Files
foxhunt/crates
jgrusewski 95dfd4ad1a feat(ml): wire train_baseline_rl DQN to DQNTrainer — enables all GPU optimizations
Replace raw DQN::new() + manual training loop in the walk-forward
training binary with DQNTrainer, which automatically activates:
- Mixed precision (BF16/F16 auto-detected from GPU)
- Dynamic batch sizing (AutoBatchSizer + HardwareBudget)
- Gradient accumulation
- Full Rainbow DQN (PER, dueling, C51, noisy nets, n-step)
- Regime-conditional Q-networks
- Portfolio tracking, Kelly sizing, entropy regularization

The walk-forward fold structure (data loading, feature extraction,
window generation, normalization) stays in the binary — only per-fold
training delegates to DQNTrainer::train_with_preloaded_data().

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 21:27:10 +01:00
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