12fdd18223
Deleted: - DQN::compute_loss_internal (280 lines) — old Candle forward+loss - DQN::train_step (55 lines) — old Candle training step - DQN::compute_gradients (47 lines) — old gradient accumulation - ComputeLossResult struct — only used by deleted functions - RegimeConditionalDQN::train_step (65 lines) — old dispatch - RegimeConditionalDQN::train_step_gpu_regime (100 lines) — old GPU path - RegimeConditionalDQN::compute_gradients_gpu (130 lines) — old regime gradients - RegimeConditionalDQN::compute_gradients (92 lines) — old dispatch - DQNAgentType::train_step dispatch — dead - DQNAgentType::compute_gradients dispatch — dead - GpuDqnTrainer::upload_batch (71 lines) — old CPU→GPU upload - train_step.rs (500 lines) — entire module including ensure_fused_ctx - dqn_benchmark.rs — used old train_step - examples.rs — used old train_step - validation/adapters.rs (289 lines) — used old train_step - dqn/trainable_adapter.rs — used old train_step - gpu_smoketest.rs — tested old train_step - Gradient accumulation path in training_loop.rs (144 lines) - IQN d_h_s2().clone() → raw pointer (zero alloc) - Causal intervention format! string alloc removed - Dead HER relabel functions (320 lines) Kept: - ensure_fused_ctx logic inlined into training_loop.rs - set_noise_sigma_scale re-added to RegimeConditionalDQN Fixed: - GpuReplayBuffer max_batch_size wired from batch_size parameter (was hardcoded 1024, blocking batch_size=8192) Co-Authored-By: Claude Opus 4.6 (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;