Files
foxhunt/crates/ml
jgrusewski 26edbb6d8f fix: isolate shrink_perturb and scale_adam_momentum from graphed CUmodule
shrink_and_perturb() is called at epoch boundaries after child graphs are
captured. shrink_perturb_kernel lives in the same CUmodule as scale_f32,
saxpy_f32, spectral_norm, adam_update, and other graphed CUfunctions.
On Hopper (sm_90), launching any CUfunction from a graphed CUmodule
ungraphed corrupts the child graph kernel state → 3100ms replay.

scale_adam_momentum() is called at cosine LR warm restarts (also after
graph capture). scale_f32_kernel is captured in forward_child — same
CUmodule violation.

Fix: add shrink_perturb_ungraphed and scale_f32_ungraphed loaded from
the existing ungraphed_module (separate CUmodule instance of the same
DQN_UTILITY_CUBIN). Both ungraphed callers now use isolated handles.
CUmodule count: 5 → 5 (ungraphed_module already existed, reused).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-19 00:16:29 +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;