Files
foxhunt/crates/ml
jgrusewski 9502c1e22c fix(gpu): dynamic SHMEM_MAX_IN_DIM prevents shared memory overflow on H100
Root cause: SHMEM_MAX_IN_DIM was hardcoded to 256, but on H100 with
hidden_dim_base=2048, SHARED_H1=SHARED_H2=512. The cooperative tile
loader wrote 64×512=32768 floats into shmem allocated for 64×256=16384,
causing CUDA_ERROR_INVALID_VALUE on kernel launch.

Fixes:
- Make SHMEM_MAX_IN_DIM injectable via NVRTC #define (was hardcoded)
- Compute max(state_dim, shared_h1, shared_h2) and inject at compile time
- Use dynamic value for host-side shmem_bytes allocation
- Shrink eps_out[NOISY_MAX_DIM] → eps_out[SHMEM_TILE_ROWS] (saves 768B/thread)
- Force smoke tests to Device::Cpu (CUDA driver sensitivity to binary layout)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 23:31:35 +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;