autodiff: finite-diff gradient-check harness

New xtrain-autodiff crate with a reusable central finite-difference
gradient check: grad_check(x, shape, f, analytic_grad, cfg) compares an
analytic gradient against (f(x+ε)-f(x-ε))/2ε per element with a relative
tolerance. Host-only (no CUDA): the loss closure owns any GPU work, so
T4's per-op backward checks can reuse it directly. Includes host unit
tests (sum(x²) grad 2x passes; a wrong grad is rejected).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-06-15 15:26:42 +08:00
parent fbd07a578c
commit 9ca98efd98
5 changed files with 157 additions and 0 deletions

View File

@@ -0,0 +1,15 @@
//! Reusable numerical-gradient checking for xtrain (Phase T3+).
//!
//! Given a scalar loss `f(x)` and an analytic gradient `g`, verify that `g`
//! matches the central finite-difference estimate
//! `(f(x+ε·eᵢ) - f(x-ε·eᵢ)) / 2ε` for every element `i`, within a relative
//! tolerance. Later phases (T4 autograd) reuse this per-op: wrap each op's
//! forward as the loss, run its backward to get `g`, and `grad_check`.
//!
//! The harness is host-only and dtype-agnostic at this layer: it works on a
//! flat `&[f32]` parameter vector + shape and a closure. The closure is free to
//! push the data to the GPU and run kernels — that detail stays out of here.
pub mod finite_diff;
pub use finite_diff::{GradCheckConfig, GradCheckResult, ParamFn, grad_check};