0ec791734d
Bug audit Pattern 2 — 6 SP15 launchers in gpu_dqn_trainer.rs were doing load_cubin + load_function PER CALL inside the launcher body, called from gpu_experience_collector.rs's per-rollout-step body (~thousands of times per epoch x 4096 envs x 1000 timesteps). Same architectural bug class as commits5d63762ab(bn_tanh_concat_dd) and1396b62ec(sp15_baseline + cost_net). load_cubin/load_function are host-side driver API calls — not capturable inside graph capture, and prone to CUDA_ERROR_ILLEGAL_ADDRESS in subprocess child contexts (documented failure mode in1396b62ec). Migration: - launch_sp15_dd_state, launch_sp15_dd_state_reduce, launch_sp15_dd_trajectory_decreasing, launch_sp15_alpha_split_producer, launch_sp15_final_reward, launch_sp15_plasticity_injection — signatures changed to accept &CudaFunction parameter. - Collector struct gains 6 new pre-loaded CudaFunction fields, populated once in collector::new() (mirrors SP14 EGF kernel loading added in commit09202aa99). - All 6 hot-path call sites updated to pass &self.exp_<kernel>_kernel reference (5 in collect_experiences_gpu, 1 in plasticity-injection trigger path). - Oracle tests in sp15_phase1_oracle_tests.rs pass through a small load_sp15_kernel test helper that inlines the per-call load (graph capture isn't a concern in oracle scaffolds; production callers use struct-cached handles via the collector). - docs/dqn-gpu-hot-path-audit.md gains Fix 29 documenting the pattern, the 6 migrated sites, deferred evaluator launchers, and out-of-scope orphan launchers. Per feedback_no_partial_refactor: all 6 launchers + their callers migrate atomically. Per pearl_no_host_branches_in_captured_graph: zero load_cubin in collector per-rollout-step body after this commit. Deferred (separate scope): launch_sp15_sharpe_per_bar and launch_sp15_position_history_derivation are evaluator-path callers (GpuBacktestEvaluator) — fixing them requires adding fields to a different struct, deferred to a separate atomic commit. Orphan launchers (regret_signal, cooldown) have no production callers; left untouched. Cubin static visibility: all 6 affected SP15 cubins were already pub static (collector imports work without visibility promotion). Verification: cargo check clean (only pre-existing warnings); 7/7 sp14_oracle_tests pass; 36/36 sp15_phase1_oracle_tests pass. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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 aggregationhyperopt— PSO-based hyperparameter optimization with per-model adapterstrainers— unified training loops (DQN, PPO, supervised)inference—InferenceAdaptertrait for predictioncheckpoint— model checkpointing and restorationevaluation— walk-forward evaluation pipeline
Usage
use ml::dqn::DQN;
use ml::ppo::PpoTrainer;