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Nov 12

Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise

The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem, state-of-the-art algorithms in dynamic programming, such as the least-squares Monte Carlo (LSMC), are employed. This type of algorithm relies on path simulations using only the last price of the underlying asset as a state representation. Also, the LSMC was thinking for option valuation where risk-neutral probabilities can be employed to account for uncertainty. However, the general optimal stopping problem goals may not fit the requirements of the LSMC showing auto-correlated prices. We employ a data-driven method that uses Monte Carlo simulation to train and test artificial neural networks (ANN) to solve the optimal stopping problem. Using ANN to solve decision problems is not entirely new. We propose a different architecture that uses convolutional neural networks (CNN) to deal with the dimensionality problem that arises when we transform the whole history of prices into a Markovian state. We present experiments that indicate that our proposed architecture improves results over the previous implementations under specific simulated time series function sets. Lastly, we employ our proposed method to compare the optimal exercise of the financial options problem with the LSMC algorithm. Our experiments show that our method can capture more accurate exercise opportunities when compared to the LSMC. We have outstandingly higher (above 974\% improvement) expected payoff from these exercise policies under the many Monte Carlo simulations that used the real-world return database on the out-of-sample (test) data.

  • 3 authors
·
Jul 21, 2022

Local Linear Attention: An Optimal Interpolation of Linear and Softmax Attention For Test-Time Regression

Transformer architectures have achieved remarkable success in various domains. While efficient alternatives to Softmax Attention have been widely studied, the search for more expressive mechanisms grounded in theoretical insight-even at greater computational cost-has been relatively underexplored. In this work, we bridge this gap by proposing Local Linear Attention (LLA), a novel attention mechanism derived from nonparametric statistics through the lens of test-time regression. First, we show that LLA offers theoretical advantages over Linear and Softmax Attention for associative memory via a bias-variance trade-off analysis. Next, we address its computational challenges and propose two memory-efficient primitives to tackle the Theta(n^2 d) and Theta(n d^2) complexity. We then introduce FlashLLA, a hardware-efficient, blockwise algorithm that enables scalable and parallel computation on modern accelerators. In addition, we implement and profile a customized inference kernel that significantly reduces memory overheads. Finally, we empirically validate the advantages and limitations of LLA on test-time regression, in-context regression, associative recall and state tracking tasks. Experiment results demonstrate that LLA effectively adapts to non-stationarity, outperforming strong baselines in test-time training and in-context learning, and exhibiting promising evidence for its scalability and applicability in large-scale models. Code is available at https://github.com/Yifei-Zuo/Flash-LLA.

  • 6 authors
·
Oct 1, 2025

Deep Reinforcement Learning with Buffered Quantile Objectives

Quantile-based reinforcement learning provides an interpretable approach to risk-sensitive decision-making by optimizing a prescribed quantile of the cumulative-return distribution. Despite this appeal, learning under a point quantile objective is challenging: quantiles can change abruptly under small perturbations of the return distribution, and exact quantile-sensitive planning requires computationally demanding distributional optimization. Lower-buffered quantiles alleviate the former difficulty by averaging neighboring quantiles immediately below the target level, providing a smoother surrogate while preserving the underlying point-quantile objective. Existing methods based on this principle, however, remain model-based and rely on explicit return-law planning, limiting their applicability beyond small tabular problems. We develop Deep-BQRL, a model-free distributional reinforcement-learning framework that extends buffered-quantile learning to neural function approximation. The method learns conditional return quantiles directly from sampled transitions, constructs buffered action scores from the relevant region of the learned quantile function, and uses ensemble disagreement to guide exploration. An augmented input representation allows the learned policy to respond to trajectory information without explicitly reproducing the quantile-state recursion required by exact planning. Experiments on an asset-selling optimal-stopping problem and slippery FrozenLake compare Deep-BQRL with model-based UCB-BQRL and tabular PPO and TRPO implementations. In asset selling, Deep-BQRL attains smaller mean cumulative point-quantile policy gaps than PPO and TRPO at the reported target levels, while UCB-BQRL retains the smallest gaps. The learned stopping decisions also vary with the target quantile, providing an interpretable illustration of the method's risk-sensitive behavior.

  • 2 authors
·
Sep 17

How Efficient is LLM-Generated Code? A Rigorous & High-Standard Benchmark

The emergence of large language models (LLMs) has significantly pushed the frontiers of program synthesis. Advancement of LLM-based program synthesis calls for a thorough evaluation of LLM-generated code. Most evaluation frameworks focus on the (functional) correctness of generated code; efficiency, as an important measure of code quality, has been overlooked in existing evaluations. In this work, we develop ENAMEL (EfficeNcy AutoMatic EvaLuator), a rigorous and high-standard benchmark for evaluating the capability of LLMs in generating efficient code. Firstly, we propose a new efficiency metric called eff@k, which generalizes the pass@k metric from correctness to efficiency and appropriately handles right-censored execution time. Furthermore, we derive an unbiased and variance-reduced estimator of eff@k via Rao--Blackwellization; we also provide a numerically stable implementation for the new estimator. Secondly, to set a high-standard for efficiency evaluation, we employ a human expert to design best algorithms and implementations as our reference solutions of efficiency, many of which are much more efficient than existing canonical solutions in HumanEval and HumanEval+. Moreover, to ensure a rigorous evaluation, we employ a human expert to curate strong test case generators to filter out wrong code and differentiate suboptimal algorithms. An extensive study across 30 popular LLMs using our benchmark ENAMEL shows that LLMs still fall short of generating expert-level efficient code. Using two subsets of our problem set, we demonstrate that such deficiency is because current LLMs struggle in designing advanced algorithms and are barely aware of implementation optimization. Our benchmark is publicly available at https://github.com/q-rz/enamel .

  • 5 authors
·
Jun 10, 2024

Parameter-Efficient Fine-Tuning for Large Models: A Comprehensive Survey

Large models represent a groundbreaking advancement in multiple application fields, enabling remarkable achievements across various tasks. However, their unprecedented scale comes with significant computational costs. These models, often consisting of billions of parameters, require vast amounts of computational resources for execution. Especially, the expansive scale and computational demands pose considerable challenges when customizing them for particular downstream tasks, particularly over the hardware platforms constrained by computational capabilities. Parameter Efficient Fine-Tuning (PEFT) provides a practical solution by efficiently adapt the large models over the various downstream tasks. In particular, PEFT refers to the process of adjusting the parameters of a pre-trained large models to adapt it to a specific task while minimizing the number of additional parameters introduced or computational resources required. This approach is particularly important when dealing with large language models with high parameter counts, as fine-tuning these models from scratch can be computationally expensive and resource-intensive, posing considerable challenges in the supporting system platform design. In this survey, we present comprehensive studies of various PEFT algorithms, examining their performance and computational overhead. Moreover, we provide an overview of applications developed using different PEFT algorithms and discuss common techniques employed to mitigate computation costs for PEFT. In addition to the algorithmic perspective, we overview various real-world system designs to investigate the implementation costs associated with different PEFT algorithms. This survey serves as an indispensable resource for researchers aiming to understand both the PEFT algorithm and its system implementation, offering detailed insights into recent advancements and practical applications.

