Files
foxhunt/crates/ml
jgrusewski ca7dfa9f08 fix(critical): c51_loss_reduce missing threadIdx guard — 32-way write race
SECOND race condition from block_dim (1,1,1)→(32,1,1) change:
c51_loss_reduce had 32 threads all computing sum and writing to
total_loss[0] simultaneously. On sm_90 (H100) → corrupted loss →
NaN in C51 gradient → graph_mega replay hangs.

This kernel runs INSIDE graph_mega (submit_forward_ops_main),
called twice (MSE reduce + C51 reduce). Both corrupted.

Also fixed stochastic_depth_rng in previous commit (same issue,
runs in pre-replay).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-17 13:19:39 +02:00
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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;