Data-Driven Discovery of Interpretable Kalman Filter Variants through Large Language Models and Genetic Programming

Fuente: arXiv
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Autori principali: Saketos, Vasileios, Kaltenbach, Sebastian, Litvinov, Sergey, Koumoutsakos, Petros
Natura: Preprint
Pubblicazione: 2025
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author Saketos, Vasileios
Kaltenbach, Sebastian
Litvinov, Sergey
Koumoutsakos, Petros
author_facet Saketos, Vasileios
Kaltenbach, Sebastian
Litvinov, Sergey
Koumoutsakos, Petros
contents Algorithmic discovery has traditionally relied on human ingenuity and extensive experimentation. Here we investigate whether a prominent scientific computing algorithm, the Kalman Filter, can be discovered through an automated, data-driven, evolutionary process that relies on Cartesian Genetic Programming (CGP) and Large Language Models (LLM). We evaluate the contributions of both modalities (CGP and LLM) in discovering the Kalman filter under varying conditions. Our results demonstrate that our framework of CGP and LLM-assisted evolution converges to near-optimal solutions when Kalman optimality assumptions hold. When these assumptions are violated, our framework evolves interpretable alternatives that outperform the Kalman filter. These results demonstrate that combining evolutionary algorithms and generative models for interpretable, data-driven synthesis of simple computational modules is a potent approach for algorithmic discovery in scientific computing.
format Preprint
id arxiv_https___arxiv_org_abs_2508_11703
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Data-Driven Discovery of Interpretable Kalman Filter Variants through Large Language Models and Genetic Programming
Saketos, Vasileios
Kaltenbach, Sebastian
Litvinov, Sergey
Koumoutsakos, Petros
Neural and Evolutionary Computing
Machine Learning
Algorithmic discovery has traditionally relied on human ingenuity and extensive experimentation. Here we investigate whether a prominent scientific computing algorithm, the Kalman Filter, can be discovered through an automated, data-driven, evolutionary process that relies on Cartesian Genetic Programming (CGP) and Large Language Models (LLM). We evaluate the contributions of both modalities (CGP and LLM) in discovering the Kalman filter under varying conditions. Our results demonstrate that our framework of CGP and LLM-assisted evolution converges to near-optimal solutions when Kalman optimality assumptions hold. When these assumptions are violated, our framework evolves interpretable alternatives that outperform the Kalman filter. These results demonstrate that combining evolutionary algorithms and generative models for interpretable, data-driven synthesis of simple computational modules is a potent approach for algorithmic discovery in scientific computing.
title Data-Driven Discovery of Interpretable Kalman Filter Variants through Large Language Models and Genetic Programming
topic Neural and Evolutionary Computing
Machine Learning
url https://arxiv.org/abs/2508.11703