Random quantum circuits have been utilized in the contexts of quantum supremacy demonstrations, variational quantum algorithms for chemistry and machine learning, and blackhole information. The ability of random circuits to approximate any random unitaries has consequences on their complexity, expressibility, and trainability. To study this property of random circuits, we develop numerical protocols for estimating the frame potential, the distance between a given ensemble and the exact randomness. Our tensor-network-based algorithm has polynomial complexity for shallow circuits and is high-performing using CPU and GPU parallelism. We study 1. local and parallel random circuits to verify the linear growth in complexity as stated by the Brown-Susskind conjecture, and; 2. hardware-efficient ans\"atze to shed light on its expressibility and the barren plateau problem in the context of variational algorithms. Our work shows that large-scale tensor network simulations could provide important hints toward open problems in quantum information science.
In this paper, we build on using the class of f-divergence induced coherent risk measures for portfolio optimization and derive its necessary optimality conditions formulated in CAPM format. We derive a new f-Beta similar to the Standard Betas and also extended it to previous works in Drawdown Betas. The f-Beta evaluates portfolio performance under an optimally perturbed market probability measure, and this family of Beta metrics gives various degrees of flexibility and interpretability. We conduct numerical experiments using selected stocks against a chosen S\&P 500 market index as the optimal portfolio to demonstrate the new perspectives provided by Hellinger-Beta as compared with Standard Beta and Drawdown Betas. In our experiments, the squared Hellinger distance is chosen to be the particular choice of the f-divergence function in the f-divergence induced risk measures and f-Betas. We calculate Hellinger-Beta metrics based on deviation measures and further extend this approach to calculate Hellinger-Betas based on drawdown measures, resulting in another new metric which is termed Hellinger-Drawdown Beta. We compare the resulting Hellinger-Beta values under various choices of the risk aversion parameter to study their sensitivity to increasing stress levels.
In this work, we focus on the communication aspect of decentralized learning, which involves multiple agents training a shared machine learning model using decentralized stochastic gradient descent (D-SGD) over distributed data. In particular, we investigate the impact of broadcast transmission and probabilistic random access policy on the convergence performance of D-SGD, considering the broadcast nature of wireless channels and the link dynamics in the communication topology. Our results demonstrate that optimizing the access probability to maximize the expected number of successful links is a highly effective strategy for accelerating the system convergence.
When predicting future events, it is common to issue forecasts that are probabilistic, in the form of probability distributions over the range of possible outcomes. Such forecasts can be evaluated using proper scoring rules. Proper scoring rules condense forecast performance into a single numerical value, allowing competing forecasters to be ranked and compared. To facilitate the use of scoring rules in practical applications, the scoringRules package in R provides popular scoring rules for a wide range of forecast distributions. This paper discusses an extension to the scoringRules package that additionally permits the implementation of popular weighted scoring rules. Weighted scoring rules allow particular outcomes to be targeted during forecast evaluation, recognising that certain outcomes are often of more interest than others when assessing forecast quality. This introduces the potential for very flexible, user-oriented evaluation of probabilistic forecasts. We discuss the theory underlying weighted scoring rules, and describe how they can readily be implemented in practice using scoringRules. Functionality is available for weighted versions of several popular scoring rules, including the logarithmic score, the continuous ranked probability score (CRPS), and the energy score. Two case studies are presented to demonstrate this, whereby weighted scoring rules are applied to univariate and multivariate probabilistic forecasts in the fields of meteorology and economics.
We consider the problem of authenticated communication over a discrete arbitrarily varying channel where the legitimate parties are unaware of whether or not an adversary is present. When there is no adversary, the channel state always takes a default value $s_0$. When the adversary is present, they may choose the channel state sequence based on a non-causal noisy view of the transmitted codewords and the encoding and decoding scheme. We require that the decoder output the correct message with a high probability when there is no adversary, and either output the correct message or reject the transmission when the adversary is present. Further, we allow the transmitter to employ private randomness during encoding that is known neither to the receiver nor the adversary. Our first result proves a dichotomy property for the capacity for this problem -- the capacity either equals zero or it equals the non-adversarial capacity of the channel. Next, we give a sufficient condition for the capacity for this problem to be positive even when the non-adversarial channel to the receiver is stochastically degraded with respect to the channel to the adversary. Our proofs rely on a connection to a standalone authentication problem, where the goal is to accept or reject a candidate message that is already available to the decoder. Finally, we give examples and compare our sufficient condition with other related conditions known in the literature
This letter addresses the problem of trajectory planning in a marsupial robotic system consisting of an unmanned aerial vehicle (UAV) linked to an unmanned ground vehicle (UGV) through a non-taut tether withcontrollable length. To the best of our knowledge, this is the first method that addresses the trajectory planning of a marsupial UGV-UAV with a non-taut tether. The objective is to determine a synchronized collision-free trajectory for the three marsupial system agents: UAV, UGV, and tether. First, we present a path planning solution based on optimal Rapidly-exploring Random Trees (RRT*) with novel sampling and steering techniques to speed-up the computation. This algorithm is able to obtain collision-free paths for the UAV and the UGV, taking into account the 3D environment and the tether. Then, the paper presents a trajectory planner based on non-linear least squares. The optimizer takes into account aspects not considered in the path planning, like temporal constraints of the motion imposed by limits on the velocities and accelerations of the robots , or raising the tether's clearance. Simulated and field test results demonstrate that the approach generates obstacle-free, smooth, and feasible trajectories for the marsupial system.
