experimental design teams

Abstract: Derivative-free optimization (DFO) addresses problems where derivatives are unavailable or costly to obtain. This setting often arises in simulation-based and experimental applications, where evaluating the black-box objective can itself be costly. Thus, it remains a central challenge in DFO to effectively exploit accumulated observations to select informative evaluation points under a limited budget. In this light, we introduce the NextEval solver, an agent-based DFO solver, which integrates the capabilities of a large language model (LLM) to guide the sequential selection of evaluation points. Specifically, we establish a system that combines an LLM agent with a numerical environment. The environment provides tools for analyzing past evaluations and executing numerical methods, while maintaining a shared evaluation history and method-specific state to support continuation across method switches. Using observations and tool feedback, the LLM agent selects tools, configures their parameters, and allocates the evaluation budget, while numerical methods compute and evaluate candidate points. Building on this system, we also introduce NextEval Bench, a benchmark protocol for comparing agent configurations on shared DFO tasks using the same numerical tools under matched evaluation budgets and information constraints. Numerical results on low-dimensional DFO problems demonstrate that the NextEval solver outperforms the state-of-the-art DFO baselines in function-evaluation efficiency.

Abstract: The Gram-Schmidt Walk is a randomized vector-balancing algorithm whose subgaussian guarantees support applications in discrepancy, experimental design, and data compression; however, these theoretical guarantees are established in exact arithmetic, whereas implementations must approximate least-squares directions, boundary updates, and sampling probabilities in finite precision. This is important because small numerical errors can change which coordinates freeze and thereby alter the subsequent trajectory. We analyze the concentration of the perturbed Gram-Schmidt walk directly under bounded, potentially biased and history-dependent errors. For $n$ input vectors of Euclidean norm at most one, we obtain a modified MGF bound depending on key error sources which recovers the original result as the error goes to zero. We also construct a full-column-rank instance in which bounded update errors produce bias of order $\min\{n^2\varepsilon,n\}$, showing that updates accumulate error unavoidably under this model. Finally, we validate our findings in a variety of settings by ablating on the bit precision and problem size.