Wider or Deeper? Scaling LLM Inference-Time Compute with Adaptive Branching Tree Search
Published 7 Nov 2025 · arXiv · Yuichi Inoue
Overview
The paper presents Adaptive Branching Monte Carlo Tree Search (AB-MCTS), a novel framework for improving inference-time computation in large language models (LLMs). This method leverages external feedback to dynamically decide whether to expand new candidate responses or revisit existing ones, enhancing reasoning capabilities.
Key Insights
- AB-MCTS Framework: Introduces a method that generalizes repeated sampling with multi-turn exploration and exploitation.
- Evidence: Empirical results show AB-MCTS outperforms repeated sampling and standard MCTS.
- Verifiable: Yes, through empirical evaluation.
- Performance: Demonstrates superior performance in complex coding and engineering tasks.
- Evidence: Evaluated using frontier models.
- Verifiable: Yes, through task-specific benchmarks.
BFSI Relevance
- Why Relevant: Enhances decision-making processes in AI-driven financial services by improving model inference efficiency and accuracy.
- Primary Sector: Financial Services
- Subsectors: Asset Management, Risk Management
- Actionable Implications:
- Implement AB-MCTS to improve AI model performance in financial analysis.
- Use enhanced inference capabilities for better risk assessment and decision-making.
researcher peer-reviewed-paper global