Files
foxhunt/crates/ml
jgrusewski e4b7d2ffb0 feat: GPU TOML profile system — remove ALL hardcoded VRAM if/else chains
Created config/gpu/{default,rtx3050,h100,a100}.toml with all GPU-specific
parameters: batch_size, num_atoms, buffer_size, hidden_dim_base,
replay_buffer_vram_fraction, gpu_n_episodes, gpu_timesteps_per_episode,
cuda_stack_bytes.

GpuProfile::load() auto-detects GPU by device name, falls back to
embedded defaults (include_str!). Override via FOXHUNT_GPU_PROFILE env.

Removed dead code:
- detect_vram_mb(), vram_scaled_hidden_dims(), vram_scaled_base_dim(),
  resolve_hidden_dim_base() + 18 tests for these functions

All callers updated: train_baseline_rl, DQNTrainer constructor,
PPO trainer, smoke tests, pipeline tests.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-21 11:39:40 +01:00
..

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;