Files
foxhunt/crates/ml
jgrusewski bfc3ffa9dc diag(sp15-wave5): in-capture CAPTURE_PHASE_* checkpoints
Smoke train-fp7xx printed all 16 Phase-6/7/8 checkpoints clean through
PER_PRIORITY_DONE. CAPTURE_DONE missing, exit changed 139→143 (SIGTERM)
— capture_training_graph hangs or takes ~40s past PER_PRIORITY_DONE
before Argo terminates the pod.

Adds 14 CAPTURE_PHASE_* checkpoints across the 12 child captures +
parent compose:
  BEGIN / PER_SAMPLE / COUNTERS / SPECTRAL / FORWARD / DDQN / AUX
  POST_AUX / ADAM_GRAD / ADAM_UPDATE / MAINTENANCE / IQL_MODULATE
  PER_PRIORITY / CHILDREN_STORED / PARENT_COMPOSED

Diagnostic-only.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-07 12:47:23 +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;