BREAKING CHANGES: - Removed orphaned dqn.rs monolithic trainer (4,975 lines) - Removed orphaned dqn_ensemble.rs module (816 lines) - Removed orphaned tft.rs and tft_complete_int8_integration_test.rs - TFT trainer split into modular directory structure DQN Module Refactoring: - Split trainers/dqn.rs into modular structure (config.rs, statistics.rs, trainer.rs) - Fixed hyperopt 39D search space (continuous params only) - Boolean flags (use_dueling, use_double_dqn, use_per, use_noisy_nets) are now FIXED architectural decisions - use_distributional defaults to false (Candle BUG #36 - scatter_add gradient issues) Clean Module Structure: - ml/src/trainers/dqn/ directory with proper mod.rs exports - ml/src/trainers/tft/ directory with config.rs, types.rs, model.rs, trainer.rs, tests.rs - All P0 features validated: TD-error clamping, batch diversity, LR scheduler, priority staleness Documentation: - Added comprehensive docs in docs/codebase-cleanup/ - ADR-001 for DQN refactoring decisions - Rainbow DQN component matrix and quick reference guides Build Status: Compiles with zero errors 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
26 KiB
Rainbow DQN Component Analysis - Foxhunt ML Codebase
Analysis Date: 2025-11-27
Codebase Path: /home/jgrusewski/Work/foxhunt/ml/src/dqn/
Architecture: System Architecture Designer Analysis
Executive Summary
The foxhunt DQN implementation contains ALL 6 Rainbow DQN components with comprehensive integration:
| Component | Status | Default Enabled | Hyperopt Tunable |
|---|---|---|---|
| Double DQN | ✅ Complete | ✅ Yes (always) | ❌ No (hardcoded true) |
| Dueling Networks | ✅ Complete | ✅ Yes | ✅ Yes (boolean disabled) |
| Prioritized Replay (PER) | ✅ Complete | ✅ Yes | ✅ Yes (alpha, beta) |
| Multi-Step Returns | ✅ Complete | ✅ Yes (n=3) | ✅ Yes (n=1-5) |
| Distributional RL (C51) | ✅ Complete | ❌ DISABLED | ✅ Yes (v_min, v_max, atoms) |
| Noisy Networks | ✅ Complete | ✅ Yes | ✅ Yes (sigma) |
Critical Note: C51 Distributional RL is DISABLED by default due to BUG #36 (Candle library scatter_add gradient flow issue causing 40% training failure rate).
1. Double DQN
Implementation Status: ✅ COMPLETE
Core Files:
ml/src/dqn/dqn.rs(lines 591-612, 1176-1210)ml/src/trainers/dqn/trainer.rs(line 540)
Key Components:
- Target Network: Separate target Q-network for stability
- Double Q-Learning: Action selection from main network, evaluation from target network
- Update Mechanism: Polyak averaging (soft updates) or periodic hard updates
Config Integration:
// ml/src/dqn/dqn.rs
pub struct DQNConfig {
pub use_double_dqn: bool, // Line 55
pub tau: f64, // Line 67 - Polyak coefficient
pub use_soft_updates: bool, // Line 69
}
Trainer Integration:
// ml/src/trainers/dqn/trainer.rs (line 540)
use_double_dqn: true, // ALWAYS ENABLED
Hyperopt Integration:
- ❌ NOT tunable - hardcoded to
truein all configs - ✅
tauparameter IS tunable (0.0001-0.01, log-scale)
Default Enabled: ✅ YES (production standard, prevents Q-value overestimation)
2. Dueling Networks
Implementation Status: ✅ COMPLETE
Core Files:
ml/src/dqn/dueling.rs(complete implementation)ml/src/dqn/distributional_dueling.rs(hybrid with C51)ml/src/dqn/rainbow_network.rs(lines 73-85, dueling architecture)
Key Components:
// ml/src/dqn/dueling.rs
pub struct DuelingConfig {
