Files
foxhunt/crates/ml
jgrusewski ff0549972d fix: clear stale cudarc errors after CUDA Graph capture + raw post-graph ops
Root cause: graph capture disables event tracking, but cudarc's
record_err() stores errors from cuStreamWaitEvent on disabled events.
bind_to_thread() calls check_err() and returns the stored error,
blocking ALL subsequent cudarc API calls (launch, sync, memcpy).

Fix:
- check_err() before EMA kernel launch to consume stale errors
- Raw cuStreamSynchronize + cuMemcpyDtoH for post-graph readback
  (bypasses bind_to_thread entirely)
- Raw device pointers for EMA kernel args (bypasses device_ptr event wait)
- GPU-native cat bounds check (dst_start + n <= output.len())
- CUDA Graph always enabled (removed should_use_cuda_graph function)

4/5 DQN pipeline tests pass with CUDA Graph on RTX 3050.
5th (epsilon_greedy) passes individually, flaky in sequence.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-21 00:12:49 +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;