Files
foxhunt/crates/ml
jgrusewski 8a54c8a32c fix: OOB read in compute_expected_q — tile per_sample_support [N,3] instead of 2-float v_range ptr
The compute_expected_q and quantile_q_select kernels read per_sample_support[i*3+0/1/2]
(3 floats per sample), but the experience collector was passing eval_v_range_ptr which
is only 2 floats (v_min, v_max). Every sample after sample 0 read out of bounds.

Replace the u64 pointer field with a proper CudaSlice<f32> buffer [alloc_episodes, 3]
that is tiled with [v_min, v_max, delta_z] once per epoch via update_per_sample_support().

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-15 23:43:38 +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;