Files
foxhunt/crates/ml
jgrusewski 809295dc5f fix(ml): correct GPU experience path — aligned state_dim, reward tracking, Prometheus label
Three bugs in the GPU experience collection hot path:

1. gpu_batch_to_experiences() had hardcoded state_dim=43 but the CUDA kernel
   outputs states at the ALIGNED dimension (56 with OFI, 48 without). After
   sample 0, every replay buffer entry had corrupted state vectors — the
   network was learning from garbage data.

2. GPU path never called monitor.track_reward(), so mean_reward was always
   reported as 0.0 in epoch logs despite the agent generating real rewards.

3. Action tracking was double-counted (direct array write + track_action_by_exposure),
   inflating diversity metrics by 2x. Consolidated into single bounded call.

Also adds missing app.kubernetes.io/component label to job-template.yaml
so Prometheus training-pods scrape job discovers training pods.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:11:01 +01:00
..

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;