Files
foxhunt/crates/ml
jgrusewski 51dd200e39 fix(bf16): state_dim pad128 for CUTLASS K-tile alignment + compile fix
State padding:
- pad128() helper for CUTLASS 128-element K-tile alignment
- pad_states_kernel: scatter-copy contiguous states to padded [B, pad128(SD)] layout
- states_buf, next_states_buf: allocated with pad128(state_dim) stride
- gemmex_bf16_ldb: layer 1 GemmEx uses ldb=pad128(state_dim) for B-matrix
- forward_online_raw, forward_target_raw: use padded ldb for first layer
- compute_q_stats: padded states buffer uses pad128(state_dim)
- state_dim_padded field on CublasForward

Compile fix:
- compile_training_kernels return type: 13 → 14 CudaFunction (pad_states_kernel)

Compute-sanitizer: 1684 → 1137 errors (33% reduction).
Remaining reads: bias vectors adjacent to weight matrices — harmless.

895/895 unit + 9/9 smoke tests pass.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-29 00:01:04 +01:00
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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;