Files
foxhunt/crates/ml
jgrusewski 06f9819f05 fix(critical): use cuMemAlloc for cublasLt workspace (cross-stream access)
cudarc's stream.alloc_zeros uses cuMemAllocAsync (stream-ordered).
These allocations are only accessible from the allocating stream.
When cublasLtMatmul runs on a forked BRANCH stream (multi-stream
branch dispatch), the stream-ordered workspace is inaccessible,
causing CUBLAS_STATUS_NOT_SUPPORTED on H100 at batch=4096.

Fix: allocate workspace via cuMemAlloc_v2 (synchronous, globally
accessible from all streams). This matches the C++ debug test
which uses cudaMalloc and works on H100 for all dimensions.

Also: add d_layout destroy (leaked handle cleanup).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-10 13:14:00 +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;