Files
foxhunt/crates/ml
jgrusewski 341346af09 fix: ISV+plan kernels run pre-mega-replay, not inside graph_mega
NVRTC-compiled ISV kernels conflict with cuBLAS GEMM internal stream
scheduling when captured in the same CUDA Graph as cuBLAS ops.
Moving ISV+plan to pre-replay phase: they run BEFORE graph_mega
replay on every training step. Their outputs (gamma_mod_buf,
branch_gate_buf, gated_h_s2_buf, predicted_error_buf, plan_params_buf)
are stable device buffers consumed by the captured graph.
Same result, no deadlock. ISV updates every step (not every 50).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-17 10:36:23 +02:00
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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;