85b5f15520
Forward: branch 1 FC GEMM reads [B, SH2+3] from mag_concat_buf. All 3 forward paths (online_raw, online_f32, target_raw) updated. Concat uses previous step's direction logits (one-step lag, negligible). Backward: branch 1 dW uses wider X, dX writes to d_mag_concat_buf. strided_accumulate extracts first SH2 columns into d_h_s2 with beta=1. d_Q_dir (last 3 columns) discarded — detached, no backprop to direction. Fixes backward goff_b_b1fc offset: uses ah*(sh2+3) matching compute_param_sizes. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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;