pub state_dim: usize,
pub num_actions: usize,
pub hidden_dim: usize,
// ... activation, dropout config
}
pub struct DuelingQNetwork {
// Separate value and advantage streams
value_stream: Vec<Box<dyn Module>>,
advantage_stream: Vec<Box<dyn Module>>,
}
Architecture:
- Value Stream: Estimates state value V(s)
- Advantage Stream: Estimates action advantages A(s,a)
- Aggregation: Q(s,a) = V(s) + (A(s,a) - mean(A))
Config Integration:
// ml/src/trainers/dqn/config.rs (line 404)
pub use_dueling: bool,
pub dueling_hidden_dim: usize, // 128-512
Trainer Integration:
// ml/src/trainers/dqn/trainer.rs
if self.hyperparams.use_dueling { // Line 1377
// Use DuelingQNetwork or DistributionalDuelingQNetwork
}
Hyperopt Integration:
// ml/src/hyperopt/adapters/dqn.rs
pub use_dueling: bool, // Line 203 - Boolean flag
pub dueling_hidden_dim: usize, // Line 207 - Capacity (128-512)
// Search space (line 426):
(128.0, 512.0), // dueling_hidden_dim (linear, step=128)
// Default (line 336):
use_dueling: true, // ENABLED by default
dueling_hidden_dim: 128,
Default Enabled: ✅ YES (Wave 8: full Rainbow DQN with 6/6 components)
3. Prioritized Experience Replay (PER)
Implementation Status: ✅ COMPLETE
Core Files:
ml/src/dqn/prioritized_replay.rs(complete segment tree implementation)ml/src/dqn/replay_buffer_type.rs(enum wrapper for uniform/prioritized)
Key Components:
// ml/src/dqn/prioritized_replay.rs
pub struct PrioritizedReplayBuffer {
experiences: Vec<Experience>,
priorities: SegmentTree, // Sum tree for O(log n) sampling
alpha: f32, // Prioritization exponent
beta: f32, // Importance sampling correction
max_priority: f32,
}
pub struct SegmentTree {
// Binary tree for efficient priority-based sampling
pub fn update(&mut self, idx: usize, priority: f32)
pub fn sample(&self, value: f32) -> Result<usize, MLError>
}
Algorithm:
- Priority: P(i) = |TD_error(i)|^alpha + epsilon
- Sampling: Probability ∝ priority
- IS Weights: w(i) = (1 / (N * P(i)))^beta
- Beta Annealing: beta_start → 1.0 over training
Config Integration:
// ml/src/trainers/dqn/config.rs (lines 398-401)
pub use_per: bool,
pub per_alpha: f64, // 0.4-0.8
pub per_beta_start: f64, // 0.2-0.6
Trainer Integration:
// ml/src/trainers/dqn/trainer.rs
if self.hyperparams.use_per { // Line 1383
// Use PrioritizedReplayBuffer instead of ReplayBuffer
}
Hyperopt Integration:
// ml/src/hyperopt/adapters/dqn.rs
pub use_per: bool, // Line 188
pub per_alpha: f64, // Line 193 (0.4-0.8)
pub per_beta_start: f64, // Line 198 (0.2-0.6)
// Search space (lines 416-417):
(0.4, 0.8), // per_alpha
(0.2, 0.6), // per_beta_start
// Default (line 333):
use_per: true, // ENABLED (25-40% speedup)
per_alpha: 0.6, // Rainbow standard
per_beta_start: 0.4, // Rainbow standard
Default Enabled: ✅ YES (25-40% convergence speed improvement)
4. Multi-Step Returns (N-Step TD)
Implementation Status: ✅ COMPLETE
Core Files:
ml/src/dqn/multi_step.rs(complete n-step calculator)ml/src/dqn/nstep_buffer.rs(n-step experience buffer)
Key Components:
// ml/src/dqn/multi_step.rs
pub struct MultiStepConfig {
pub enabled: bool,
pub n_steps: usize, // 1-10 steps
pub gamma: f64,
}
pub struct MultiStepCalculator {
pub fn compute_n_step_return(&self,
rewards: &[f32],
next_q: f32
) -> f32
}
// N-step return formula:
// R_t^n = r_t + γ*r_{t+1} + ... + γ^(n-1)*r_{t+n-1} + γ^n*Q(s_{t+n}, a*)
