2cfbc2633c
- Remove hardcoded cap of NUM_ATOMS_MAX=51 on sm_90+. Now that TMA uses proper mbarrier sync, the INVALID_PTX was caused by wrong instructions, not kernel size. Hyperparams control atom count directly. - Fix NVRTC source concatenation order: dim_overrides now comes BEFORE common_src and kernel_src so the #ifndef guards in .cuh/.cu files properly skip defaults. Previously overrides came after, causing macro redefinition warnings. - Make PORTFOLIO_DIM dynamic (was hardcoded "3" in format string). 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;