arXiv subjects

Amol Deshmukh

Publications and source records attributed to Amol Deshmukh.

10 recordsLinked to original sources

arXiv2025

Credit Default Prediction with Projected Quantum Feature Models and Ensembles

Accurate prediction of future loan defaults is a critical capability for financial institutions that provide lines of credit. For institutions that issue and manage extensive loan volumes, even a slight improvement in default prediction precision can significantly enhance financial stability and regulatory adherence, resulting in better customer experience and satisfaction. Datasets associated with credit default prediction often exhibit temporal correlations and high dimensionality. These attributes can lead to accuracy degradation and performance issues when scaling classical predictive algorithms tailored for these datasets. Given these limitations, quantum algorithms, leveraging their innate ability to handle high-dimensionality problems, emerge as a promising new avenue alongside classical approaches. To assess the viability and effectiveness of quantum methodologies, we investigate a hybrid quantum-classical algorithm, utilizing a publicly available "Default Prediction Dataset" released as part of a third-party data science competition. Specifically, we employ hybrid quantum-classical machine learning models based on projected quantum feature maps and their ensemble integration with classical models to examine the problem of credit card default prediction. Our results indicate that the ensemble models based on the projected quantum features were capable of slightly improving the purely classical results expressed via a "Composite Default Risk" (CDR) metric. Furthermore, we discuss the practical applicability of the studied quantum-classical machine learning techniques and address open questions concerning their implementation.

quant-ph↗

arXiv2025

Variational Quantum Self-Organizing Map

We propose a novel quantum neural network architecture for unsupervised learning of classical and quantum data based on the kernelized version of Kohonen's self-organizing map. The central idea behind our algorithm is to replace the Euclidean distance metric with the fidelity between quantum states to identify the best matching unit from the low-dimensional grid of output neurons in the self-organizing map. The fidelities between the unknown quantum state and the quantum states containing the variational parameters are estimated by computing the transition probability on a quantum computer. The estimated fidelities are in turn used to adjust the variational parameters of the output neurons. Unlike $\mathcal{O}(N^{2})$ circuit evaluations needed in quantum kernel estimation, our algorithm requires $\mathcal{O}(N)$ circuit evaluations for $N$ data samples. Analogous to the classical version of the self-organizing map, our algorithm learns a mapping from a high-dimensional Hilbert space to a low-dimensional grid of lattice points while preserving the underlying topology of the Hilbert space. We showcase the effectiveness of our algorithm by constructing a two-dimensional visualization that accurately differentiates between the three distinct species of flowers in Fisher's Iris dataset. In addition, we demonstrate the efficacy of our approach on quantum data by creating a two-dimensional map that preserves the topology of the state space in the Schwinger model and distinguishes between the two separate phases of the model at $θ= π$.

quant-ph↗

arXiv2025

Implementation and Learning of Quantum Hidden Markov Models

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary characterization, we demonstrate that any QHMM can be implemented as a quantum circuit with mid-circuit measurement. We prove that QHMMs are more compact and more expressive definitions of stochastic process languages compared to the equivalent classical hidden Markov models (HMMs). Starting with the formulation of QHMMs as quantum channels, we employ Stinespring's construction to represent these models as unitary quantum circuits with mid-circuit measurement. By utilizing the unitary parameterization of QHMMs, we define a formal QHMM learning model. The model formalizes the empirical distributions of target stochastic process languages, defines hypothesis space of quantum circuits, and introduces an empirical stochastic divergence measure - hypothesis fitness - as a success criterion for learning. We demonstrate that the learning model has a smooth search landscape due to the continuity of Stinespring's dilation. The smooth mapping between the hypothesis and fitness spaces enables the development of efficient heuristic and gradient descent learning algorithms. We propose two practical learning algorithms for QHMMs. The first algorithm is a hyperparameter-adaptive evolutionary search. The second algorithm learns the QHMM as a quantum ansatz circuit using a multi-parameter non-linear optimization technique.

quant-ph↗

arXiv2023

Optimizing quantum noise-induced reservoir computing for nonlinear and chaotic time series prediction

Quantum reservoir computing is strongly emerging for sequential and time series data prediction in quantum machine learning. We make advancements to the quantum noise-induced reservoir, in which reservoir noise is used as a resource to generate expressive, nonlinear signals that are efficiently learned with a single linear output layer. We address the need for quantum reservoir tuning with a novel and generally applicable approach to quantum circuit parameterization, in which tunable noise models are programmed to the quantum reservoir circuit to be fully controlled for effective optimization. Our systematic approach also involves reductions in quantum reservoir circuits in the number of qubits and entanglement scheme complexity. We show that with only a single noise model and small memory capacities, excellent simulation results were obtained on nonlinear benchmarks that include the Mackey-Glass system for 100 steps ahead in the challenging chaotic regime.

quant-ph↗

arXiv2023

Variational quantum algorithm for unconstrained black box binary optimization: Application to feature selection

