foxhunt/crates/ml

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)
• inference — InferenceAdapter trait for prediction
• checkpoint — model checkpointing and restoration
• evaluation — walk-forward evaluation pipeline

Usage

use ml::dqn::DQN;
use ml::ppo::PpoTrainer;