Config Integration:
// ml/src/dqn/dqn.rs (lines 77-81)
pub n_steps: usize, // Rainbow standard: 3
// ml/src/trainers/dqn/config.rs (line 411)
pub n_steps: usize, // 1-10
Trainer Integration:
- Multi-step returns computed during TD target calculation
- Integrated into main training loop via
MultiStepCalculator
Hyperopt Integration:
// ml/src/hyperopt/adapters/dqn.rs
pub n_steps: usize, // Line 212
// Search space (line 427):
(1.0, 5.0), // n_steps (linear, cast to int)
// Default (line 338):
n_steps: 1, // Standard 1-step TD
Default Enabled: ✅ YES (n=3 in Rainbow configs, n=1 in conservative)
5. Distributional RL (C51)
Implementation Status: ✅ COMPLETE BUT DISABLED
Core Files:
ml/src/dqn/distributional.rs(categorical distribution)ml/src/dqn/distributional_dueling.rs(hybrid dueling + C51)ml/src/dqn/quantile_regression.rs(QR-DQN variant - Wave 26 P1.13)ml/src/dqn/rainbow_network.rs(lines 77-82, distribution outputs)
Key Components:
// ml/src/dqn/distributional.rs
pub struct DistributionalConfig {
pub num_atoms: usize, // 51 (Rainbow standard)
pub v_min: f64, // -2.0
pub v_max: f64, // +2.0
}
pub struct CategoricalDistribution {
supports: Tensor, // Value atoms
delta: f64, // Atom spacing
pub fn project_distribution(&self, ...) -> Result<Tensor, MLError>
}
Algorithm:
- Models return distribution Z(s,a) instead of expected value Q(s,a)
- Discretizes distribution into
num_atomssupport points - Loss: KL divergence between predicted and target distributions
Config Integration:
// ml/src/trainers/dqn/config.rs (lines 415-421)
pub use_distributional: bool,
pub num_atoms: usize, // 51
pub v_min: f64, // -2.0
pub v_max: f64, // +2.0
Trainer Integration:
// ml/src/trainers/dqn/trainer.rs
if self.hyperparams.use_distributional { // Line 1396
// Use distributional loss (C51)
}
Hyperopt Integration:
// ml/src/hyperopt/adapters/dqn.rs
pub use_distributional: bool, // Line 222
pub num_atoms: usize, // Line 227
pub v_min: f64, // Line 231
pub v_max: f64, // Line 235
// Search space (lines 423-424, 428):
(-3.0, -1.0), // v_min (center: -2.0)
(1.0, 3.0), // v_max (center: +2.0)
(51.0, 201.0), // num_atoms (step=50)
// Default (lines 355-358):
use_distributional: false, // ❌ DISABLED (BUG #36)
num_atoms: 51,
v_min: -2.0,
v_max: 2.0,
Default Enabled: ❌ NO
Critical Issue - BUG #36:
=============================================================================
WAVE 23 P1 FIX: C51 DISTRIBUTIONAL RL DISABLED (BUG #36)
=============================================================================
BUG #36: Candle's scatter_add has broken gradient flow in backward pass
Symptom: 40% of trials experience complete gradient collapse at Epoch 2
Root Cause: CPU scatter loop breaks autograd graph in project_distribution()
Status: BLOCKED by external library bug
Re-enable: After Candle library fixes scatter_add or we implement workaround
Evidence: /tmp/WAVE23_CAMPAIGN_FINAL_ANALYSIS.md
- 60% success rate WITH C51 enabled
- Expected 95%+ success rate WITH C51 disabled (standard DQN proven stable)
Performance: Standard DQN achieves Sharpe 0.77-2.0 WITHOUT distributional RL
=============================================================================
Alternative: QR-DQN (Quantile Regression) implemented in quantile_regression.rs as more robust alternative for risk modeling.
