79945987a5
Verify smoke train-t5885 partial result: dir CLEAN, mag NaN. The isfinite(W) guard added in compute_expected_q didn't extend to the other atom-shift consumers. Adam-corrupted W propagates through them via 0*NaN=NaN. Adds isfinite(w_aux[a]) guards to all atom-shift kernels: - mag_concat_qdir - quantile_q_select - c51_loss_kernel (eq_per_action shift + effective_reward W[a0]/W[best_next_a]) Also strengthens c51_aux_dw_kernel: guard sp/isw/dz/gamma/done (not just dz<1e-7 which doesn't catch NaN). Any NaN/Inf input -> skip sample (no dW contribution). Defense-in-depth complete: NaN cannot propagate through any atom-shift path regardless of source. Cargo check clean. Co-Authored-By: Claude Opus 4.7 (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;