Files
foxhunt/crates/ml
jgrusewski 84de278dfe feat(sp14): B.2 — register 11 SP14 ISV slots for fold-boundary reset
Each EGF pearl EMA / state slot resets to its Pearl-A sentinel at fold
boundary, mirroring sp13_aux_dir_acc_short_ema / long_ema entries.
Atomic refactor (feedback_no_partial_refactor): both halves land
together — registry entry + reset_named_state dispatch arm.

Reset slots (11 total, sentinel in parens):
  - Q_DISAGREEMENT_SHORT/LONG_EMA (slots 383, 384) → 0.5
  - K_AUX_ADAPTIVE (385) → K_BASE_AUX = 20.0
  - K_Q_ADAPTIVE (386) → K_BASE_Q = 15.0
  - BETA_RATE_LIMITER_ADAPTIVE (387) → BETA_BASE = 0.5
  - AUX_DIR_ACC_VARIANCE_EMA, Q_DISAGREEMENT_VARIANCE_EMA,
    ALPHA_GRAD_RAW_VARIANCE_EMA (388, 389, 390) → 0.0
    (initial k = k_base, β = β_base via ISV-driven controllers)
  - GATE1_OPEN_STATE (391) → 0.0 (closed)
  - ALPHA_GRAD_SMOOTHED (393) → 0.0
  - AUX_DIR_ACC_POST_OPEN_MIN (394) → 1.0 (no min observed)

ALPHA_GRAD_RAW (slot 392, recomputed every step from variance EMAs)
and GRADIENT_HACK_LOCKOUT_REMAINING (slot 395, decays at epoch
boundary) are NOT in the fold-reset registry; both naturally
re-initialise without explicit reset.

Also corrects the isv-slots.md SP14 table: slots 392 and 395 were
incorrectly marked FoldReset in the B.1 entry; corrected to reflect
their actual reset semantics (NOT reset / epoch-boundary decay).

Producer + consumer wiring lands in subsequent tasks (B.3-B.12);
this commit is additive infrastructure only — no behavior change.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-05 18:51:00 +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;