Agentic Monte Carlo: Simulating Reinforcement Learning for Black-Box Agents 文章

ArXiv CS.AI2026-06-06NEWSen作者: Dae Yon Hwang, Raunaq Suri, Valentin Villecroze, Anthony L. Caterini, Jesse C. Cresswell, No\"el Vouitsis, Brendan Leigh Ross

详细信息

来源站点
ArXiv CS.AI
作者
Dae Yon Hwang, Raunaq Suri, Valentin Villecroze, Anthony L. Caterini, Jesse C. Cresswell, No\"el Vouitsis, Brendan Leigh Ross
文章类型
NEWS
语言
en
发布日期
2026-06-06

摘要

arXiv:2606.05296v1 Announce Type: cross Abstract: LLM agents operate in two distinct regimes: open-weight agents amenable to reinforcement learning (RL) and black-box agents whose behaviour must be controlled purely at test time. Although black-box agents are often backed by state-of-the-art proprietary LLMs, API-only access precludes parameter-level optimization, rendering most RL methods inapplicable. To address this limitation, we turn to a known equivalence between RL and Bayesian inference. We propose Agentic Monte Carlo (AMC) to directly sample from the optimal policy of a black-box agent rather than training it through RL. The optimal policy is a posterior over trajectories whose prior we define as the fixed black-box LLM agent. We employ Sequential Monte Carlo to sample from this posterior by learning a value function to steer the agent while leaving the underlying black-box model unchanged.

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