Files
foxhunt/crates/ml
jgrusewski eabcf8d529 feat(sp17): mean-zero identifiability in compute_expected_q
Inserts per-atom mean-A reduction inside the per-branch outer loop:
Q[a, z] = V[z] + (A[a, z] - mean_a A[*, z])
The post-centering atom-level identifiability holds: Σ_a A_centered[a, z] = 0
for every (sample, branch, atom).

Per Wang et al. 2016 Dueling Networks: mean-zero is smoother and more
stable than max-zero. Atom-level subtraction (not expectation-level)
preserves distributional shape per action.

Sample-local register reduction; no atomicAdd, no shared memory, no
cross-thread sync. NUM_ATOMS_MAX=128 mirrors existing THOMPSON_MAX_ATOMS;
device __trap() on overflow.

⚠ INTERIM STATE: c51_loss_kernel + c51_grad_kernel + mag_concat_qdir
still read RAW (un-centered) advantage logits. Phase 1 Tasks 1.3-1.5
migrate them in lockstep within this branch BEFORE any L40S dispatch.
A partially-migrated state is forbidden per feedback_no_partial_refactor.

Plan: docs/superpowers/plans/2026-05-08-sp17-dueling-q-network.md

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-08 21:13:16 +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;