arXiv:2510.03650cs.LGcs.AI2025-10

用大模型指导进化算法,自动设计更优的高维积分点集。

LLM-Guided Evolutionary Program Synthesis for Quasi-Monte Carlo Design

  • 用大模型生成代码并进化优化,解决低偏差点集构造问题。
  • 在2D和3D场景中刷新已知最优解,32维期权定价误差降低。
  • 适合需要高效高维积分的金融、科学计算领域研究者。

低差异点集与数字序列是高维积分中准蒙特卡洛(QMC)方法的基础。本文将两个长期存在的QMC设计难题转化为程序合成问题,通过大模型引导的进化循环实现代码变异与选择,依据任务特定适应度进行优化:(i) 构造二维/三维低星偏差有限点集;(ii) 选取能最小化下游被积函数随机化QMC误差的Sobol'方向数。该两阶段流程结合构造性代码提案与迭代数值精化。在有限点集上,我们重新发现小规模二维情况下的已知最优解,并为N≥40的二维情形建立新基准;在三维情况下,匹配至已证明边界(N≤8)的多数已知最优解,并报告超出范围的新基准。在数字序列方面,演化得到的Sobol'参数在多个32维期权定价任务中持续降低随机化准蒙特卡洛(rQMC)均方误差,优于广泛使用的Joe-Kuo参数,同时保持任意样本量可扩展性及与标准随机化兼容性。总体表明,大模型驱动的进化程序合成可自动化发现高质量的QMC构造,在经典设计最优时恢复其性能,并在有限样本结构重要时实现改进。数据与代码见https://github.com/hockeyguy123/openevolve-star-discrepancy.git。

原文摘要 · Abstract (English)

Low-discrepancy point sets and digital sequences underpin quasi-Monte Carlo (QMC) methods for high-dimensional integration. We cast two long-standing QMC design problems as program synthesis and solve them with an LLM-guided evolutionary loop that mutates and selects code under task-specific fitness: (i) constructing finite 2D/3D point sets with low star discrepancy, and (ii) choosing Sobol' direction numbers that minimize randomized QMC error on downstream integrands. Our two-phase procedure combines constructive code proposals with iterative numerical refinement. On finite sets, we rediscover known optima in small 2D cases and set new best-known 2D benchmarks for N >= 40, while matching most known 3D optima up to the proven frontier (N <= 8) and reporting improved 3D benchmarks beyond. On digital sequences, evolving Sobol' parameters yields consistent reductions in randomized quasi-Monte Carlo (rQMC) mean-squared error for several 32-dimensional option-pricing tasks relative to widely used Joe--Kuo parameters, while preserving extensibility to any sample size and compatibility with standard randomizations. Taken together, the results demonstrate that LLM-driven evolutionary program synthesis can automate the discovery of high-quality QMC constructions, recovering classical designs where they are optimal and improving them where finite-N structure matters. Data and code are available at https://github.com/hockeyguy123/openevolve-star-discrepancy.git.

QMC程序合成大模型高维积分

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