We develop the first active learning method in the predict-then-optimize framework. Specifically, we develop a learning method that sequentially decides whether to request the "labels" of feature samples from an unlabeled data stream, where the labels correspond to the parameters of an optimization model for decision-making. Our active learning method is the first to be directly informed by the decision error induced by the predicted parameters, which is referred to as the Smart Predict-then-Optimize (SPO) loss. Motivated by the structure of the SPO loss, our algorithm adopts a margin-based criterion utilizing the concept of distance to degeneracy and minimizes a tractable surrogate of the SPO loss on the collected data. In particular, we develop an efficient active learning algorithm with both hard and soft rejection variants, each with theoretical excess risk (i.e., generalization) guarantees. We further derive bounds on the label complexity, which refers to the number of samples whose labels are acquired to achieve a desired small level of SPO risk. Under some natural low-noise conditions, we show that these bounds can be better than the naive supervised learning approach that labels all samples. Furthermore, when using the SPO+ loss function, a specialized surrogate of the SPO loss, we derive a significantly smaller label complexity under separability conditions. We also present numerical evidence showing the practical value of our proposed algorithms in the settings of personalized pricing and the shortest path problem.
Near-term quantum computers are expected to work in an environment where each operation is noisy, with no error correction. Therefore, quantum-circuit optimizers are applied to minimize the number of noisy operations. Today, physicists are constantly experimenting with novel devices and architectures. For every new physical substrate and for every modification of a quantum computer, we need to modify or rewrite major pieces of the optimizer to run successful experiments. In this paper, we present QUESO, an efficient approach for automatically synthesizing a quantum-circuit optimizer for a given quantum device. For instance, in 1.2 minutes, QUESO can synthesize an optimizer with high-probability correctness guarantees for IBM computers that significantly outperforms leading compilers, such as IBM's Qiskit and TKET, on the majority (85%) of the circuits in a diverse benchmark suite. A number of theoretical and algorithmic insights underlie QUESO: (1) An algebraic approach for representing rewrite rules and their semantics. This facilitates reasoning about complex symbolic rewrite rules that are beyond the scope of existing techniques. (2) A fast approach for probabilistically verifying equivalence of quantum circuits by reducing the problem to a special form of polynomial identity testing. (3) A novel probabilistic data structure, called a polynomial identity filter (PIF), for efficiently synthesizing rewrite rules. (4) A beam-search-based algorithm that efficiently applies the synthesized symbolic rewrite rules to optimize quantum circuits.
This paper takes a look at omnibus tests of goodness of fit in the context of reweighted Anderson-Darling tests and makes threefold contributions. The first contribution is to provide a geometric understanding. It is argued that the test statistic with minimum variance for exchangeable distributional deviations can serve as a good general-purpose test. The second contribution is to propose better omnibus tests, called circularly symmetric tests and obtained by circularizing reweighted Anderson-Darling test statistics or, more generally, test statistics based on the observed order statistics. The resulting tests are called circularized tests. A limited but arguably convincing simulation study on finite-sample performance demonstrates that circularized tests have good performance, as they typically outperform their parent methods in the simulation study. The third contribution is to establish new large-sample results.
In this work, we show that a pair of entangled qubits can be used to compute a product privately. More precisely, two participants with a private input from a finite field can perform local operations on a shared, Bell-like quantum state, and when these qubits are later sent to a third participant, the third participant can determine the product of the inputs, but without learning more about the individual inputs. We give a concrete way to realize this product computation for arbitrary finite fields of prime order.
Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For this reason, they are often unable to capture more complex distributions (e.g., non-Gaussian or multi-modal) and cannot provide accurate guarantees of performance. In this paper, we present a sampling-based SNMPC approach that leverages recently derived sample complexity bounds to certify the performance of a feedback policy without making assumptions about the system dynamics or underlying uncertainty distributions. By parallelizing our approach, we are able to demonstrate real-time receding-horizon SNMPC with statistical safety guarantees in simulation and on hardware using a 1/10th scale rally car and a 24-inch wingspan fixed-wing UAV.