  • 5 authors
·
Mar 21, 2024 3

SysLLMatic: Large Language Models are Software System Optimizers

Automatic software system optimization can improve software speed, reduce operating costs, and save energy. Traditional approaches to optimization rely on manual tuning and compiler heuristics, limiting their ability to generalize across diverse codebases and system contexts. Recent methods using Large Language Models (LLMs) offer automation to address these limitations, but often fail to scale to the complexity of real-world software systems and applications. We present SysLLMatic, a system that integrates LLMs with profiling-guided feedback and system performance insights to automatically optimize software code. We evaluate it on three benchmark suites: HumanEval_CPP (competitive programming in C++), SciMark2 (scientific kernels in Java), and DaCapoBench (large-scale software systems in Java). Results show that SysLLMatic can improve system performance, including latency, throughput, energy efficiency, memory usage, and CPU utilization. It consistently outperforms state-of-the-art LLM baselines on microbenchmarks. On large-scale application codes, it surpasses traditional compiler optimizations, achieving average relative improvements of 1.85x in latency and 2.24x in throughput. Our findings demonstrate that LLMs, guided by principled systems thinking and appropriate performance diagnostics, can serve as viable software system optimizers. We further identify limitations of our approach and the challenges involved in handling complex applications. This work provides a foundation for generating optimized code across various languages, benchmarks, and program sizes in a principled manner.

  • 10 authors
·
Jun 1, 2025

Leveraging Reinforcement Learning and Large Language Models for Code Optimization

Code optimization is a daunting task that requires a significant level of expertise from experienced programmers. This level of expertise is not sufficient when compared to the rapid development of new hardware architectures. Towards advancing the whole code optimization process, recent approaches rely on machine learning and artificial intelligence techniques. This paper introduces a new framework to decrease the complexity of code optimization. The proposed framework builds on large language models (LLMs) and reinforcement learning (RL) and enables LLMs to receive feedback from their environment (i.e., unit tests) during the fine-tuning process. We compare our framework with existing state-of-the-art models and show that it is more efficient with respect to speed and computational usage, as a result of the decrement in training steps and its applicability to models with fewer parameters. Additionally, our framework reduces the possibility of logical and syntactical errors. Toward evaluating our approach, we run several experiments on the PIE dataset using a CodeT5 language model and RRHF, a new reinforcement learning algorithm. We adopt a variety of evaluation metrics with regards to optimization quality, and speedup. The evaluation results demonstrate that the proposed framework has similar results in comparison with existing models using shorter training times and smaller pre-trained models. In particular, we accomplish an increase of 5.6% and 2.2 over the baseline models concerning the %OP T and SP metrics.

  • 11 authors
·
Dec 9, 2023

LLM4EFFI: Leveraging Large Language Models to Enhance Code Efficiency and Correctness

Large Language Models (LLMs), particularly Code LLMs, have demonstrated impressive performance in code generation. Current research primarily focuses on the correctness of generated code, while efficiency remains less explored. Recent works have focused on modifying the initial version of the code to improve its efficiency. However, such refinements are limited by the algorithmic design and overall logic of the initial code, resulting in only incremental improvements. In contrast, when human developers write high-quality code, they typically begin by designing several potential solutions at the logical level, evaluating various algorithms and their complexities, and then proceeding to implement and optimize the solution. In this study, we introduce \tool: Large Language Model for Code Efficiency, a novel framework that enables LLMs to generate code that balances both efficiency and correctness. Specifically, \tool divides the efficiency optimization process into two domains: algorithmic exploration in the logic domain and implementation optimization in the code domain. The correctness of the code is then guaranteed through a synthetic test case refinement process. This approach, which prioritizes efficiency before ensuring correctness, offers a new paradigm for efficient code generation. Experiments demonstrate that \tool consistently improves both efficiency and correctness, achieving new state-of-the-art performance in code efficiency benchmarks across various LLM backbones.

  • 7 authors
·
Feb 17, 2025

Optimal Software Pipelining and Warp Specialization for Tensor Core GPUs

GPU architectures have continued to grow in complexity, with recent incarnations introducing increasingly powerful fixed-function units for matrix multiplication and data movement to accompany highly parallel general-purpose cores. To fully leverage these machines, software must use sophisticated schedules that maximally utilize all hardware resources. Since realizing such schedules is complex, both programmers and compilers routinely employ program transformations, such as software pipelining (SWP) and warp specialization (WS), to do so in practice. However, determining how best to use SWP and WS in combination is a challenging problem that is currently handled through a mix of brittle compilation heuristics and fallible human intuition, with little insight into the space of solutions. To remedy this situation, we introduce a novel formulation of SWP and WS as a joint optimization problem that can be solved holistically by off-the-shelf constraint solvers. We reify our approach in Twill, the first system that automatically derives optimal SWP and WS schedules for a large class of iterative programs. Twill is heuristic-free, easily extensible to new GPU architectures, and guaranteed to produce optimal schedules. We show that Twill can rediscover, and thereby prove optimal, the SWP and WS schedules manually developed by experts for Flash Attention on both the NVIDIA Hopper and Blackwell GPU architectures.

  • 7 authors
·
Dec 18, 2025

RLPF: Reinforcement Learning from Performance Feedback for Code Generation

Code models are increasingly trained with execution feedback, but most training signals still stop at correctness. This leaves an important gap for systems code: two programs can pass the same tests while differing greatly in runtime. We study how to train code agents to prefer faster correct implementations, rather than treating efficiency only as an evaluation metric. The key difficulty is that runtime is a fragile reward. It is meaningful only after a program is correct, varies across tasks, and gives little guidance when most sampled programs fail to compile or run. We propose RLPF, reinforcement learning from performance feedback, which turns execution outcomes into a staged reward. Failed programs are ordered by execution progress, while correct programs are ranked by their relative improvement from the baseline toward the expert reference. This gives useful feedback before correctness and performance-sensitive feedback after correctness. Fine-tuning Qwen3-32B with RLPF on PerfCodeBench raises correct-and-runnable solutions from 11.1% to 54.6% and improves relative efficiency from 8.1% to 38.6%. The trained model becomes competitive with stronger open-weight systems, and its optimization behavior transfers modestly to EffiBench-X. Additional studies show that model-generated references provide useful but weaker supervision, and that the full composite reward is more reliable than correctness-only or runtime-only baselines. These results suggest that code agents can be trained not only to pass tests, but also to optimize the programs they write.

