Files
foxhunt/crates/ml
jgrusewski 50e6cdc906 perf(phase-h): add cuBLAS-Lt BIAS epilogue infrastructure
Adds gemm_cache_bias field, create_cached_fwd_gemm_desc_bias builder,
and sgemm_f32_fused_bias helper. Pre-creates descriptors for every
BIAS-only output shape used in the forward pass. No call sites
migrated yet — subsequent commits flip individual sites to use the
fused helper.

Mirrors the established RELU_BIAS infrastructure pattern: deterministic
algorithm selection, per-call bias-pointer wiring, Err-on-missing-cache
contract for graceful fall-back.
2026-04-28 12:33:08 +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;