Visual program synthesis is a promising approach to exploit the reasoning abilities of large language models for compositional computer vision tasks. Previous work has used few-shot prompting with frozen LLMs to synthesize visual programs.Training an LLM to write better visual programs is an attractive prospect, but it is unclear how to accomplish this.No dataset of visual programs for training exists, and acquisition of a visual program dataset cannot be easily crowdsourced due to the need for expert annotators.To get around the lack of direct supervision, we explore improving the program synthesis abilities of a LLM using feedback from interactive experience.We propose a method in which we exploit existing annotations for a vision-language task to improvise a coarse reward signal for that task, treat the LLM as a policy, and apply reinforced self-training to improve the visual program synthesis ability of the LLM for that task. We describe a series of experiments on object detection, compositional visual question answering, and image-text retrieval, and show that in each case, the self-trained LLM outperforms or performs on par with few-shot frozen LLMs that are an order of magnitude larger.