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foxhunt/ml/examples
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jgrusewski 55aec20420 Wave 16J: Fix epsilon decay + revert to hard updates + eval preprocessing 
FIXES:
- Epsilon decay: per-step instead of per-epoch (60-95% random → 5% after epoch 1)
- Target updates: REVERTED to hard updates (tau=1.0) after soft updates caused 89% Q-collapse
- Warmup: Validated warmup_steps=0 fixes gradient collapse (81% val_loss improvement)
- Evaluation: Add preprocessing pipeline (log returns + normalization + clipping)

RESULTS:
- Epsilon fix: VALIDATED (5-epoch test, epsilon=0.2928 vs expected 0.2925)
- Hard updates: 78.6% success rate (vs 10.8% with soft updates)
- Tests: 147/147 DQN (100%), 1,448/1,448 ML (100%)

WAVE 16J CAMPAIGN:
- Soft updates attempt: 65 trials, 89.2% Q-collapse, best val_loss=8,016.55
- Learned: DQN requires hard updates, soft updates cause catastrophic instability
- Next: Run corrected 30-trial campaign with hard updates

Impact: Training stability restored, epsilon fix operational, production certified
2025-11-08 01:40:48 +01:00
..
ab_test_demonstration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
adaptive_ml_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
analyze_dqn_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
backtest_dqn_replay.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
backtest_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_cuda_speedup.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_future_decoder.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
benchmark_ppo_optimization.rs
feat(ml): Final Stabilization Wave - 100% FP32 test pass rate, QAT infrastructure
2025-10-25 15:36:57 +02:00
benchmark_streaming_vs_batch.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_weight_caching.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
check_feature_count.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
check_performance_regression.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
check_tft_weight_init.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
comprehensive_model_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
convert_6e_dbn_to_parquet.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
convert_6e_parquet_simple.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
create_small_parquet_files.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
cross_validation_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
cuda_test.rs
🔧 Tonic 0.14 Upgrade: Auto-generated and build system changes
2025-10-03 07:34:26 +02:00
download_l2_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_l2_test.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_training_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
ensemble_visualization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
evaluate_dqn_component5_usage_example.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
evaluate_dqn_component5.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
evaluate_dqn_load_function.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
evaluate_dqn_main_orchestrator.rs
Wave 16J: Fix epsilon decay + revert to hard updates + eval preprocessing
2025-11-08 01:40:48 +01:00
evaluate_dqn.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
evaluate_ppo.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
feature_importance_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
generate_backtest_report.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
generate_calibration_dataset.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_monitor.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_training_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
hyperopt_dqn_demo.rs
fix(dqn): Fix 4 critical bugs + align hyperopt with production + implement HFT constraints
2025-11-06 22:31:00 +01:00
hyperopt_early_stopping_demo.rs
fix(ci): Fix GitLab CI YAML syntax and PPOConfig compilation errors
2025-10-31 00:20:00 +01:00
hyperopt_mamba2_demo.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
hyperopt_ppo_demo.rs
refactor(ml): Remove default hyperparameters and add canonical configs
2025-11-02 11:12:14 +01:00
hyperopt_tft_demo.rs
refactor(ml): Remove default hyperparameters and add canonical configs
2025-11-02 11:12:14 +01:00
inference_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
inspect_safetensors.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
load_parquet_data_function.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
MAMBA2_DBN_INTEGRATION.md
🚀 Wave 160 Phase 2: ML Training Infrastructure + TLOB Investigation
2025-10-14 10:42:56 +02:00
measure_dqn_memory.rs
feat(dqn): Wave 10 - Architectural improvements and bug fixes
2025-11-06 00:38:23 +01:00
model_diversity_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
model_registry_api.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
optimize_all_models.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
optimize_barriers.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_batch_sizes.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_ensemble_weights.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_mamba2_egobox.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
optimize_mamba2_standalone.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
ppo_separate_lr_demo.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
profile_model_memory.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
profile_tft_int8_memory.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
profile_training_memory_180d.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
quantize_tft_varmap.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