6. Noisy Networks
Implementation Status: ✅ COMPLETE
Core Files:
ml/src/dqn/noisy_layers.rs(factorized Gaussian noise implementation)ml/src/dqn/noisy_sigma_scheduler.rs(noise annealing)ml/src/dqn/rainbow_network.rs(lines 98-100, noisy layer integration)
Key Components:
// ml/src/dqn/noisy_layers.rs
pub struct NoisyLinear {
weight_mu: Tensor, // Learnable mean
weight_sigma: Tensor, // Learnable std dev
bias_mu: Tensor,
bias_sigma: Tensor,
pub fn forward(&self, x: &Tensor) -> Result<Tensor, MLError> {
// y = (μ_w + σ_w ⊙ ε_w) x + μ_b + σ_b ⊙ ε_b
}
}
Algorithm:
- Factorized Gaussian: ε_i,j = f(ε_i) * f(ε_j) where f(x) = sgn(x)√|x|
- Learned Exploration: σ parameters learned via backprop
- Replaces ε-greedy: No manual exploration schedule needed
Config Integration:
// ml/src/trainers/dqn/config.rs (lines 425-429)
pub use_noisy_nets: bool,
pub noisy_sigma_init: f64, // 0.1-1.0
pub enable_noisy_sigma_scheduler: bool,
pub noisy_sigma_initial: f64, // 0.6
pub noisy_sigma_final: f64, // 0.4
Trainer Integration:
// ml/src/trainers/dqn/trainer.rs
if self.hyperparams.use_noisy_nets { // Line 1403
// Use NoisyLinear layers in Q-network
}
Hyperopt Integration:
// ml/src/hyperopt/adapters/dqn.rs
pub use_noisy_nets: bool, // Line 240
pub noisy_sigma_init: f64, // Line 245
// Search space (line 425):
(0.1_f64.ln(), 1.0_f64.ln()), // noisy_sigma_init (log-scale)
// Default (line 359):
use_noisy_nets: true, // ✅ ENABLED
noisy_sigma_init: 0.5, // Rainbow standard
Default Enabled: ✅ YES (Rainbow DQN standard, replaces epsilon-greedy)
Advanced Rainbow Extensions
Additional Components Beyond Standard Rainbow DQN:
| Component | File | Status | Integration |
|---|---|---|---|
| Quantile Regression (QR-DQN) | quantile_regression.rs |
✅ Complete | Alternative to C51 (Wave 26 P1.13) |
| Ensemble Uncertainty | ensemble_network.rs |
✅ Complete | Exploration via model disagreement (Wave 26 P2.3) |
| Hindsight Experience Replay | hindsight_replay.rs |
✅ Complete | 5-10x data efficiency (Wave 26 P1.7) |
| Curiosity-Driven Exploration | curiosity.rs |
✅ Complete | Intrinsic rewards (Wave 26 P1.8) |
| GAE (Generalized Advantage) | gae.rs |
✅ Complete | Lower variance returns (Wave 26 P1.9) |
| Attention Mechanisms | attention.rs |
✅ Complete | Temporal patterns (Wave 26 P1.2) |
| Spectral Normalization | spectral_norm.rs |
✅ Complete | Q-value stability |
| Residual Connections | residual.rs |
✅ Complete | Gradient flow (Wave 26 P0.4) |
| RMSNorm | rmsnorm.rs |
✅ Complete | 15% faster than LayerNorm (Wave 26 P2.4) |
| Mixed Precision (AMP) | mixed_precision.rs |
✅ Complete | 2x speedup (Wave 26 P2.1) |
Hyperopt Search Space Summary
Continuous Parameters (39D total):
Base Parameters (11D):
learning_rate(1e-5 to 3e-4, log-scale)batch_size(64-160, linear)gamma(0.95-0.99, linear)buffer_size(50K-100K, log-scale)hold_penalty_weight(1.0-2.0, linear)max_position_absolute(4.0-8.0, linear)huber_delta(10.0-40.0, log-scale)entropy_coefficient(0.0-0.1, linear)transaction_cost_multiplier(0.5-2.0, linear)per_alpha(0.4-0.8, linear)per_beta_start(0.2-0.6, linear)
Rainbow Components (6D):
12. v_min (-3.0 to -1.0, linear) - unused while C51 disabled
13. v_max (1.0 to 3.0, linear) - unused while C51 disabled
14. noisy_sigma_init (0.1-1.0, log-scale)
15. dueling_hidden_dim (128-512, linear, step=128)
16. n_steps (1-5, linear, int)
17. num_atoms (51-201, linear, step=50) - unused while C51 disabled
Wave 19: Kelly Risk (4D):
18-21. kelly_fractional, kelly_max_fraction, kelly_min_trades, volatility_window
Wave 26: Advanced Features (18D): 22-38. Ensemble uncertainty, warmup, curiosity, tau, TD error clamping, LR scheduling, GAE, noisy sigma scheduling, network architecture parameters
Boolean Flags (Hardcoded):
Always Enabled:
