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When analysing Quantum Key Distribution (QKD) protocols several metrics can be determined, but one of the most important is the Secret Key Rate. The Secret Key Rate is the number of bits per transmission that result in being part of a Secret Key between two parties. There are equations that give the Secret Key Rate, for example, for the BB84 protocol, equation 52 from [1, p.1032] gives the Secret Key Rate for a given Quantum Bit Error Rate (QBER). However, the analysis leading to equations such as these often rely on an Asymptotic approach, where it is assumed that an infinite number of transmissions are sent between the two communicating parties (henceforth denoted as Alice and Bob). In a practical implementation this is obviously impossible. Moreover, some QKD protocols belong to a category called Asymmetric protocols, for which it is significantly more difficult to perform such an analysis. As such, there is currently a lot of investigation into a different approach called the Finite-key regime. Work by Bunandar et al. [2] has produced code that used Semi-Definite Programming to produce lower bounds on the Secret Key Rate of even Asymmetric protocols. Our work looks at devising a novel QKD protocol taking inspiration from both the 3-state version of BB84 [3], and the Twin-Field protocol [4], and then using this code to perform analysis of the new protocol.

Block-based visual programming environments play an increasingly important role in introducing computing concepts to K-12 students. In recent years, they have also gained popularity in neuro-symbolic AI, serving as a benchmark to evaluate general problem-solving and logical reasoning skills. The open-ended and conceptual nature of these visual programming tasks make them challenging, both for state-of-the-art AI agents as well as for novice programmers. A natural approach to providing assistance for problem-solving is breaking down a complex task into a progression of simpler subtasks; however, this is not trivial given that the solution codes are typically nested and have non-linear execution behavior. In this paper, we formalize the problem of synthesizing such a progression for a given reference block-based visual programming task. We propose a novel synthesis algorithm that generates a progression of subtasks that are high-quality, well-spaced in terms of their complexity, and solving this progression leads to solving the reference task. We show the utility of our synthesis algorithm in improving the efficacy of AI agents (in this case, neural program synthesizers) for solving tasks in the Karel programming environment. Then, we conduct a user study to demonstrate that our synthesized progression of subtasks can assist a novice programmer in solving tasks in the Hour of Code: Maze Challenge by Code-dot-org.

We consider repeated multi-unit auctions with uniform pricing, which are widely used in practice for allocating goods such as carbon licenses. In each round, $K$ identical units of a good are sold to a group of buyers that have valuations with diminishing marginal returns. The buyers submit bids for the units, and then a price $p$ is set per unit so that all the units are sold. We consider two variants of the auction, where the price is set to the $K$-th highest bid and $(K+1)$-st highest bid, respectively. We analyze the properties of this auction in both the offline and online settings. In the offline setting, we consider the problem that one player $i$ is facing: given access to a data set that contains the bids submitted by competitors in past auctions, find a bid vector that maximizes player $i$'s cumulative utility on the data set. We design a polynomial time algorithm for this problem, by showing it is equivalent to finding a maximum-weight path on a carefully constructed directed acyclic graph. In the online setting, the players run learning algorithms to update their bids as they participate in the auction over time. Based on our offline algorithm, we design efficient online learning algorithms for bidding. The algorithms have sublinear regret, under both full information and bandit feedback structures. We complement our online learning algorithms with regret lower bounds. Finally, we analyze the quality of the equilibria in the worst case through the lens of the core solution concept in the game among the bidders. We show that the $(K+1)$-st price format is susceptible to collusion among the bidders; meanwhile, the $K$-th price format does not have this issue.

License plate recognition plays a critical role in many practical applications, but license plates of large vehicles are difficult to be recognized due to the factors of low resolution, contamination, low illumination, and occlusion, to name a few. To overcome the above factors, the transportation management department generally introduces the enlarged license plate behind the rear of a vehicle. However, enlarged license plates have high diversity as they are non-standard in position, size, and style. Furthermore, the background regions contain a variety of noisy information which greatly disturbs the recognition of license plate characters. Existing works have not studied this challenging problem. In this work, we first address the enlarged license plate recognition problem and contribute a dataset containing 9342 images, which cover most of the challenges of real scenes. However, the created data are still insufficient to train deep methods of enlarged license plate recognition, and building large-scale training data is very time-consuming and high labor cost. To handle this problem, we propose a novel task-level disentanglement generation framework based on the Disentangled Generation Network (DGNet), which disentangles the generation into the text generation and background generation in an end-to-end manner to effectively ensure diversity and integrity, for robust enlarged license plate recognition. Extensive experiments on the created dataset are conducted, and we demonstrate the effectiveness of the proposed approach in three representative text recognition frameworks.

