Files
foxhunt/crates/ml
jgrusewski a225926e5f plan(sp17): allocate ISV slots [474..483) for dueling-Q diagnostics
9 slots: A_var_ema × 4 branches (per-branch advantage variance EMA)
+ V_share × 4 branches (V/(V+A) magnitude share) + adaptive
advantage_clip_bound. All Pearl-A first-observation bootstrap with
fold-reset registry entries + dispatch arms in
trainer/training_loop.rs::reset_named_state. Bump ISV_TOTAL_DIM 474 →
483 + layout fingerprint seed.

Per `feedback_isv_for_adaptive_bounds`: advantage_clip_bound is
producer-tracked from p99(|A_centered|) × 1.5 safety factor, never
hardcoded. Bounds [0.1, 100.0] are Category-1 dimensional safety floors.

No consumer change in this commit (additive infrastructure). Phase 1
mean-centering producer (atomic across compute_expected_q +
c51_loss + c51_grad + mag_concat_qdir) lands in the next 4 commits.

Plan: docs/superpowers/plans/2026-05-08-sp17-dueling-q-network.md

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-08 20:35:29 +02:00
..

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;