  • 12 authors
·
Jul 28

ACECode: A Reinforcement Learning Framework for Aligning Code Efficiency and Correctness in Code Language Models

CodeLLMs have demonstrated remarkable advancements in software engineering tasks. However, while these models can generate functionally correct code, they often produce code that is inefficient in terms of runtime. This inefficiency is particularly problematic in resource-constrained environments, impacting software performance and sustainability. Existing approaches for optimizing code efficiency for CodeLLMs like SOAP and PIE exhibit certain limitations. SOAP requires a compatible execution environment and predefined test cases for iterative code modification, while PIE focuses on instruction tuning, improving efficiency but compromising correctness. These shortcomings highlight the need for a fine-tuning framework that optimizes both efficiency and correctness without relying on predefined test cases or specific execution environments. To bridge this gap, we introduce ACECode, a reinforcement learning-based fine-tuning framework that aligns CodeLLMs with dual objectives of efficiency and correctness. ACECode combines three key steps: (1) generating code with an actor CodeLLM, (2) calculating a training-free reward signal derived from code execution feedback for each generated code, and (3) optimizing the CodeLLM via Proximal Policy Optimization (PPO) algorithm. This reward signal enables joint assessment of efficiency and correctness without manual labeling. We evaluate ACECode by fine-tuning four SOTA (state-of-the-art) CodeLLMs and comparing their code with three baselines: original, instruction-tuned, and PIE-tuned CodeLLMs. Extensive experiment results suggest that significantly improves the efficiency and correctness of generated code against all baselines for all CodeLLMs. Specifically, CodeLLMs fine-tuned with ACECode improve pass@1 by 1.84% to 14.51% and reduce runtime in 65% to 72% of cases compared to original CodeLLMs.

  • 4 authors
·
Dec 22, 2024

OptProver: Bridging Olympiad and Optimization through Continual Training in Formal Theorem Proving

Recent advances in formal theorem proving have focused on Olympiad-level mathematics, leaving undergraduate domains largely unexplored. Optimization, fundamental to machine learning, operations research, and scientific computing, remains underserved by existing provers. Its reliance on domain-specific formalisms (convexity, optimality conditions, and algorithmic analysis) creates significant distribution shift, making naive domain transfer ineffective. We present OptProver, a trained model that achieves robust transfer from Olympiad to undergraduate optimization. Starting from a strong Olympiad-level prover, our pipeline mitigates distribution shift through two key innovations. First, we employ large-scale optimization-focused data curation via expert iteration. Second, we introduce a specialized preference learning objective that integrates perplexity-weighted optimization with a mechanism to penalize valid but non-progressing proof steps. This not only addresses distribution shifts but also guides the search toward efficient trajectories. To enable rigorous evaluation, we construct a novel benchmark in Lean 4 focused on optimization. On this benchmark, OptProver achieves state-of-the-art Pass@1 and Pass@32 among comparably sized models while maintaining competitive performance on general theorem-proving tasks, demonstrating effective domain transfer without catastrophic forgetting.

  • 6 authors
·
Apr 27

Greening Large Language Models of Code

Large language models of code have shown remarkable effectiveness across various software engineering tasks. Despite the availability of many cloud services built upon these powerful models, there remain several scenarios where developers cannot take full advantage of them, stemming from factors such as restricted or unreliable internet access, institutional privacy policies that prohibit external transmission of code to third-party vendors, and more. Therefore, developing a compact, efficient, and yet energy-saving model for deployment on developers' devices becomes essential. To this aim, we propose Avatar, a novel approach that crafts a deployable model from a large language model of code by optimizing it in terms of model size, inference latency, energy consumption, and carbon footprint while maintaining a comparable level of effectiveness. The key idea of Avatar is to formulate the optimization of language models as a multi-objective configuration tuning problem and solve it with the help of a Satisfiability Modulo Theories (SMT) solver and a tailored optimization algorithm. The SMT solver is used to form an appropriate configuration space, while the optimization algorithm identifies the Pareto-optimal set of configurations for training the optimized models using knowledge distillation. We evaluate Avatar with two popular language models of code, i.e., CodeBERT and GraphCodeBERT, on two popular tasks, i.e., vulnerability prediction and clone detection. We use Avatar to produce optimized models with a small size (3 MB), which is 160times smaller than the original large models. On the two tasks, the optimized models significantly reduce the energy consumption (up to 184times less), carbon footprint (up to 157times less), and inference latency (up to 76times faster), with only a negligible loss in effectiveness (1.67\% on average).

  • 6 authors
·
Jan 11, 2024

A Survey on Inference Optimization Techniques for Mixture of Experts Models

The emergence of large-scale Mixture of Experts (MoE) models has marked a significant advancement in artificial intelligence, offering enhanced model capacity and computational efficiency through conditional computation. However, the deployment and inference of these models present substantial challenges in terms of computational resources, latency, and energy efficiency. This comprehensive survey systematically analyzes the current landscape of inference optimization techniques for MoE models across the entire system stack. We first establish a taxonomical framework that categorizes optimization approaches into model-level, system-level, and hardware-level optimizations. At the model level, we examine architectural innovations including efficient expert design, attention mechanisms, various compression techniques such as pruning, quantization, and knowledge distillation, as well as algorithm improvement including dynamic routing strategies and expert merging methods. At the system level, we investigate distributed computing approaches, load balancing mechanisms, and efficient scheduling algorithms that enable scalable deployment. Furthermore, we delve into hardware-specific optimizations and co-design strategies that maximize throughput and energy efficiency. This survey not only provides a structured overview of existing solutions but also identifies key challenges and promising research directions in MoE inference optimization. Our comprehensive analysis serves as a valuable resource for researchers and practitioners working on large-scale deployment of MoE models in resource-constrained environments. To facilitate ongoing updates and the sharing of cutting-edge advances in MoE inference optimization research, we have established a repository accessible at https://github.com/MoE-Inf/awesome-moe-inference/.

  • 8 authors
·
Dec 18, 2024

Synthesizing Performance Constraints for Evaluating and Improving Code Efficiency

Large Language Models (LLMs) have been increasingly used to optimize code efficiency. Evaluating their effectiveness and further suggesting optimization opportunities often rely on high-quality tests to demonstrate the performance bottlenecks presented in the program. However, existing approaches rely on a limited set of hand-curated inputs or LLM-generated uninteresting length-stressing tests, failing to reveal more nuanced optimization opportunities. We present WEDGE, a framework for generating performance-stressing input given the program under test. WEDGE synthesizes explicit performance-characterizing constraints in the form of branch conditions to partition the programs' execution space into performance-specific regions. When integrated with the coverage-guided fuzzer, reaching different regions introduces explicit rewards for test generation to explore inefficient implementations. Our evaluation shows that WEDGE introduces a significant slowdown compared to the tests in CodeContests and those claimed to be optimized by existing approaches. From the utility perspective, integrating our tests substantially improves the existing code optimization approaches that rely on test-driven execution feedback. We release PERFFORGE, the performance tests generated by WEDGE, to benchmark future approaches for efficient code generation at https://github.com/UChiSeclab/perfforge.

