d3a3403053
Hyperopt TPE was stuck chasing phantom Sharpe=2317 from degenerate trials with 2/45 unique actions (temp 0.15-0.20). Two fixes: 1. Raise eval_softmax_temp bounds from [0.1, 2.0] to [0.5, 2.0] — temps below 0.3 consistently produce 1-3/45 actions regardless of model quality 2. Add diversity_penalty to objective: 50*(1 - unique/10) for <10/45 actions, so degenerate trials score badly even if they accidentally reach the TPE Co-Authored-By: Claude Opus 4.6 <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;