Files
foxhunt/crates/ml
jgrusewski c1b6848c21 feat(dqn-v2): C.6 Task 10 — gamma GPU kernel + CPU monitor (discount factor)
gamma_update kernel computes health-coupled gamma from ISV[LEARNING_HEALTH=12]:
gamma_eff = gamma_min + (gamma_base - gamma_min) * health. Single-thread
cold-path kernel writes ISV[GAMMA_EFF_INDEX=43].

GammaMonitor is a read-only observer exposing gamma_eff, health, fire_rate.

Consumer migration: fill_gamma_buf and IQL gamma computation now read
ISV[GAMMA_EFF_INDEX] via read_isv_signal_at (pinned, zero-copy). Training
loop passes hyperparams.gamma as gamma_base to the kernel.

Deleted: apply_adaptive_gamma method (GpuDqnTrainer + FusedTrainingCtx
delegates), set_adaptive_gamma method, adaptive_gamma field (GpuDqnTrainer
+ DQNTrainer), last_gamma_eff cached field + last_gamma_eff() delegate.
StateResetRegistry entry for adaptive_gamma removed (field gone).

Smoke test generalization.rs updated to check config gamma_base instead
of deleted adaptive_gamma field.

Tests: 3 monitor unit tests pass. cargo check -p ml at 8-warning baseline.

Plan 1 Task 10. Spec §4.C.6 (2026-04-24 revision).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-24 18:05:44 +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;