We introduce a variational quantum algorithm to solve unconstrained black box binary optimization problems, i.e., problems in which the objective function is given as black box. This is in contrast to the typical setting of quantum algorithms for optimization where a classical objective function is provided as a given Quadratic Unconstrained Binary Optimization problem and mapped to a sum of Pauli operators. Furthermore, we provide theoretical justification for our method based on convergence guarantees of quantum imaginary time evolution. To investigate the performance of our algorithm and its potential advantages, we tackle a challenging real-world optimization problem: feature selection. This refers to the problem of selecting a subset of relevant features to use for constructing a predictive model such as fraud detection. Optimal feature selection -- when formulated in terms of a generic loss function -- offers little structure on which to build classical heuristics, thus resulting primarily in 'greedy methods'. This leaves room for (near-term) quantum algorithms to be competitive to classical state-of-the-art approaches. We apply our quantum-optimization-based feature selection algorithm, termed VarQFS, to build a predictive model for a credit risk data set with 20 and 59 input features (qubits) and train the model using quantum hardware and tensor-network-based numerical simulations, respectively. We show that the quantum method produces competitive and in certain aspects even better performance compared to traditional feature selection techniques used in today's industry.

quant-ph↗

arXiv2022

Reservoir Computing via Quantum Recurrent Neural Networks

Recent developments in quantum computing and machine learning have propelled the interdisciplinary study of quantum machine learning. Sequential modeling is an important task with high scientific and commercial value. Existing VQC or QNN-based methods require significant computational resources to perform the gradient-based optimization of a larger number of quantum circuit parameters. The major drawback is that such quantum gradient calculation requires a large amount of circuit evaluation, posing challenges in current near-term quantum hardware and simulation software. In this work, we approach sequential modeling by applying a reservoir computing (RC) framework to quantum recurrent neural networks (QRNN-RC) that are based on classical RNN, LSTM and GRU. The main idea to this RC approach is that the QRNN with randomly initialized weights is treated as a dynamical system and only the final classical linear layer is trained. Our numerical simulations show that the QRNN-RC can reach results comparable to fully trained QRNN models for several function approximation and time series prediction tasks. Since the QRNN training complexity is significantly reduced, the proposed model trains notably faster. In this work we also compare to corresponding classical RNN-based RC implementations and show that the quantum version learns faster by requiring fewer training epochs in most cases. Our results demonstrate a new possibility to utilize quantum neural network for sequential modeling with greater quantum hardware efficiency, an important design consideration for noisy intermediate-scale quantum (NISQ) computers.

cs.NE↗

arXiv2022

The Levy-Lieb embedding of density functional theory and its Quantum Kernel: Illustration for the Hubbard Dimer using near-term quantum algorithms

The constrained-search formulation of Levy and Lieb provides a concrete mapping from N-representable densities to the space of N-particle wavefunctions and explicitly defines the universal functional of density functional theory. We numerically implement the Levy-Lieb procedure for a paradigmatic lattice system, the Hubbard dimer, using a modified variational quantum eigensolver approach. We demonstrate density variational minimization using the resulting hybrid quantum-classical scheme featuring real-time computation of the Levy-Lieb functional along the search trajectory. We further illustrate a fidelity based quantum kernel associated with the density to pure-state embedding implied by the Levy-Lieb procedure and employ the kernel for learning observable functionals of the density. We study the kernel's ability to generalize with high accuracy through numerical experiments on the Hubbard dimer.

cond-mat.str-el↗

arXiv2022

A variational quantum algorithm for the Feynman-Kac formula

We propose an algorithm based on variational quantum imaginary time evolution for solving the Feynman-Kac partial differential equation resulting from a multidimensional system of stochastic differential equations. We utilize the correspondence between the Feynman-Kac partial differential equation (PDE) and the Wick-rotated Schrödinger equation for this purpose. The results for a $(2+1)$ dimensional Feynman-Kac system obtained through the variational quantum algorithm are then compared against classical ODE solvers and Monte Carlo simulation. We see a remarkable agreement between the classical methods and the quantum variational method for an illustrative example on six and eight qubits. In the non-trivial case of PDEs which are preserving probability distributions -- rather than preserving the $\ell_2$-norm -- we introduce a proxy norm which is efficient in keeping the solution approximately normalized throughout the evolution. The algorithmic complexity and costs associated to this methodology, in particular for the extraction of properties of the solution, are investigated. Future research topics in the areas of quantitative finance and other types of PDEs are also discussed.

quant-ph↗

arXiv2019

MuMMER: Socially Intelligent Human-Robot Interaction in Public Spaces

In the EU-funded MuMMER project, we have developed a social robot designed to interact naturally and flexibly with users in public spaces such as a shopping mall. We present the latest version of the robot system developed during the project. This system encompasses audio-visual sensing, social signal processing, conversational interaction, perspective taking, geometric reasoning, and motion planning. It successfully combines all these components in an overarching framework using the Robot Operating System (ROS) and has been deployed to a shopping mall in Finland interacting with customers. In this paper, we describe the system components, their interplay, and the resulting robot behaviours and scenarios provided at the shopping mall.

cs.RO↗

arXiv2017

Octet Baryons in Large Magnetic Fields

Magnetic properties of octet baryons are investigated within the framework of chiral perturbation theory. Utilizing a power counting for large magnetic fields, the Landau levels of charged mesons are treated exactly giving rise to baryon energies that depend non-analytically on the strength of the magnetic field. In the small-field limit, baryon magnetic moments and polarizabilities emerge from the calculated energies. We argue that the magnetic polarizabilities of hyperons provide a testing ground for potentially large contributions from decuplet pole diagrams. In external magnetic fields, such contributions manifest themselves through decuplet-octet mixing, for which possible results are compared in a few scenarios. These scenarios can be tested with lattice QCD calculations of the octet baryon energies in magnetic fields.

hep-ph↗