Files
foxhunt/crates/ml
jgrusewski 03cac6ffda perf: accumulator uses mapped pinned memory — eliminates memcpy_dtoh
volatile float* bypasses GPU L2 cache for correct read-modify-write
across kernel launches. CPU reads directly via read_volatile at epoch
boundary. Removes dead ptr variable in update_eval_v_range.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-13 22:15:05 +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;