Files
foxhunt/crates/ml
jgrusewski 72626706c8 perf: GPU-resident step counter for experience collection loop
Replace host-side `current_t` scalar parameter in experience_env_step
with a GPU-resident counter buffer.  The kernel now reads the timestep
index from device memory (step_counter_gpu[0]) instead of receiving it
as a kernel argument that changes every iteration.  A tiny single-thread
step_counter_advance kernel increments the counter after each env_step.

This eliminates per-timestep host→GPU parameter variation in the 100-
iteration experience collection loop, making all iterations dispatch
identical kernel argument sets — a prerequisite for future CUDA Graph
capture of the timestep sequence.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-01 22:59:27 +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;