Files
foxhunt/crates/ml
jgrusewski d0958505b1 fix: C51 grid-strided sample loop + two-phase mixup barrier
Root cause: C51 loss kernel launched with grid=batch_size (8192) blocks
and a spin-wait inter-block barrier for manifold mixup. On H100 only
~500 blocks can be co-resident → deadlock (blocks 500-8191 wait for
scheduling while blocks 0-499 spin-wait for block 8191).

Fix (NVIDIA two-phase approach):
- Grid capped to min(batch_size, 512) co-resident blocks
- Grid-strided sample loop: each block processes multiple samples
- Phase 1: all blocks write save_projected for ALL samples (no barrier)
- Barrier: waits for gridDim.x (all co-resident), not batch_size
- Phase 2: new grid-strided loop reads partner projections, mixes, computes CE

Non-mixup path (mixup_alpha=0): CE loss computed inline, no barrier.
Mixup path: two separate sample loops with single barrier between them.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-06 22:10:07 +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;