  • 4 authors
·
May 29, 2025

B4: Towards Optimal Assessment of Plausible Code Solutions with Plausible Tests

Selecting the best code solution from multiple generated ones is an essential task in code generation, which can be achieved by using some reliable validators (e.g., developer-written test cases) for assistance. Since reliable test cases are not always available and can be expensive to build in practice, researchers propose to automatically generate test cases to assess code solutions. However, when both code solutions and test cases are plausible and not reliable, selecting the best solution becomes challenging. Although some heuristic strategies have been proposed to tackle this problem, they lack a strong theoretical guarantee and it is still an open question whether an optimal selection strategy exists. Our work contributes in two ways. First, we show that within a Bayesian framework, the optimal selection strategy can be defined based on the posterior probability of the observed passing states between solutions and tests. The problem of identifying the best solution is then framed as an integer programming problem. Second, we propose an efficient approach for approximating this optimal (yet uncomputable) strategy, where the approximation error is bounded by the correctness of prior knowledge. We then incorporate effective prior knowledge to tailor code generation tasks. Both theoretical and empirical studies confirm that existing heuristics are limited in selecting the best solutions with plausible test cases. Our proposed approximated optimal strategy B4 significantly surpasses existing heuristics in selecting code solutions generated by large language models (LLMs) with LLM-generated tests, achieving a relative performance improvement by up to 50% over the strongest heuristic and 246% over the random selection in the most challenging scenarios. Our code is publicly available at https://github.com/ZJU-CTAG/B4.

  • 7 authors
·
Sep 13, 2024 2

EffiSkill: Agent Skill Based Automated Code Efficiency Optimization

Code efficiency is a fundamental aspect of software quality, yet how to harness large language models (LLMs) to optimize programs remains challenging. Prior approaches have sought for one-shot rewriting, retrieved exemplars, or prompt-based search, but they do not explicitly distill reusable optimization knowledge, which limits generalization beyond individual instances. In this paper, we present EffiSkill, a framework for code-efficiency optimization that builds a portable optimization toolbox for LLM-based agents. The key idea is to model recurring slow-to-fast transformations as reusable agent skills that capture both concrete transformation mechanisms and higher-level optimization strategies. EffiSkill adopts a two-stage design: Stage I mines Operator and Meta Skills from large-scale slow/fast program pairs to build a skill library; Stage II applies this library to unseen programs through execution-free diagnosis, skill retrieval, plan composition, and candidate generation, without runtime feedback. Results on EffiBench-X show that EffiSkill achieves higher optimization success rates, improving over the strongest baseline by 3.69 to 12.52 percentage points across model and language settings. These findings suggest that mechanism-level skill reuse provides a useful foundation for execution-free code optimization, and that the resulting skill library can serve as a reusable resource for broader agent workflows.

  • 7 authors
·
Mar 29

AlgoWorlds: Benchmarking Tool Use for Global Optimization in Algorithmic Worlds

Tool-use benchmarks generally evaluate whether an agent completes a workflow using appropriate tools and valid arguments. However, feasibility alone is insufficient in real-world decision settings such as route planning and fleet dispatch. Individual choices interact through shared constraints and costs, so a feasible solution may still be substantially suboptimal. This raises a harder question: can an agent turn information gathered through tools into a globally optimal decision? We introduce AlgoWorlds, a benchmark that transforms formally specified combinatorial optimization problems into partially observed decision environments with verifiable global optima. Each environment contains a hidden instance observed only through task-specific information tools, after which the agent commits to one structured decision evaluated for feasibility and optimality. AlgoWorlds contains 240 environments covering ten combinatorial optimization families and four workload levels. Family-specific deterministic programs generate the instances, exact algorithms certify their optima and determine workload levels, and two structurally different tool interfaces present each underlying instance. We evaluate seven leading LLMs, including Claude Opus 4.8 and GPT-5.6 Sol. Achieving global optimality remains highly challenging: although leading models produce feasible decisions in most cases, the best-performing model reaches exact optimality in only 38.61% of cases. Even when agents collect sufficient information to reconstruct the hidden instance, most failures end in feasible but suboptimal decisions. The challenge therefore extends beyond information acquisition to information integration, global constraint reasoning, and decision verification. The project homepage is available at https://xzx34.github.io/AlgoWorlds/, and the code is available at https://github.com/xzx34/AlgoWorlds.

  • 3 authors
·
Aug 28

LLM Interactive Optimization of Open Source Python Libraries -- Case Studies and Generalization

With the advent of large language models (LLMs) like GPT-3, a natural question is the extent to which these models can be utilized for source code optimization. This paper presents methodologically stringent case studies applied to well-known open source python libraries pillow and numpy. We find that contemporary LLM ChatGPT-4 (state September and October 2023) is surprisingly adept at optimizing energy and compute efficiency. However, this is only the case in interactive use, with a human expert in the loop. Aware of experimenter bias, we document our qualitative approach in detail, and provide transcript and source code. We start by providing a detailed description of our approach in conversing with the LLM to optimize the _getextrema function in the pillow library, and a quantitative evaluation of the performance improvement. To demonstrate qualitative replicability, we report further attempts on another locus in the pillow library, and one code locus in the numpy library, to demonstrate generalization within and beyond a library. In all attempts, the performance improvement is significant (factor up to 38). We have also not omitted reporting of failed attempts (there were none). We conclude that LLMs are a promising tool for code optimization in open source libraries, but that the human expert in the loop is essential for success. Nonetheless, we were surprised by how few iterations were required to achieve substantial performance improvements that were not obvious to the expert in the loop. We would like bring attention to the qualitative nature of this study, more robust quantitative studies would need to introduce a layer of selecting experts in a representative sample -- we invite the community to collaborate.

  • 1 authors
·
Dec 8, 2023

High-performance symbolic-numerics via multiple dispatch

As mathematical computing becomes more democratized in high-level languages, high-performance symbolic-numeric systems are necessary for domain scientists and engineers to get the best performance out of their machine without deep knowledge of code optimization. Naturally, users need different term types either to have different algebraic properties for them, or to use efficient data structures. To this end, we developed Symbolics.jl, an extendable symbolic system which uses dynamic multiple dispatch to change behavior depending on the domain needs. In this work we detail an underlying abstract term interface which allows for speed without sacrificing generality. We show that by formalizing a generic API on actions independent of implementation, we can retroactively add optimized data structures to our system without changing the pre-existing term rewriters. We showcase how this can be used to optimize term construction and give a 113x acceleration on general symbolic transformations. Further, we show that such a generic API allows for complementary term-rewriting implementations. We demonstrate the ability to swap between classical term-rewriting simplifiers and e-graph-based term-rewriting simplifiers. We showcase an e-graph ruleset which minimizes the number of CPU cycles during expression evaluation, and demonstrate how it simplifies a real-world reaction-network simulation to halve the runtime. Additionally, we show a reaction-diffusion partial differential equation solver which is able to be automatically converted into symbolic expressions via multiple dispatch tracing, which is subsequently accelerated and parallelized to give a 157x simulation speedup. Together, this presents Symbolics.jl as a next-generation symbolic-numeric computing environment geared towards modeling and simulation.