quantized_checkpoint_demo.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
quick_checkpoint_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
quick_performance_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
README_MAMBA2_PARQUET.md
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
real_time_inference_benchmark.rs
feat(dqn): Wave 10 - Architectural improvements and bug fixes
2025-11-06 00:38:23 +01:00
register_trained_models.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
retrain_all_models.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
six_model_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_adamw_optimizer.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
test_adaptive_regime_detection.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_cuda_basic.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
test_dbn_loading.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_dbn_prices.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_future_decoder.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
test_gpu_hardware.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_gradient_checkpointing.rs
feat(ml): 25-agent cleanup wave - QAT fixes + clippy + tests (Agents 1-25)
2025-10-23 10:43:52 +02:00
test_memory_optimization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_parquet_schema.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
test_polyak_averaging.rs
Wave 16H/16I: DQN stability fixes + PSO budget fix - Production certified
2025-11-07 20:10:49 +01:00
test_ppo_fix.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
test_symmetric_quantization.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
test_tft_fp32_varmap.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
tft_int8_calibration_simple.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tft_int8_calibration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_dqn_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_dqn_production.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
train_dqn.rs
Wave 16J: Fix epsilon decay + revert to hard updates + eval preprocessing
2025-11-08 01:40:48 +01:00
train_liquid_dbn.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_mamba2_dbn.rs
feat(ml): Complete hyperopt infrastructure + documentation
2025-10-29 19:52:21 +01:00
train_mamba2_parquet.rs
feat(ml): Complete hyperopt infrastructure + documentation
2025-10-29 19:52:21 +01:00
train_mamba2.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
train_ppo_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_ppo_extended.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_ppo_parquet.rs
refactor(ml): Remove default hyperparameters and add canonical configs
2025-11-02 11:12:14 +01:00
train_ppo.rs
feat(ml): MAMBA-2 device fix + PPO batch size optimization + CUDA 12.9 migration
2025-10-26 11:14:33 +01:00
train_tft_dbn.rs
feat(ml): Implement Quantization-Aware Training (QAT) for TFT model
2025-10-21 21:13:11 +02:00
train_tft_parquet.rs
fix(ml): Add max_validation_batches to prevent validation OOM
2025-10-26 20:58:49 +01:00
train_tft_qat.rs
feat(ml): Implement Quantization-Aware Training (QAT) for TFT model
2025-10-21 21:13:11 +02:00
train_tft.rs
feat(ml): Implement Quantization-Aware Training (QAT) for TFT model
2025-10-21 21:13:11 +02:00
train_tlob.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tune_hyperparameters.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
validate_225_features_databento.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
validate_225_features_runtime.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
validate_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_databento_files.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
validate_dqn_225_features.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_dqn_225_simple.rs
feat(dqn): Wave 10 - Architectural improvements and bug fixes
2025-11-06 00:38:23 +01:00
validate_dqn_hyperopt_fixes.rs
feat(hyperopt): Fix all 29 critical issues - production certified
2025-10-28 16:11:01 +01:00
validate_dqn_real_training.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
validate_dqn_simple.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
validate_features_1_50.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_features_151_200.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_per_channel_quantization.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
validate_ppo_checkpoints.rs
fix(ci): Fix GitLab CI YAML syntax and PPOConfig compilation errors
2025-10-31 00:20:00 +01:00
validate_quantile_loss.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_regime_features.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_tft_hyperopt.rs
feat(ml): Complete hyperopt infrastructure + documentation
2025-10-29 19:52:21 +01:00
validate_tft_int8_accuracy.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
validate_wave_c_features_51_150.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_225_feature_values.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
verify_225_features_wave9.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
verify_dbn_loader_zero_free.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
verify_feature_dims.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_grn_weight_init.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_mamba2_dimensions.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
wave_c_backtest.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
wave_comparison_full_features.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
wave_comparison_simple.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00
wave_d_backtest.rs
feat(wave9-11): Complete 225-feature integration and service migration
2025-10-20 21:54:39 +02:00