9dd48621ea
8 test files had stale types from the bf16→f32 conversion: - gpu_smoketest: missing adam_epsilon in DQNConfig - gpu_backtest_validation: closure params bf16→f32 - gpu_kernel_parity_test: market data, weight readback bf16→f32 - gpu_per_integration_test: weights readback bf16→f32 - target_update_tests: varstore register bf16→f32 - smoke_test_real_data: market buffers bf16→f32 - activation_tests, dropout_scheduler_tests: forward() signature change These tests only compile with --features cuda (CI path), which is why they passed locally with cargo test --lib. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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 aggregationhyperopt— PSO-based hyperparameter optimization with per-model adapterstrainers— unified training loops (DQN, PPO, supervised)inference—InferenceAdaptertrait for predictioncheckpoint— model checkpointing and restorationevaluation— walk-forward evaluation pipeline
Usage
use ml::dqn::DQN;
use ml::ppo::PpoTrainer;