ALPHALAB: Autonomous Multi-Agent Research Across Optimization Domains with Frontier LLMs
Official Schedule Context
- Date/time: 2026-07-01 · 10:45am-11:05am
- Track/room: AI in Finance · Track 3
- Speaker(s): Brendan Rappazzo
- Session type/status: session · confirmed
Official Description
We built AlphaLab to automate quantitative research at Morgan Stanley’s Machine Learning Research
Lab - the experimental grind of architecture search, hyperparameter tuning, and literature review
that consumes most of a researcher's time. To show it generalizes, we ran it on three deliberately
different domains: CUDA kernel optimization (4.4× mean speedup over torch.compile, 91× peak), LLM
pretraining (22% lower validation loss under a 20-minute budget), and traffic forecasting (23–25%
RMSE improvement after the system independently found and tuned TFT and iTransformer from the
literature). AlphaLab is an agentic harness that takes a dataset and a natural-language objective
and runs a full research campaign across three phases: it explores the data and surveys prior work,
it constructs and adversarially validates its own evaluation framework, and then it runs experiments
at scale on a multi-GPU cluster via a Strategist/Worker loop with a persistent playbook that
accumulates domain knowledge across experiments. In Phase 3 - the dispatcher keeps a large cluster
fully utilized indefinitely with no human in the loop, and the playbook ends up containing domain-
specific methodology that didn't exist anywhere in the prompts at launch. This talk walks through
the three phases, what we learned from running campaigns with different models, what we have learned
from using this in real systems, and future areas we are exploring.
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Notes
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