2e40a19d6f
Same class of bug as the DQN fix (4c88498b): network outputs were
being cast to F32 mid-pipeline, defeating tensor-core acceleration
on H100/L40S. Now the full training loop stays in training_dtype()
(BF16 on CUDA Ampere+, F32 on CPU), with F32 casts only at scalar
extraction boundaries (to_scalar, to_vec1).
Files fixed:
- ppo.rs: Actor/Critic forward, act_with_log_prob, compute_losses,
update_mlp, LSTM recurrent loop, predict method
- lstm_networks.rs: removed F32 output casts from both networks
- continuous_ppo.rs: one_tensor + scalar extractions
- hidden_state_manager.rs: zeros/ones use training_dtype()
- flow_policy/mod.rs: log_det accumulators + dummy log_std
- ensemble/adapters/ppo.rs + dqn.rs: F32 cast at extraction
2704 tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <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;