LLM-Guided Evolutionary Program Synthesis for Quasi-Monte Carlo Design
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866914075153268736 |
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| author | Sadikov, Amir |
| author_facet | Sadikov, Amir |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_03650 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | LLM-Guided Evolutionary Program Synthesis for Quasi-Monte Carlo Design Sadikov, Amir Machine Learning Artificial Intelligence Computational Engineering, Finance, and Science Numerical Analysis Neural and Evolutionary Computing 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. |
| title | LLM-Guided Evolutionary Program Synthesis for Quasi-Monte Carlo Design |
| topic | Machine Learning Artificial Intelligence Computational Engineering, Finance, and Science Numerical Analysis Neural and Evolutionary Computing |
| url | https://arxiv.org/abs/2510.03650 |