Files
foxhunt/crates/ml
jgrusewski 2c469af2f7 fixup(sp16-p1): correct stale build.rs comment + remove tautological test assertion
Code-quality review of 0426ce888 flagged two Important doc/test items:

1. crates/ml/build.rs lines 859-882 — comment described OLD slot-373
   dir-acc-skill mapping; replaced with short description of new
   slot-382/381 hold-rate-overrun mapping.

2. crates/ml/tests/sp14_oracle_tests.rs lines 1898-1903 — tautological
   `(A || ¬A)` assertion (dead test code); deleted. Preceding assert at
   1892-1897 already covers the real check.

No runtime impact — doc + test cleanup only.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-08 15:34:01 +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;