f77ebeb214
- 4 stream.clone_htod sites in IQN constructor: cos_features precompute, online_taus + target_taus tile broadcast, init_iqn_xavier_weights upload — all rewritten to mapped_pinned::clone_to_device_f32_via_pinned. - clone_cuda_slice helper rewritten to a single DtoD copy via the existing super::clone_cuda_slice_f32 helper. Previously did device→host→device, double-violating both no-DtoH and no-HtoD rules. Sole callsite is constructor seeding of target params from online. Audit row appended (Fix 9) in docs/dqn-gpu-hot-path-audit.md. Co-Authored-By: Claude Opus 4.7 (1M context) <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;