  • 7 authors
·
May 9, 2021

Learning Performance-Improving Code Edits

The waning of Moore's Law has shifted the focus of the tech industry towards alternative methods for continued performance gains. While optimizing compilers are a standard tool to help increase program efficiency, programmers continue to shoulder much responsibility in crafting and refactoring code with better performance characteristics. In this paper, we investigate the ability of large language models (LLMs) to suggest functionally correct, performance improving code edits. We hypothesize that language models can suggest such edits in ways that would be impractical for static analysis alone. We investigate these questions by curating a large-scale dataset of Performance-Improving Edits, PIE. PIE contains trajectories of programs, where a programmer begins with an initial, slower version and iteratively makes changes to improve the program's performance. We use PIE to evaluate and improve the capacity of large language models. Specifically, use examples from PIE to fine-tune multiple variants of CODEGEN, a billion-scale Transformer-decoder model. Additionally, we use examples from PIE to prompt OpenAI's CODEX using a few-shot prompting. By leveraging PIE, we find that both CODEX and CODEGEN can generate performance-improving edits, with speedups of more than 2.5x for over 25% of the programs, for C++ and Python, even after the C++ programs were compiled using the O3 optimization level. Crucially, we show that PIE allows CODEGEN, an open-sourced and 10x smaller model than CODEX, to match the performance of CODEX on this challenging task. Overall, this work opens new doors for creating systems and methods that can help programmers write efficient code.

  • 8 authors
·
Feb 15, 2023

SWE-fficiency: Can Language Models Optimize Real-World Repositories on Real Workloads?

Optimizing the performance of large-scale software repositories demands expertise in code reasoning and software engineering (SWE) to reduce runtime while preserving program correctness. However, most benchmarks emphasize what to fix rather than how to fix code. We introduce SWE-fficiency, a benchmark for evaluating repository-level performance optimization on real workloads. Our suite contains 498 tasks across nine widely used data-science, machine-learning, and HPC repositories (e.g., numpy, pandas, scipy): given a complete codebase and a slow workload, an agent must investigate code semantics, localize bottlenecks and relevant tests, and produce a patch that matches or exceeds expert speedup while passing the same unit tests. To enable this how-to-fix evaluation, our automated pipeline scrapes GitHub pull requests for performance-improving edits, combining keyword filtering, static analysis, coverage tooling, and execution validation to both confirm expert speedup baselines and identify relevant repository unit tests. Empirical evaluation of state-of-the-art agents reveals significant underperformance. On average, agents achieve less than 0.15x the expert speedup: agents struggle in localizing optimization opportunities, reasoning about execution across functions, and maintaining correctness in proposed edits. We release the benchmark and accompanying data pipeline to facilitate research on automated performance engineering and long-horizon software reasoning.

  • 8 authors
·
Nov 8, 2025 2

SERL: A Software Suite for Sample-Efficient Robotic Reinforcement Learning

In recent years, significant progress has been made in the field of robotic reinforcement learning (RL), enabling methods that handle complex image observations, train in the real world, and incorporate auxiliary data, such as demonstrations and prior experience. However, despite these advances, robotic RL remains hard to use. It is acknowledged among practitioners that the particular implementation details of these algorithms are often just as important (if not more so) for performance as the choice of algorithm. We posit that a significant challenge to widespread adoption of robotic RL, as well as further development of robotic RL methods, is the comparative inaccessibility of such methods. To address this challenge, we developed a carefully implemented library containing a sample efficient off-policy deep RL method, together with methods for computing rewards and resetting the environment, a high-quality controller for a widely-adopted robot, and a number of challenging example tasks. We provide this library as a resource for the community, describe its design choices, and present experimental results. Perhaps surprisingly, we find that our implementation can achieve very efficient learning, acquiring policies for PCB board assembly, cable routing, and object relocation between 25 to 50 minutes of training per policy on average, improving over state-of-the-art results reported for similar tasks in the literature. These policies achieve perfect or near-perfect success rates, extreme robustness even under perturbations, and exhibit emergent recovery and correction behaviors. We hope that these promising results and our high-quality open-source implementation will provide a tool for the robotics community to facilitate further developments in robotic RL. Our code, documentation, and videos can be found at https://serl-robot.github.io/

  • 10 authors
·
Jan 29, 2024 1

Hybrid Genetic Search for the CVRP: Open-Source Implementation and SWAP* Neighborhood

The vehicle routing problem is one of the most studied combinatorial optimization topics, due to its practical importance and methodological interest. Yet, despite extensive methodological progress, many recent studies are hampered by the limited access to simple and efficient open-source solution methods. Given the sophistication of current algorithms, reimplementation is becoming a difficult and time-consuming exercise that requires extensive care for details to be truly successful. Against this background, we use the opportunity of this short paper to introduce a simple -- open-source -- implementation of the hybrid genetic search (HGS) specialized to the capacitated vehicle routing problem (CVRP). This state-of-the-art algorithm uses the same general methodology as Vidal et al. (2012) but also includes additional methodological improvements and lessons learned over the past decade of research. In particular, it includes an additional neighborhood called SWAP* which consists in exchanging two customers between different routes without an insertion in place. As highlighted in our study, an efficient exploration of SWAP* moves significantly contributes to the performance of local searches. Moreover, as observed in experimental comparisons with other recent approaches on the classical instances of Uchoa et al. (2017), HGS still stands as a leading metaheuristic regarding solution quality, convergence speed, and conceptual simplicity.

  • 1 authors
·
Oct 11, 2021

TROPT: An Open Framework for Unifying and Advancing Discrete Text Optimization

Discrete text-trigger optimization -- searching for text sequences that, when ingested by a model, steer it toward a specified objective -- underpins model red-teaming (e.g., LLM jailbreaks), as well as auditing and interpretability. However, the current state of discrete optimizers hinders their adoption and progress. First, existing optimizers, when open-sourced at all, are scattered across research codebases tied to specific models, objectives, and problem domains. Second, optimizer variants proliferate, each requiring engineering overhead to use or extend, and remaining hard to compare head-to-head. Together, these raise the bar for adopting optimizers in existing or new domains, and for advancing them via new strategies. We address these gaps with TROPT, the first open-source framework that unifies discrete optimizers' execution and standardizes their development under a single interface. TROPT makes it easy to customize end-to-end optimization recipes by swapping any component -- models, objectives, and optimizers -- extending its reach across domains and new applications. TROPT currently ships with 30+ optimization recipes -- covering applications such as jailbreaking and probing model internals -- built from 15+ optimizers (spanning white-box to black-box access) and 15+ losses, from foundational to state-of-the-art methods. Demonstrating its utility, we leverage TROPT in several studies: (i) controlled, large-scale experiments comparing and enhancing optimization strategies for LLM jailbreaks, revealing potent-yet-underadopted techniques; and (ii) porting optimizers from one domain (e.g., LLM jailbreak) to new domains (e.g., corpus-poisoning embedding model). In all, TROPT significantly lowers the barrier to adopting and advancing discrete text optimization.

