Files
foxhunt/crates/ml
jgrusewski 35ccc48c96 cleanup(fflag): delete dead enable_causal_intervention chain — [FFLAG-011]
Write-only flag chain: DqnTrainerConfig.enable_causal_intervention →
local causal_enabled → CausalInterventionConfig.enabled. Zero readers
anywhere — causal intervention buffers are unconditionally allocated
per the existing "ALWAYS allocated (one production path)" comment.
Deleted all three sites + 2 construction setters. Weight/interval/
market_dim fields retained (those are read).
2026-04-20 22:35:42 +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;