use_double_dqn = true(prevents Q-value overestimation)use_per = true(25-40% speedup)use_dueling = true(Rainbow standard, Wave 8)use_noisy_nets = true(Rainbow standard, Wave 8)
Always Disabled:
use_distributional = false(BUG #36 - Candle gradient flow issue)
Trainer Integration Architecture
DQNTrainer Component Selection:
// ml/src/trainers/dqn/trainer.rs (lines 1377-1403)
if self.hyperparams.use_dueling {
// Path 1: Dueling + Distributional (if enabled)
if self.hyperparams.use_distributional {
// DistributionalDuelingQNetwork
} else {
// DuelingQNetwork
}
}
if self.hyperparams.use_per {
// PrioritizedReplayBuffer with segment tree
} else {
// Standard ReplayBuffer
}
if self.hyperparams.use_distributional {
// C51 categorical distribution loss
} else {
// Standard Q-learning loss (MSE or Huber)
}
if self.hyperparams.use_noisy_nets {
// NoisyLinear layers in Q-network
} else {
// Standard Linear layers
}
Network Architecture Decision Tree:
Q-Network Architecture
├── use_distributional == true (DISABLED)
│ ├── use_dueling == true
│ │ └── DistributionalDuelingQNetwork (C51 + dueling)
│ └── use_dueling == false
│ └── DistributionalQNetwork (C51 only)
│
└── use_distributional == false (DEFAULT)
├── use_dueling == true (DEFAULT)
│ └── DuelingQNetwork (standard dueling)
└── use_dueling == false
└── QNetwork (standard Q-network)
Current Production Path:
DuelingQNetwork + PrioritizedReplayBuffer + NoisyLinear + Multi-Step(n=3) + Double Q-Learning
= 5/6 Rainbow Components (C51 disabled due to BUG #36)
Configuration File Locations
Core Configs:
- DQN Agent Config:
ml/src/dqn/dqn.rs- Lines 33-120 - Rainbow Config:
ml/src/dqn/rainbow_config.rs- Lines 11-204 - Trainer Hyperparameters:
ml/src/trainers/dqn/config.rs- Lines 264-703 - Hyperopt Parameters:
ml/src/hyperopt/adapters/dqn.rs- Lines 160-391
Component Configs:
- Dueling:
ml/src/dqn/dueling.rs-DuelingConfig - Distributional:
ml/src/dqn/distributional.rs-DistributionalConfig - Multi-Step:
ml/src/dqn/multi_step.rs-MultiStepConfig - PER:
ml/src/dqn/prioritized_replay.rs-PrioritizedReplayConfig - Quantile:
ml/src/dqn/quantile_regression.rs-QuantileConfig
Production Defaults (2025 Optimized)
Function: dqn_config_2025()
Location: ml/src/trainers/dqn/config.rs - Lines 750-808
DQNConfig {
// Architecture
state_dim: 51, // 45 market + 6 portfolio features
num_actions: 45, // 5 exposure × 3 order × 3 urgency
hidden_dims: vec![512, 256, 128],
// Training
learning_rate: 1e-4,
warmup_steps: 5000,
batch_size: 256,
gamma: 0.99,
// Loss & Stability
use_huber_loss: true,
huber_delta: 10.0,
gradient_clip_norm: 100.0,
// Replay
replay_buffer_capacity: 500_000,
use_per: true, // ✅
per_alpha: 0.6,
per_beta_start: 0.4,
// Exploration
epsilon_start: 1.0,
epsilon_end: 0.01,
epsilon_decay: 0.9999,
use_noisy_nets: true, // ✅
noisy_sigma_init: 0.5,
// Target Updates
use_soft_updates: true,
tau: 0.001,
target_update_freq: 1,
// Rainbow Components
use_double_dqn: true, // ✅
use_dueling: true, // ✅
dueling_hidden_dim: 256,
use_distributional: true, // ⚠️ Set to false in actual usage (BUG #36)
num_atoms: 51,
v_min: -2.0,
v_max: 2.0,
n_steps: 3, // ✅
}
Variants:
dqn_config_2025_hft()- HFT-optimized (faster updates, attention layers)dqn_config_2025_conservative()- Smaller network, lower LRdqn_config_2025_aggressive()- Larger network, higher LR
Testing & Validation
Component Tests:
ml/src/dqn/tests/target_update_comprehensive_tests.rs- Double DQNml/src/dqn/tests/factored_integration_tests.rs- Dueling integrationml/src/trainers/dqn/tests/p0_integration_tests.rs- PER integrationml/src/trainers/dqn/tests/p1_integration_tests.rs- Multi-step integration
Performance Validation:
- Benchmark:
ml/src/benchmark/dqn_benchmark.rs - Stress Testing:
ml/src/dqn/stress_testing.rs - Performance Tests:
ml/src/dqn/performance_tests.rs
Recommendations
Immediate Actions:
- ✅ Current State: 5/6 Rainbow components operational and production-ready
- ⚠️ C51 Workaround: Consider switching to QR-DQN (already implemented) as alternative distributional method
- 🔧 Hyperopt Integration: All components except C51 are tunable via 39D search space
Future Enhancements:
- BUG #36 Resolution: Monitor Candle library updates for scatter_add gradient fix
- QR-DQN Validation: Benchmark QR-DQN vs standard DQN for production use
- Ensemble Uncertainty: Consider enabling for exploration (Wave 26 P1.4, currently disabled)
- HER Integration: Evaluate Hindsight Experience Replay for data efficiency
Performance Notes:
- Without C51: Sharpe 0.77-2.0 achieved (production validated)
- With 5/6 Rainbow: 25-40% faster convergence (PER contribution)
- Noisy Networks: Better sample efficiency than epsilon-greedy
- Dueling: +10-20% sample efficiency (literature validated)
Architecture Diagram
┌─────────────────────────────────────────────────────────────┐
│ Rainbow DQN Agent │
├─────────────────────────────────────────────────────────────┤
│ │
│ ┌──────────────┐ ┌──────────────┐ │
│ │ Main Network │ │Target Network│ │
│ │ (Q-Network) │ │ (Q-Target) │ │
│ └──────┬───────┘ └──────┬───────┘ │
│ │ │ │
│ │ ┌───────────────────┴──────────┐ │
│ │ │ Dueling Architecture (✅) │ │
│ │ │ ┌──────────┐ ┌─────────────┐│ │
│ │ │ │ Value │ │ Advantage ││ │
│ │ │ │ Stream │ │ Stream ││ │
│ │ │ └────┬─────┘ └─────┬───────┘│ │
│ │ │ └───────┬─────┘ │ │
│ │ │ Aggregation │ │
│ │ └───────────────────────────────┘ │
│ │ │
│ │ ┌───────────────────────────────┐ │
│ │ │ Noisy Networks (✅) │ │
│ │ │ NoisyLinear(μ, σ) │ │
│ │ │ Learned exploration │ │
│ │ └───────────────────────────────┘ │
│ │ │
│ │ ┌───────────────────────────────┐ │
│ │ │ C51 Distributional (❌) │ │
│ │ │ DISABLED (BUG #36) │ │
│ │ │ 51 atoms: Z(s,a) → Q(s,a) │ │
│ │ └───────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌──────────────────────────────────────────┐ │
│ │ Double Q-Learning (✅) │ │
│ │ Action: argmax Q(s,a; θ) │ │
│ │ Eval: Q(s,a*; θ') │ │
│ └──────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌──────────────────────────────────────────┐ │
│ │ Prioritized Replay Buffer (✅) │ │
│ │ SegmentTree: O(log n) sampling │ │
│ │ P(i) = |TD_error|^α │ │
│ └──────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌──────────────────────────────────────────┐ │
│ │ Multi-Step Returns (✅) │ │
│ │ N-step TD (n=3) │ │
│ │ R_t^n = Σ γ^k * r_{t+k} + γ^n * Q(...) │ │
│ └──────────────────────────────────────────┘ │
│ │
└─────────────────────────────────────────────────────────────┘
Legend:
✅ = Enabled by default
❌ = Disabled (BUG #36)
File Inventory (70+ DQN-related files)
Core Rainbow Components (6):
dqn.rs- Main agent (Double DQN + target network)dueling.rs- Dueling architectureprioritized_replay.rs- PER with segment treemulti_step.rs- N-step returnsdistributional.rs- C51 categorical distributionnoisy_layers.rs- Factorized Gaussian noise
Integration Files (4):
rainbow_agent.rs- Complete Rainbow agentrainbow_config.rs- Rainbow configurationrainbow_network.rs- Network with all componentsrainbow_integration.rs- Integration helpers
Advanced Components (10):
quantile_regression.rs- QR-DQN (C51 alternative)distributional_dueling.rs- Hybrid architectureensemble_network.rs- Ensemble uncertaintyhindsight_replay.rs- HER for data efficiencycuriosity.rs- Intrinsic motivationgae.rs- Generalized Advantage Estimationattention.rs- Temporal attentionspectral_norm.rs- Q-value stabilityresidual.rs- Skip connectionsrmsnorm.rs- Efficient normalization
Support Files (50+):
21-70. Replay buffers, reward functions, portfolio tracking, risk integration, preprocessing, target updates, etc.
End of Analysis