Files
foxhunt/crates/ml
jgrusewski 40871595e8 sp7(trainer): T5 polish — rename cql_dev → cql_sx_dev + base_wiener annotation
Two clarity-only edits surfaced by code review:
- Rename `cql_dev` → `cql_sx_dev` in `launch_loss_balance_controller`.
  The launcher uses `grad_decomp_result_dev_ptr + 6 * f32_size` which
  is the cql_sx (post-budget) slot, not cql (pre-budget at offset 3).
  The variable name now reflects that.
- Add `// 213` inline annotation on `base_wiener_offset` to match the
  pattern used by all four sibling launchers (lines 11062, 11194, 11303).

No semantic impact — pointer arithmetic and parameter order unchanged.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-03 01:39:31 +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;