752e19656a
- Delete 3 unused bf16 scratch buffers (exp_h_b0/b1/b2) from GpuExperienceCollector — allocated VRAM but never read. The f32 versions (exp_h_b0_f32 etc.) remain in use. - Fix stale doc comments: 45 actions -> 81 actions, index range 0-44 -> 0-80 - Extend round-trip tests to cover all 81 action indices - Add TODO for future 4-branch struct refactor (direction + magnitude fields) — 64 callers make it too invasive for this commit. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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 aggregationhyperopt— PSO-based hyperparameter optimization with per-model adapterstrainers— unified training loops (DQN, PPO, supervised)inference—InferenceAdaptertrait for predictioncheckpoint— model checkpointing and restorationevaluation— walk-forward evaluation pipeline
Usage
use ml::dqn::DQN;
use ml::ppo::PpoTrainer;