Files
foxhunt/crates/ml
jgrusewski 6b3a00a0ac feat(cuda): pipeline improvements — double buffer, weights, collectors
- common_device_functions.cuh: extended shared header for fused ops
- double_buffer.rs: async double-buffered GPU memory transfers
- gpu_weights.rs: unified weight management for fused training
- gpu_experience_collector.rs: streamlined GPU experience collection
- gpu_ppo_collector.rs: PPO collector GPU path improvements
- gpu_curiosity_trainer.rs + kernel: curiosity training on GPU
- dqn_experience_kernel.cu: experience kernel updates

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-15 23:49:54 +01:00
..

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;