REASONING COMPILER: LLM-Guided Optimizations for Efficient Model Serving

While model serving has unlocked unprecedented capabilities, the high cost of serving large-scale models continues to be a significant barrier to widespread accessibility and rapid innovation. Compiler optimizations have long driven substantial performance improvements, but existing compilers struggle with neural workloads due to the exponentially large and highly interdependent space of possible transformations. Although existing stochastic search techniques can be effective, they are often sample-inefficient and fail to leverage the structural context underlying compilation decisions. We set out to investigate the research question of whether reasoning with large language models (LLMs), without any retraining, can leverage the context-aware decision space of compiler optimizations to significantly improve sample efficiency. To that end, we introduce a novel compilation framework (dubbed REASONING COMPILER) that formulates optimization as a sequential, context-aware decision process guided by a large language model and structured Monte Carlo tree search (MCTS). The LLM acts as a proposal mechanism, suggesting hardware-informed transformations that reflect the current program state and accumulated performance feedback. MCTS incorporates the LLM-generated proposals to balance exploration and exploitation, facilitating a structured, context-sensitive traversal of the expansive compiler optimization space. By achieving substantial speedups with markedly fewer samples than leading neural compilers, our approach demonstrates the potential of LLM-guided reasoning to transform the landscape of compiler optimization.

  • 5 authors
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Feb 3

DecompGym: Benchmarking LLM Agents on Designing Decomposition Algorithms

Benders decomposition and column generation solve large optimization problems by passing cuts, columns, and dual values between a master problem and subproblems, and are hard to implement correctly. Large language models now automate parts of algorithm design, which points toward agents that build decomposition solvers for new problems. As a first step toward such agents, we study how well current coding agents design and implement these two algorithms, and how they fail. We introduce DecompGym, 81 instances from nine problem families (five Benders, four column generation), in which an agent writes a solver for a prescribed method. Each solver must meet three criteria: execution within a 60-second time limit; numerical feasibility together with a method audit, in which an LLM judge reads the solver's code; and an objective within 1% of the stored optimal objective. We evaluate 12 GPT, Claude, and Gemini models running in coding-agent tools. Over up to ten attempts, we compare independent regeneration with reflection, which first diagnoses the failure. On the first attempt, two models solve every instance and seven solve more than 90%. Most Benders failures (48 of 62) are missing or suboptimal solutions. The most common column-generation failure is a method-audit rejection. Output checks alone would accept 93 of the 108 attempts that fail the method audit. The most common rejection, an optimalif, occurs 96 times, 92 of them in one model.Reflection turns 66% of retries into successes, compared with 39% for regeneration, and it repairs method-audit failures, for which the judge names the defecective gaps. Agents for decomposition therefore need checks on how a solver reaches its answer and feedback that locates the error. The benchmark is available at https://github.com/SIKAI-C/DecompGym.

  • 7 authors
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Oct 27

Illuminating search spaces by mapping elites

Many fields use search algorithms, which automatically explore a search space to find high-performing solutions: chemists search through the space of molecules to discover new drugs; engineers search for stronger, cheaper, safer designs, scientists search for models that best explain data, etc. The goal of search algorithms has traditionally been to return the single highest-performing solution in a search space. Here we describe a new, fundamentally different type of algorithm that is more useful because it provides a holistic view of how high-performing solutions are distributed throughout a search space. It creates a map of high-performing solutions at each point in a space defined by dimensions of variation that a user gets to choose. This Multi-dimensional Archive of Phenotypic Elites (MAP-Elites) algorithm illuminates search spaces, allowing researchers to understand how interesting attributes of solutions combine to affect performance, either positively or, equally of interest, negatively. For example, a drug company may wish to understand how performance changes as the size of molecules and their cost-to-produce vary. MAP-Elites produces a large diversity of high-performing, yet qualitatively different solutions, which can be more helpful than a single, high-performing solution. Interestingly, because MAP-Elites explores more of the search space, it also tends to find a better overall solution than state-of-the-art search algorithms. We demonstrate the benefits of this new algorithm in three different problem domains ranging from producing modular neural networks to designing simulated and real soft robots. Because MAP- Elites (1) illuminates the relationship between performance and dimensions of interest in solutions, (2) returns a set of high-performing, yet diverse solutions, and (3) improves finding a single, best solution, it will advance science and engineering.

  • 2 authors
·
Apr 19, 2015

Mixture of Self-Improving Branches For Agent Harness Optimization

Harness optimization provides a practical setting for recursive self-improvement (RSI), where agent-generated modifications inform subsequent changes through execution feedback. Recent work such as Meta-Harness implements this process through iterative code generation and evaluation, but retains a fixed development set and proposal policy. These constraints channel evolution along a single search trajectory, increasing the risk of converging to a local optimum. We make the improvement process itself adaptive by organizing search into branches with evolving development subsets and proposal policies. Each branch retains development cases solved by more of its leading harnesses than by those of other branches, drops cases solved by every leading harness across all branches, and revises its proposal policy using its own search history. To deploy the resulting complementary harnesses, we propose a router to select one development-selected branch head for each new input before execution. Across mathematical reasoning and agentic coding benchmarks, our system achieves relative improvements over Meta-Harness of 34.8% on Olympiad-level mathematical reasoning, 11.6% on Terminal-Bench 2.0, and 3.8% on SWE-bench Lite, with harness selection and router configuration based solely on development data. These results show that evolving branch objectives and proposal policies can yield complementary harnesses whose strengths a router combines without access to test outcomes.

  • 9 authors
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Sep 28

OptiBench Meets ReSocratic: Measure and Improve LLMs for Optimization Modeling

Large language models (LLMs) have exhibited their problem-solving abilities in mathematical reasoning. Solving realistic optimization (OPT) problems in application scenarios requires advanced and applied mathematics ability. However, current OPT benchmarks that merely solve linear programming are far from complex realistic situations. In this work, we propose OptiBench, a benchmark for End-to-end optimization problem-solving with human-readable inputs and outputs. OptiBench contains rich optimization problems, including linear and nonlinear programming with or without tabular data, which can comprehensively evaluate LLMs' solving ability. In our benchmark, LLMs are required to call a code solver to provide precise numerical answers. Furthermore, to alleviate the data scarcity for optimization problems, and to bridge the gap between open-source LLMs on a small scale (e.g., Llama-3-8b) and closed-source LLMs (e.g., GPT-4), we further propose a data synthesis method namely ReSocratic. Unlike general data synthesis methods that proceed from questions to answers, \ReSocratic first incrementally synthesizes formatted optimization demonstration with mathematical formulations step by step and then back-translates the generated demonstrations into questions. Based on this, we synthesize the ReSocratic-29k dataset. We further conduct supervised fine-tuning with ReSocratic-29k on multiple open-source models. Experimental results show that ReSocratic-29k significantly improves the performance of open-source models.

