Efficient AI-Inspired Reduction of Feynman Integrals via Tube Seeding
Authors: Justin Berman, Francois Charton, Andres Luna, Matthias Wilhelm, Mao Zeng
Abstract
In this paper, we use machine learning to discover a new seeding strategy for integration-by-parts reduction of Feynman integrals, which is a frequent bottleneck in state-of-the-art calculations in theoretical particle and gravitational-wave physics. Our strategy allows us to reduce multi-loop integrals with large numerator powers via essentially the standard Laporta algorithm but with a sparse selection of seed integrals that grows only linearly with the numerator power, whereas existing strategies lead to growth with a polynomial power that increases with the complexity of the integral being reduced. The seeds are restricted to a thin tube-like region that connects the target integral to the master integrals along a zigzag path. We demonstrate the power of our approach by reducing non-planar 2-loop 5-point integrals of rank 20 with numerical kinematics over a finite field, which is prohibitively difficult for the Laporta algorithm with conventional seeding. Going beyond individual integrals, we further demonstrate the reduction of a complete set of top-level rank-10 integrals by dividing the target integrals into several chunks, each of which can be solved by our sparse seeding strategy with considerably less time and a significantly lower memory footprint than other state-of-the-art strategies, making the approach well-suited for phenomenological applications. We provide a proof-of-principle implementation on GitHub at https://github.com/andreslunagodoy/tube_seeding.
The discovery of first integrals is of fundamental scientific importance for understanding conservation laws in dynamical systems. However, existing symbolic computation tools and Large Language Models (LLMs) remain limited on this task because high-quality training data are scarce and successful solutions often depend on mathematical intuition. This paper presents FISolver, an LLM-based solver developed to address this challenge. First, we introduce a "Backward Generation" algorithm that systematically builds large-scale datasets of (differential equation, first integral) pairs by deriving differential equations from sampled integrals, thereby alleviating the data scarcity bottleneck. Second, we apply supervised fine-tuning to a compact mathematical model and further improve its performance through reinforcement learning with a Levenshtein Distance-based shaped reward. In addition, we design data synthesis and blending strategies that support effective adaptation to difficult problem families from sparse examples. Experiments show that FISolver, while requiring substantially lower computational cost, significantly outperforms larger mathematical LLMs and commercial solvers such as Mathematica on challenging benchmarks, indicating a new data-driven route for automated discovery of first integrals.
The Lenstra-Lenstra-Lovász (LLL) algorithm is a seminal contribution to computer science used for lattice basis reduction, yet its polynomial-time outputs produce bases that are far from optimal as the dimension grows. We show that deep reinforcement learning can discover strictly superior, generalizable reduction strategies by interacting with the primitive action space of LLL. We formulate lattice reduction as a single-player Markov Decision Process (MDP) and train a deep residual network using an AlphaZero-style self-play pipeline augmented with adaptive-horizon MCTS (Monte Carlo Tree Search), which couples multi-step network predictions with an entropy-gated expansion mechanism. The resulting policy, DeltaStar, is trained exclusively on small 8-dimensional q-ary lattices and requires fewer primitive row operations than LLL. Crucially, it generalizes zero-shot to unseen moduli and higher dimensions up to n=32 without retraining.
Numerical integration is a cornerstone of various scientific computing applications, such as engineering simulations and model evidence computations in probabilistic machine learning. Bayesian Quadrature uses Gaussian process surrogates that explicitly encode structural assumptions about the integrand to obtain integral estimates with quantified uncertainty. These surrogates are predominantly based on stationary covariance functions, which results in model misspecification for integrands exhibiting nonstationary behavior. We tackle this issue through an adaptively growing, tree-based partition of the integration domain into local stationary models. Our method recombines the local integral estimates through a hierarchy of GP conditioning that reintroduces cross-subdomain correlations, while model selection criteria control the tree growth to avoid unnecessary partitioning. The resulting algorithm is simple, requires no MCMC, and adapts its evaluation budget to local integrand complexity. On benchmark integration problems and a model evidence computation for an epidemiological model, Hierarchical Bayesian Quadrature achieves substantial gains over standard Bayesian Quadrature on nonstationary integrands while matching its performance on stationary ones.