arXiv:2602.07659cs.LGcs.AI2026-02

让程序演化更高效:通过连续空间优化,减少试错次数。

Continuous Program Search

  • 构建连续程序空间,使潜变量距离对应行为差异。
  • 新方法用时少10倍,出样本夏普比率最高。
  • 适合需要快速生成可靠策略的研究者。

遗传编程可生成可解释的程序,但微小的语法变异常引发行为大幅波动,破坏局部性与采样效率。我们将其视为算子设计问题:学习一个具有行为意义的连续程序空间,并设计利用该结构的变异算子,而无需改动进化优化器。通过追踪受控潜变量扰动下的动作级分歧,我们确定了行为局部连续变化的实证信任区域。在包含四个语义组件(多/空头入场与离场)的交易策略领域特定语言(DSL)上,我们学习了一种匹配的块对角嵌入,并比较了全潜空间的各向同性高斯变异与几何编译变异——后者将更新限制在语义配对的入场-离场子空间,并使用基于日志变异结果训练的流模型提出方向。在五个资产上采用相同(μ+λ)进化策略和固定评估预算,所学变异算子以数量级更少的评估发现强策略,且实现最高的中位数出样本夏普比率。尽管各向同性变异偶尔达到更高峰值性能,几何编译变异仍展现更快、更稳定的进展,证明语义对齐的变异可显著提升搜索效率,且无需修改底层进化算法。

原文摘要 · Abstract (English)

Genetic Programming yields interpretable programs, but small syntactic mutations can induce large, unpredictable behavioral shifts, degrading locality and sample efficiency. We frame this as an operator-design problem: learn a continuous program space where latent distance has behavioral meaning, then design mutation operators that exploit this structure without changing the evolutionary optimizer. We make locality measurable by tracking action-level divergence under controlled latent perturbations, identifying an empirical trust region for behavior-local continuous variation. Using a compact trading-strategy DSL with four semantic components (long/short entry and exit), we learn a matching block-factorized embedding and compare isotropic Gaussian mutation over the full latent space to geometry-compiled mutation that restricts updates to semantically paired entry--exit subspaces and proposes directions using a learned flow-based model trained on logged mutation outcomes. Under identical $(μ+λ)$ evolution strategies and fixed evaluation budgets across five assets, the learned mutation operator discovers strong strategies using an order of magnitude fewer evaluations and achieves the highest median out-of-sample Sharpe ratio. Although isotropic mutation occasionally attains higher peak performance, geometry-compiled mutation yields faster, more reliable progress, demonstrating that semantically aligned mutation can substantially improve search efficiency without modifying the underlying evolutionary algorithm.

遗传编程程序搜索演化算法连续空间

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