  • 10 authors
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Jul 13, 2024

PERFOPT-Bench: Evaluating Coding Agents on Software Performance Optimization

Coding-agent benchmarks have largely measured whether agents can produce functionally correct patches, but production software also demands measurable speedups on real execution targets. Performance optimization is a distinct agentic task: agents must profile executions, diagnose cross-layer bottlenecks, edit code without breaking correctness, and verify that gains are reproducible rather than measurement artifacts. We introduce PERFOPT-Bench, a benchmark for evaluating this full performance-engineering loop. Each task provides a correct but deliberately suboptimal codebase and asks the agent to improve a target performance metric; scoring requires hidden correctness tests, verified-speedup measurement, and trajectory-level audit. We evaluate 7 agent stacks with different LLMs and agent frameworks on 7 long-horizon optimization tasks. The results show that optimization performance is workload-dependent rather than determined by model identity alone: no single stack dominates, and changing the agent framework can materially change the same LLM's per-task speedup profile. We further find that raw speedup is unsafe as a benchmark score, since some large gains arise from benchmark-specific shortcut exploitation; an exploratory relay pilot suggests that restarting from an externalized optimization summary can recover additional headroom after an initial session stops. The benchmark and our evaluation are available at: https://anonymous.4open.science/r/Dataset-D3CC.

  • 6 authors
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Jul 7

OptimalThinkingBench: Evaluating Over and Underthinking in LLMs

Thinking LLMs solve complex tasks at the expense of increased compute and overthinking on simpler problems, while non-thinking LLMs are faster and cheaper but underthink on harder reasoning problems. This has led to the development of separate thinking and non-thinking LLM variants, leaving the onus of selecting the optimal model for each query on the end user. In this work, we introduce OptimalThinkingBench, a unified benchmark that jointly evaluates overthinking and underthinking in LLMs and also encourages the development of optimally-thinking models that balance performance and efficiency. Our benchmark comprises two sub-benchmarks: OverthinkingBench, featuring simple queries in 72 domains, and UnderthinkingBench, containing 11 challenging reasoning tasks. Using novel thinking-adjusted accuracy metrics, we perform extensive evaluation of 33 different thinking and non-thinking models and show that no model is able to optimally think on our benchmark. Thinking models often overthink for hundreds of tokens on the simplest user queries without improving performance. In contrast, large non-thinking models underthink, often falling short of much smaller thinking models. We further explore several methods to encourage optimal thinking, but find that these approaches often improve on one sub-benchmark at the expense of the other, highlighting the need for better unified and optimal models in the future.

  • 7 authors
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Aug 18, 2025

Learning to Relax: Setting Solver Parameters Across a Sequence of Linear System Instances

Solving a linear system Ax=b is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter omega has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed omega as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best omega for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.

  • 4 authors
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Oct 3, 2023

DuoDiscover: Scaling Autonomous Discovery Beyond the Evaluation Bottleneck

Evaluation has been central to advances in AI, and it is equally critical to autonomous discovery. Yet scaling autonomous discovery to real-world engineering challenges faces a fundamental bottleneck: the cost of evaluating progress. In real settings, a single true evaluation, such as a full benchmark or serving trace, can take hours, so a search can afford only a handful of true evaluations. We present DuoDiscover, a search system that jointly discovers what to optimize and how to evaluate progress efficiently, through three mechanisms. First, each worker in a fleet of coding agents co-discovers an optimization target and a fast, tailored proxy evaluator, which we call a yardstick. The agent then hill-climbs the yardstick rather than the true evaluation. Second, since search can exploit gaps between a yardstick and the true objective, fidelity tests continually recheck each yardstick's ranking and invalidate any that drift. Third, the fleet is bottom-up, with no central decomposition of the problem. A lightweight orchestrator spawns and terminates agents, briefs running ones, and seeds new agents with others' confirmed work. DuoDiscover enables autonomous optimization from software to chip architecture. We demonstrate DuoDiscover on two repository-level benchmarks and four GPU and TPU kernel suites covering hundreds of kernels. On SWE-fficiency, it doubles the average speedup of human experts. On SOL-Exec, it ranks first on 121 of 235 kernels and in the top three on 212. On the heavily optimized vLLM and SQLite engines, DuoDiscover achieves 1.92times and 1.38times gains over the base code. On a CPU microarchitecture optimization task with evaluations of up to 28 hours, DuoDiscover surpasses both AlphaEvolve-based ArchAgent v2 and the best human design, with 1.65times ArchAgent v2's gain in 16.7 days versus more than 40 days, advancing the frontier of autonomous chip design.

google Google
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Oct 11 2

AlgoTune: Can Language Models Speed Up General-Purpose Numerical Programs?

Despite progress in language model (LM) capabilities, evaluations have thus far focused on models' performance on tasks that humans have previously solved, including in programming (Jimenez et al., 2024) and mathematics (Glazer et al., 2024). We therefore propose testing models' ability to design and implement algorithms in an open-ended benchmark: We task LMs with writing code that efficiently solves computationally challenging problems in computer science, physics, and mathematics. Our AlgoTune benchmark consists of 154 coding tasks collected from domain experts and a framework for validating and timing LM-synthesized solution code, which is compared to reference implementations from popular open-source packages. In addition, we develop a baseline LM agent, AlgoTuner, and evaluate its performance across a suite of frontier models. AlgoTuner uses a simple, budgeted loop that edits code, compiles and runs it, profiles performance, verifies correctness on tests, and selects the fastest valid version. AlgoTuner achieves an average 1.72x speedup against our reference solvers, which use libraries such as SciPy, sk-learn and CVXPY. However, we find that current models fail to discover algorithmic innovations, instead preferring surface-level optimizations. We hope that AlgoTune catalyzes the development of LM agents exhibiting creative problem solving beyond state-of-the-art human performance.

  • 24 authors
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Jul 19, 2025

Occamy-1.0: Open Pareto-frontier 35B Intelligence for Co-work

Co-work agents execute complex workflows that combine information gathering, tool use, coding, and file manipulation across many model invocations. Because cost and latency accumulate over the full episode, their practical value depends not only on peak capability but also on how efficiently that capability is delivered. Yet many steps in everyday work emphasize state tracking, coordination, recovery, and follow-through rather than frontier-scale reasoning. We present Occamy-1.0, a cost-efficient co-work model obtained by further training the post-trained Qwen3.6-35B-A3B checkpoint. We construct execution-grounded data and environments, capture replayable long-horizon trajectories across multiple harnesses, and use staged post-training to develop and consolidate complementary execution capabilities. Across a broad suite of co-work benchmarks, Occamy-1.0 is consistently among the strongest comparably sized models and remains competitive with substantially larger frontier systems on several tasks. Under our stated evaluation and pricing protocol, its aggregate performance across four representative benchmarks places it at the low-cost knee of the observed cost--performance Pareto frontier. Supporting evaluations in tool calling, coding, and instruction following further show that this specialization preserves broad agentic capability. We release the model weights and a subset of the training data to support research on practical co-work agents and agentic post-training.

