Files
foxhunt/crates/ml
jgrusewski b4c28811ab feat(sp4): Task A6 — atom_pos_p99 producer × 4 branches
Single kernel parameterized by branch slice. Launcher loops 0..4,
launching once per branch with distinct scratch slot (1..5). Phase 2
applies Pearls A+D host-side per branch, writing to ISV[ATOM_POS_BOUND[
branch]] + wiener_state. Same end-to-end pattern as Task A5.

GPU test verifies per-branch independence: 4 scales of |N(0,1)| samples
(1×, 10×, 100×, 1000×) → 4 distinct p99 values within 5% tolerance.

No consumer wired yet. Behavior unchanged. cargo check --lib --tests clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-30 23:07:07 +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;