b5d9da136a
Agent 2 — HOT-path migrations: bar_indices + feature_mask in gpu_experience_collector, scratch.adam_t in decision_transformer (per-backward 4-byte HtoD eliminated), actions in gpu_portfolio simulate_batch_gpu. 3 commits, 18 sites total. Persistent MappedXxxBuffer fields for HOT-path buffers (allocate once at ctor, host_slice_mut per call). Cargo check clean (11 warnings — 2 unrelated baseline warnings disappeared as side-effect). Per feedback_no_htod_htoh_only_mapped_pinned.md — second of 3 parallel batches.
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;