Accio-Lab Accio
·
Sep 3 5

Trace is the New AutoDiff -- Unlocking Efficient Optimization of Computational Workflows

We study a class of optimization problems motivated by automating the design and update of AI systems like coding assistants, robots, and copilots. We propose an end-to-end optimization framework, Trace, which treats the computational workflow of an AI system as a graph akin to neural networks, based on a generalization of back-propagation. Optimization of computational workflows often involves rich feedback (e.g. console output or user's responses), heterogeneous parameters (e.g. prompts, hyper-parameters, codes), and intricate objectives (beyond maximizing a score). Moreover, its computation graph can change dynamically with the inputs and parameters. We frame a new mathematical setup of iterative optimization, Optimization with Trace Oracle (OPTO), to capture and abstract these properties so as to design optimizers that work across many domains. In OPTO, an optimizer receives an execution trace along with feedback on the computed output and updates parameters iteratively. Trace is the tool to implement OPTO in practice. Trace has a Python interface that efficiently converts a computational workflow into an OPTO instance using a PyTorch-like interface. Using Trace, we develop a general-purpose LLM-based optimizer called OptoPrime that can effectively solve OPTO problems. In empirical studies, we find that OptoPrime is capable of first-order numerical optimization, prompt optimization, hyper-parameter tuning, robot controller design, code debugging, etc., and is often competitive with specialized optimizers for each domain. We believe that Trace, OptoPrime and the OPTO framework will enable the next generation of interactive agents that automatically adapt using various kinds of feedback. Website: https://microsoft.github.io/Trace

  • 3 authors
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Jun 23, 2024 1

Provably Data-driven Lagrangian Relaxation for Mixed Integer Linear Programming

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the coupling constraints, LR enables parallel subproblem solving and often yields tighter dual bounds than standard linear programming relaxations, which is crucial for efficient branch-and-bound pruning. While recent empirical work has shown promising results using machine learning to predict these multipliers, a theoretical understanding of such methods remains an open question. In this work, we bridge this gap by analyzing the problem of learning LR through the lens of Data-driven Algorithm Design, i.e., a statistical learning problem over a distribution of problem instances. Our contributions are as follows: first, we derive a generalization bound of O(s^{1.5}/N) for the learned multipliers, where s is the number of coupling constraints and N is the sample size. Second, we provide a minimax lower-bound of Ω(s/N), proving that a linear dependency is unavoidable. Third, we constructively close this theoretical gap by proving that Stochastic Gradient Ascent (SGA) with averaging achieves the minimax optimal rate Θ(s/N). Finally, we extend our framework to the learning-to-warm-start setting, proving that it achieves a fast, minimax-optimal rate of Θ(s/N) and establishing a theoretical advantage over direct multiplier prediction.

  • 3 authors
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May 24

The Predicted-Updates Dynamic Model: Offline, Incremental, and Decremental to Fully Dynamic Transformations

We formulate the predicted-updates dynamic model, one of the first beyond-worst-case models for dynamic algorithms, which generalizes a large set of well-studied dynamic models including the offline dynamic, incremental, and decremental models to the fully dynamic setting when given predictions about the update times of the elements. In the most basic form of our model, we receive a set of predicted update times for all of the updates that occur over the event horizon. We give a novel framework that "lifts" offline divide-and-conquer algorithms into the fully dynamic setting with little overhead. Using this, we are able to interpolate between the offline and fully dynamic settings; when the ell_1 error of the prediction is linear in the number of updates, we achieve the offline runtime of the algorithm (up to poly log n factors). Provided a fully dynamic backstop algorithm, our algorithm will never do worse than the backstop algorithm regardless of the prediction error. Furthermore, our framework achieves a smooth linear trade-off between ell_1 error in the predictions and runtime. These correspond to the desiderata of consistency, robustness, and graceful degradation of the algorithms-with-predictions literature. We further extend our techniques to incremental and decremental settings, transforming algorithms in these settings when given predictions of only the deletion and insertion times, respectively. Our framework is general, and we apply it to obtain improved efficiency bounds over the state-of-the-art dynamic algorithms for a variety of problems including triconnectivity, planar digraph all pairs shortest paths, k-edge connectivity, and others, for prediction error of reasonable magnitude.

  • 2 authors
·
Jul 17, 2023

Bandits with Knapsacks

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising. In many of these application domains the learner may be constrained by one or more supply (or budget) limits, in addition to the customary limitation on the time horizon. The literature lacks a general model encompassing these sorts of problems. We introduce such a model, called "bandits with knapsacks", that combines aspects of stochastic integer programming with online learning. A distinctive feature of our problem, in comparison to the existing regret-minimization literature, is that the optimal policy for a given latent distribution may significantly outperform the policy that plays the optimal fixed arm. Consequently, achieving sublinear regret in the bandits-with-knapsacks problem is significantly more challenging than in conventional bandit problems. We present two algorithms whose reward is close to the information-theoretic optimum: one is based on a novel "balanced exploration" paradigm, while the other is a primal-dual algorithm that uses multiplicative updates. Further, we prove that the regret achieved by both algorithms is optimal up to polylogarithmic factors. We illustrate the generality of the problem by presenting applications in a number of different domains including electronic commerce, routing, and scheduling. As one example of a concrete application, we consider the problem of dynamic posted pricing with limited supply and obtain the first algorithm whose regret, with respect to the optimal dynamic policy, is sublinear in the supply.

  • 3 authors
·
Sep 4, 2017

FindStatBench: Evaluating Large Language Models on Combinatorial Code Synthesis

We introduce FindStatBench, an execution benchmark for evaluating large language models on combinatorial code synthesis. Built from FindStat, it contains 2,329 tasks across 24 collections and 5.52M hidden instances, covering statistic synthesis, which maps objects to integers, and map synthesis, which maps objects to objects. Each task gives a mathematical description and at most five public input-output examples; a model must emit one Python solve function with no retrieval, tool use, execution feedback, voting, or reranking. Submissions are scored by exact sandboxed execution on held-out combinatorial objects. We evaluate eleven systems: four closed-source production models and seven open-weight models served through one inference provider. FindStatBench reveals three main patterns. First, the strongest open- and closed-source systems converge within 1 pp instance accuracy, and both an oracle over all systems and five-way sampling from one mid-tier model yield only limited task-accuracy gains. Second, examples can hurt: several classical bijections are solved perfectly with zero examples but fail under five-example prompts. Third, some failures reflect output-budget mechanics, as reasoning can exhaust the visible response before code is emitted. Overall, statistic synthesis is much easier than map synthesis, some collections remain near-zero, long prompts cause a sharp accuracy cliff, and exact symbolic rule induction remains brittle.

  • 1 authors
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May 15