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Chee-Kong Lee

Publications and source records attributed to Chee-Kong Lee.

17 recordsLinked to original sources

Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers

The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of financial markets with inherent uncertainties, and the limitations of models aiming to learn from multivariate financial time series that often exhibit stochastic properties with hidden temporal patterns. In this paper, we focus on algorithmic responses to trade inquiries in the corporate bond market and investigate fill probability estimation errors of common machine learning models when given real production-scale intraday trade event data, transformed by a quantum algorithm running on IBM Heron processors, as well as on noiseless quantum simulators for comparison. We introduce a framework to embed these quantum-generated data transforms as a decoupled offline component that can be selectively queried by models in low-latency institutional trade optimization settings. A trade execution backtesting method is employed to evaluate the fill prediction performance of these models in relation to their input data. We observe a relative gain of up to ~ 34% in out-of-sample test scores for those models with access to quantum hardware-transformed data over those using the original trading data or transforms by noiseless quantum simulation. These empirical results suggest that the inherent noise in current quantum hardware contributes to this effect and motivates further studies. Our work demonstrates the emerging potential of quantum computing as a complementary explorative tool in quantitative finance and encourages applied industry research towards practical applications in trading.

quant-ph

An Equivariant Generative Framework for Molecular Graph-Structure Co-Design

Designing molecules with desirable physiochemical properties and functionalities is a long-standing challenge in chemistry, material science, and drug discovery. Recently, machine learning-based generative models have emerged as promising approaches for \emph{de novo} molecule design. However, further refinement of methodology is highly desired as most existing methods lack unified modeling of 2D topology and 3D geometry information and fail to effectively learn the structure-property relationship for molecule design. Here we present MolCode, a roto-translation equivariant generative framework for \underline{Mol}ecular graph-structure \underline{Co-de}sign. In MolCode, 3D geometric information empowers the molecular 2D graph generation, which in turn helps guide the prediction of molecular 3D structure. Extensive experimental results show that MolCode outperforms previous methods on a series of challenging tasks including \emph{de novo} molecule design, targeted molecule discovery, and structure-based drug design. Particularly, MolCode not only consistently generates valid (99.95$\%$ Validity) and diverse (98.75$\%$ Uniqueness) molecular graphs/structures with desirable properties, but also generate drug-like molecules with high affinity to target proteins (61.8$\%$ high-affinity ratio), which demonstrates MolCode's potential applications in material design and drug discovery. Our extensive investigation reveals that the 2D topology and 3D geometry contain intrinsically complementary information in molecule design, and provide new insights into machine learning-based molecule representation and generation.

q-bio.BM

TensorCircuit: a Quantum Software Framework for the NISQ Era

TensorCircuit is an open source quantum circuit simulator based on tensor network contraction, designed for speed, flexibility and code efficiency. Written purely in Python, and built on top of industry-standard machine learning frameworks, TensorCircuit supports automatic differentiation, just-in-time compilation, vectorized parallelism and hardware acceleration. These features allow TensorCircuit to simulate larger and more complex quantum circuits than existing simulators, and are especially suited to variational algorithms based on parameterized quantum circuits. TensorCircuit enables orders of magnitude speedup for various quantum simulation tasks compared to other common quantum software, and can simulate up to 600 qubits with moderate circuit depth and low-dimensional connectivity. With its time and space efficiency, flexible and extensible architecture and compact, user-friendly API, TensorCircuit has been built to facilitate the design, simulation and analysis of quantum algorithms in the Noisy Intermediate-Scale Quantum (NISQ) era.

quant-ph

A photonic chip-based machine learning approach for the prediction of molecular properties

Machine learning methods have revolutionized the discovery process of new molecules and materials. However, the intensive training process of neural networks for molecules with ever-increasing complexity has resulted in exponential growth in computation cost, leading to long simulation time and high energy consumption. Photonic chip technology offers an alternative platform for implementing neural networks with faster data processing and lower energy usage compared to digital computers. Photonics technology is naturally capable of implementing complex-valued neural networks at no additional hardware cost. Here, we demonstrate the capability of photonic neural networks for predicting the quantum mechanical properties of molecules. To the best of our knowledge, this work is the first to harness photonic technology for machine learning applications in computational chemistry and molecular sciences, such as drug discovery and materials design. We further show that multiple properties can be learned simultaneously in a photonic chip via a multi-task regression learning algorithm, which is also the first of its kind as well, as most previous works focus on implementing a network in the classification task.

