf(reforcexy): readd optuna params dependency properly
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=9effb70e5bb65ef14cec8a3ce1a884fc08e1d6b1;p=freqai-strategies.git

perf(reforcexy): readd optuna params dependency properly

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index 3892d30..3b26b04 100644
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -695,7 +695,7 @@ class ReforceXY(BaseReinforcementLearningModel):
         Defines a single trial for hyperparameter optimization using Optuna
         """
         if "PPO" in self.model_type:
-            params = sample_params_ppo(trial)
+            params = sample_params_ppo(trial, self.n_envs)
             if params.get("n_steps", 0) > total_timesteps:
                 raise TrialPruned("n_steps exceeds total_timesteps")
         elif "QRDQN" in self.model_type:
@@ -1664,12 +1664,19 @@ def convert_optuna_params_to_model_params(
     return model_params
 
 
-def sample_params_ppo(trial: Trial) -> Dict[str, Any]:
+def sample_params_ppo(trial: Trial, n_envs: int) -> Dict[str, Any]:
     """
     Sampler for PPO hyperparams
     """
     n_steps = trial.suggest_categorical("n_steps", [512, 1024, 2048, 4096])
-    batch_size = trial.suggest_categorical("batch_size", [64, 128, 256, 512, 1024])
+    n_batches = n_steps * max(1, n_envs)
+    batch_size_candidates = [64, 128, 256, 512, 1024]
+    batch_size_suggestions = [
+        b for b in batch_size_candidates if b <= n_batches and n_batches % b == 0
+    ]
+    if not batch_size_suggestions:
+        batch_size_suggestions = [b for b in batch_size_candidates if b <= n_batches]
+    batch_size = trial.suggest_categorical("batch_size", batch_size_suggestions)
     return convert_optuna_params_to_model_params(
         "PPO",
         {
@@ -1716,14 +1723,27 @@ def get_common_dqn_optuna_params(trial: Trial) -> Dict[str, Any]:
     exploration_initial_eps = trial.suggest_float(
         "exploration_initial_eps", exploration_final_eps, 1.0
     )
+    if exploration_initial_eps >= 0.9:
+        min_fraction = 0.2
+    elif (exploration_initial_eps - exploration_final_eps) > 0.5:
+        min_fraction = 0.15
+    else:
+        min_fraction = 0.05
     exploration_fraction = trial.suggest_float(
-        "exploration_fraction", 0.05, 0.9, step=0.02
+        "exploration_fraction", min_fraction, 0.9, step=0.02
     )
     buffer_size = trial.suggest_categorical(
         "buffer_size", [int(1e4), int(5e4), int(1e5), int(2e5)]
     )
+    learning_starts_suggestions = [
+        v
+        for v in [500, 1000, 2000, 3000, 4000, 5000]
+        if v <= min(int(buffer_size * 0.05), 5000)
+    ]
+    if not learning_starts_suggestions:
+        learning_starts_suggestions = [500]
     learning_starts = trial.suggest_categorical(
-        "learning_starts", [500, 1000, 2000, 3000, 4000, 5000]
+        "learning_starts", learning_starts_suggestions
     )
     return {
         "train_freq": train_freq,