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foxhunt/crates
jgrusewski c10340708f feat(ml): replace greedy argmax with Gumbel-max softmax for hyperopt eval
DQN hyperopt walk-forward eval collapsed to 1 trade when Q-values were
nearly uniform (greedy argmax always picked the same action). Replace
batch_greedy_actions with batch_softmax_actions using the Gumbel-max
trick (argmax(Q/T + Gumbel(0,1))) — fully GPU-resident, no CPU
softmax/sampling. Temperature 0.1: nearly greedy when Q-values are
separated, diverse when uniform. Logs unique_actions/45 per backtest.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 09:57:48 +01:00
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