9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
50 lines
2.0 KiB
Markdown
50 lines
2.0 KiB
Markdown
# ml
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Machine learning models for Foxhunt.
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## Models
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- **DQN (Rainbow)** -- Deep Q-Network with prioritized experience replay, dueling heads, noisy nets, double Q-learning
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- **PPO** -- Proximal Policy Optimization with GAE, LSTM policies, clip-higher option
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- **TFT** -- Temporal Fusion Transformer for multi-horizon time series forecasting
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- **Mamba2** -- State space model for efficient sequence prediction
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- **Liquid Networks** -- Biologically inspired neural networks for non-stationary data
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- **TLOB** -- Transformer-based Limit Order Book analysis
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- **Flash Attention** -- Optimized attention implementation
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## Training
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Two paths per model:
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1. **Standalone trainer** -- direct training loop (e.g., `DQN::train`, `PpoTrainer`)
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2. **UnifiedTrainable adapter** -- wraps models for the hyperopt pipeline (e.g., `DQNTrainableAdapter`, `UnifiedTrainablePPO`)
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## Inference
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`InferenceAdapterBridge` connects models to the ensemble coordinator in `adaptive-strategy`. Each model exposes an `InferenceAdapter` trait for prediction.
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## Backend
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- **Candle v0.9.1** -- `VarMap`, `AdamW`, `loss.backward()`, `GradStore`, `opt.step(&grads)`
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- **CUDA required for training** -- tested on RTX 3050 Ti 4GB, max batch size 230
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- **CPU inference** supported
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## Hyperopt
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`ArgminOptimizer` (Particle Swarm Optimization) with per-model adapters:
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DQN, PPO, ContinuousPPO, TFT, Mamba2. Uses `ParameterSpace` trait for continuous parameter mapping.
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## ModelType Enum
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15 variants: `CompactDQN`, `DistilledMicroNet`, `DQN`, `RainbowDQN`, `MAMBA`, `TFT`, `TGGN`, `LNN`, `TLOB`, `PPO`, `Transformer`, `Mamba`, `LiquidNet`, `TGNN`, `Ensemble`.
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## Key Modules
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`dqn`, `ppo`, `tft`, `mamba`, `liquid`, `tlob`, `flash_attention`, `ensemble`, `evaluation`, `inference`, `trainers`, `hyperopt`, `checkpoint`, `preprocessing`, `data_loaders`, `features`, `model_factory`, `training_pipeline`, `regime_detection`, `stress_testing`, `validation`, `bridge`, `common`, `metrics`.
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## Testing
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```bash
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SQLX_OFFLINE=true cargo test -p ml --lib # ~2009 tests
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```
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