Files
foxhunt/crates/ml
jgrusewski 6dcaf1a1c9 feat(sp5): Task A0 — define 110 SP5 ISV slot constants
Foundation commit for SP5 per-branch + per-group adaptation layer.
Allocates slot ranges 174..286 with 6 cross-fold-persistent Kelly
slots at 280..286 (NOT in fold-reset registry per spec). Intentional
2-slot gap at 278..280 makes the cross-fold carve-out structurally
visible.

Slot layout:
  174..226  Per-branch (Pearls 1, 2, 3 + Q-var shared signal)
  226..250  Per-group Adam β1/β2/ε (Pearl 4)
  250..270  Per-branch IQN τ schedule (Pearl 5)
  270..274  Per-direction trail distance (Pearl 8)
  274..278  Per-branch num_atoms (Pearl 1-ext)
  280..286  Cross-fold-persistent Kelly (Pearl 6)

LAYOUT_FINGERPRINT_SEED bumped — existing checkpoints fail-fast.
ISV_TOTAL_DIM 173 → 286.

No producer/consumer wired yet. Layer A commits A1-A8 populate slots
in per-pearl commits in dependency order:
  Pearl 1 → Pearl 3 → Pearl 2 → Pearl 4 → Pearl 5 → Pearl 6 → Pearl 8 → Pearl 1-ext

Refs: docs/superpowers/specs/2026-05-01-sp5-magnitude-differentiation-and-eval-collapse-design.md (HEAD 6e6e0fa11)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-01 20:10:31 +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;