We study online learning problems in which a decision maker has to make a sequence of costly decisions, with the goal of maximizing their expected reward while adhering to budget and return-on-investment (ROI) constraints. Previous work requires the decision maker to know beforehand some specific parameters related to the degree of strict feasibility of the offline problem. Moreover, when inputs are adversarial, it requires the existence of a strictly feasible solution to the offline optimization problem at each round. Both requirements are unrealistic for practical applications such as bidding in online ad auctions. We propose a best-of-both-worlds primal-dual framework which circumvents both assumptions by exploiting the notion of interval regret, providing guarantees under both stochastic and adversarial inputs. Our proof techniques can be applied to both input models with minimal modifications, thereby providing a unified perspective on the two problems. Finally, we show how to instantiate the framework to optimally bid in various mechanisms of practical relevance, such as first- and second-price auctions.

We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to maximize the cumulative rewards while ensuring that the cumulative costs are lower than some predetermined cost constraints. We assume that contexts come from a continuous set, that costs can be signed, and that the expected reward and cost functions, while unknown, may be uniformly estimated -- a typical assumption in the literature. In this setting, total cost constraints had so far to be at least of order $T^{3/4}$, where $T$ is the number of rounds, and were even typically assumed to depend linearly on $T$. We are however motivated to use CBwK to impose a fairness constraint of equalized average costs between groups: the budget associated with the corresponding cost constraints should be as close as possible to the natural deviations, of order $\sqrt{T}$. To that end, we introduce a dual strategy based on projected-gradient-descent updates, that is able to deal with total-cost constraints of the order of $\sqrt{T}$ up to poly-logarithmic terms. This strategy is more direct and simpler than existing strategies in the literature. It relies on a careful, adaptive, tuning of the step size.

We give two prediction intervals (PI) for Generalized Linear Models that take model selection uncertainty into account. The first is a straightforward extension of asymptotic normality results and the second includes an extra optimization that improves nominal coverage for small-to--moderate samples. Both PI's are wider than would be obtained without incorporating model selection uncertyainty. We compare these two PI's with three other PI's. Two are based on bootstrapping procedures and the third is based on a PI from Bayes model averaging. We argue that for general usage either the asymptotic normality or optimized asymptotic normality PI's work best. In an Appendix we extend our results to Generalized Linear Mixed Models.

Many practical problems can be understood as the search for a state of affairs that extends a fixed partial state of affairs, the \emph{environment}, while satisfying certain conditions that are formally specified. Such problems are found in, e.g., engineering, law or economics. We study this class of problems in a context where some of the relevant information about the environment is not known by the user at the start of the search. During the search, the user may consider tentative solutions that make implicit hypotheses about these unknowns. To ensure that the solution is appropriate, these hypotheses must be verified by observing the environment. Furthermore, we assume that, in addition to knowledge of what constitutes a solution, knowledge of general laws of the environment is also present. We formally define partial solutions with enough verified facts to guarantee the existence of complete and appropriate solutions. Additionally, we propose an interactive system to assist the user in their search by determining 1) which hypotheses implicit in a tentative solution must be verified in the environment, and 2) which observations can bring useful information for the search. We present an efficient method to over-approximate the set of relevant information, and evaluate our implementation.

Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids, i.e., the wining price is fixed, leading to poor performance of the derived solution. Although a few studies use multi-agent reinforcement learning to set up a cooperative game, they still suffer the following drawbacks: (1) They fail to avoid collusion solutions where all the advertisers involved in an auction collude to bid an extremely low price on purpose. (2) Previous works cannot well handle the underlying complex bidding environment, leading to poor model convergence. This problem could be amplified when handling multiple objectives of advertisers which are practical demands but not considered by previous work. In this paper, we propose a novel multi-objective cooperative bid optimization formulation called Multi-Agent Cooperative bidding Games (MACG). MACG sets up a carefully designed multi-objective optimization framework where different objectives of advertisers are incorporated. A global objective to maximize the overall profit of all advertisements is added in order to encourage better cooperation and also to protect self-bidding advertisers. To avoid collusion, we also introduce an extra platform revenue constraint. We analyze the optimal functional form of the bidding formula theoretically and design a policy network accordingly to generate auction-level bids. Then we design an efficient multi-agent evolutionary strategy for model optimization. Offline experiments and online A/B tests conducted on the Taobao platform indicate both single advertiser's objective and global profit have been significantly improved compared to state-of-art methods.

This paper proposes a recommender system to alleviate the cold-start problem that can estimate user preferences based on only a small number of items. To identify a user's preference in the cold state, existing recommender systems, such as Netflix, initially provide items to a user; we call those items evidence candidates. Recommendations are then made based on the items selected by the user. Previous recommendation studies have two limitations: (1) the users who consumed a few items have poor recommendations and (2) inadequate evidence candidates are used to identify user preferences. We propose a meta-learning-based recommender system called MeLU to overcome these two limitations. From meta-learning, which can rapidly adopt new task with a few examples, MeLU can estimate new user's preferences with a few consumed items. In addition, we provide an evidence candidate selection strategy that determines distinguishing items for customized preference estimation. We validate MeLU with two benchmark datasets, and the proposed model reduces at least 5.92% mean absolute error than two comparative models on the datasets. We also conduct a user study experiment to verify the evidence selection strategy.