Files
foxhunt/crates/ml
jgrusewski a2c14cb063 feat(sp4): Task A2 — allocate 3 mapped-pinned buffers for Pearls B/C/D
Layer A additive: three mapped-pinned buffers added to GpuDqnTrainer.
- wiener_state_buf (141 floats) — Pearl D state (47 producers × 3 floats:
   sample_var, diff_var, x_lag). Per `feedback_no_htod_htoh_only_mapped_pinned`.
- clamp_engage_per_block_buf (2048 ints) — Pearl C engagement counters
   (8 param-groups × 256 max blocks per Adam launch).
- producer_step_scratch_buf (47 floats) — per-producer per-step
   step_observation output. Host applies Pearls A+D to map step_obs to
   ISV bound slot via pearls_ad_update (Task A3, pending).

All three zero-initialized at construction (Pearl A sentinels). Reset
registry entries follow in Task A12.

No consumers wired yet — buffers are reserved but unread. Behavior
unchanged. cargo check clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-30 22:11:03 +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;