Photon — ML Framework

Open-source machine learning framework supporting the full ML lifecycle — from data preparation through training, evaluation, deployment, and serving.

Photon extends TensorFlow, Keras, and PyTorch for deep learning on financial time series with a custom object-oriented API: built-in subclassing of Keras/TensorFlow APIs plus custom models, layers, optimizers, and loss functions. The framework is model/algorithm agnostic and container-native.

Key capabilities:

• Native TensorFlow distributed-strategy support with shared inputs/outputs across networks for deep ensemble learning and dynamic learning-rate scheduling
• Real-time preprocessing — dataset splitting, normalization, scaling, aggregation, and time-series resampling — with custom batching, padding, and masking
• Detailed parameter logging throughout the pipeline for interpretability and reproducibility