Files
foxhunt/crates/ml
jgrusewski 0250722a0d feat(dqn): SP2 — fused multi-buffer NaN check kernel
Adds dqn_nan_check_fused_f32_kernel: single-launch replacement for 8
per-step dqn_nan_check_f32 calls in run_nan_checks_post_backward.
Block N processes slot base_flag_idx + N; sticky-flag semantics
preserved; graph-capture safe; null buf_ptr = no-op (deferred slot 31).

Unused yet — Rust wrapper + call-site replacement in next commits.
2026-04-30 08:54:17 +02:00
..

ml

10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.

Models

  • DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
  • PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
  • TFT — temporal fusion transformer for multi-horizon forecasting
  • Mamba2 — state space model for sequence prediction
  • Liquid Networks — biologically inspired networks for non-stationary data
  • TLOB — transformer-based limit order book analysis
  • KAN — Kolmogorov-Arnold networks
  • xLSTM — extended LSTM architecture
  • TGGN — temporal graph neural network
  • Diffusion — diffusion-based generative model

Key Modules

  • ensemble — model ensemble coordination and confidence aggregation
  • hyperopt — PSO-based hyperparameter optimization with per-model adapters
  • trainers — unified training loops (DQN, PPO, supervised)
  • inferenceInferenceAdapter trait for prediction
  • checkpoint — model checkpointing and restoration
  • evaluation — walk-forward evaluation pipeline

Usage

use ml::dqn::DQN;
use ml::ppo::PpoTrainer;