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foxhunt/crates/ml
jgrusewski 70df697328 feat(phase-e-4-a): wire sliding-window buffer in smoke (buffer-only)
Phase E.4.A Task 7: maintain a GPU-resident circular window buffer
in the smoke binary's --temporal path. Per-step:
1. mapped-pinned state_pinned write (existing)
2. alpha_window_push_kernel writes state into window[head_idx]
3. head_idx = (head_idx + 1) % window_k
4. C51 forward proceeds against state_pinned (consumer of window
   wires in T8 — Mamba2 over the window)

On episode reset: zero the buffer and reset head_idx so Mamba2 sees
clean zero-context for the first window_k-1 steps.

CLI: --temporal flag + --window-k (default 16, kernel max 32 per
mamba2_alpha_kernel constraint).

Validation: 100-episode smoke with --temporal produced
bit-identical R_mean / rvr / kill-criteria values to the C51-flat
baseline run — confirms buffer maintenance has zero side effect on
the existing C51 path.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-15 20:58:29 +02:00
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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;