cs.ET

Hierarchical Graph Transformer with Adaptive Node Sampling

The Transformer architecture has achieved remarkable success in a number of domains including natural language processing and computer vision. However, when it comes to graph-structured data, transformers have not achieved competitive performance, especially on large graphs. In this paper, we identify the main deficiencies of current graph transformers:(1) Existing node sampling strategies in Graph Transformers are agnostic to the graph characteristics and the training process. (2) Most sampling strategies only focus on local neighbors and neglect the long-range dependencies in the graph. We conduct experimental investigations on synthetic datasets to show that existing sampling strategies are sub-optimal. To tackle the aforementioned problems, we formulate the optimization strategies of node sampling in Graph Transformer as an adversary bandit problem, where the rewards are related to the attention weights and can vary in the training procedure. Meanwhile, we propose a hierarchical attention scheme with graph coarsening to capture the long-range interactions while reducing computational complexity. Finally, we conduct extensive experiments on real-world datasets to demonstrate the superiority of our method over existing graph transformers and popular GNNs.

cs.LG

Model Inversion Attacks against Graph Neural Networks

Many data mining tasks rely on graphs to model relational structures among individuals (nodes). Since relational data are often sensitive, there is an urgent need to evaluate the privacy risks in graph data. One famous privacy attack against data analysis models is the model inversion attack, which aims to infer sensitive data in the training dataset and leads to great privacy concerns. Despite its success in grid-like domains, directly applying model inversion attacks on non-grid domains such as graph leads to poor attack performance. This is mainly due to the failure to consider the unique properties of graphs. To bridge this gap, we conduct a systematic study on model inversion attacks against Graph Neural Networks (GNNs), one of the state-of-the-art graph analysis tools in this paper. Firstly, in the white-box setting where the attacker has full access to the target GNN model, we present GraphMI to infer the private training graph data. Specifically, in GraphMI, a projected gradient module is proposed to tackle the discreteness of graph edges and preserve the sparsity and smoothness of graph features; a graph auto-encoder module is used to efficiently exploit graph topology, node attributes, and target model parameters for edge inference; a random sampling module can finally sample discrete edges. Furthermore, in the hard-label black-box setting where the attacker can only query the GNN API and receive the classification results, we propose two methods based on gradient estimation and reinforcement learning (RL-GraphMI). Our experimental results show that such defenses are not sufficiently effective and call for more advanced defenses against privacy attacks.

cs.LG

Stability and Dynamics of Many-Body Localized Systems Coupled to Small Bath

It is known that strong disorder in closed quantum systems leads to many-body localization (MBL), and that this quantum phase can be destroyed by coupling to an infinitely large Markovian environment. However, the stability of the MBL phase is less clear when the system and environment are of finite and comparable size. Here, we study the stability and eventual localization properties of a disordered Heisenberg spin chain coupled to a finite environment, and extensively explore the effects of environment disorder, geometry, initial state and system-bath coupling strength. By studying the non-equilibrium dynamics and the eventual steady-state properties of different initial states, our numerical results indicate that in most cases, the system retains its localization properties despite the coupling to the finite environment, albeit to a reduced extent. However, in cases where the system and environment is strongly coupled in the ladder configuration, the eventual localization properties are highly dependent on the initial state, and could lead to either thermalization or localization.

cond-mat.dis-nn

Optimizing Quantum Annealing Schedules with Monte Carlo Tree Search enhanced with neural networks

Quantum annealing is a practical approach to approximately implement the adiabatic quantum computational model under a real-world setting. The goal of an adiabatic algorithm is to prepare the ground state of a problem-encoded Hamiltonian at the end of an annealing path. This is typically achieved by driving the dynamical evolution of a quantum system slowly to enforce adiabaticity. Properly optimized annealing schedules often significantly accelerate the computational process. Inspired by the recent success of deep reinforcement learning such as DeepMind's AlphaZero, we propose a Monte Carlo Tree Search (MCTS) algorithm and its enhanced version boosted with neural networks, which we name QuantumZero (QZero), to automate the design of annealing schedules in a hybrid quantum-classical framework. Both the MCTS and QZero algorithms perform remarkably well in discovering effective annealing schedules even when the annealing time is short for the 3-SAT examples we consider in this study. Furthermore, the flexibility of neural networks allows us to apply transfer-learning techniques to boost QZero's performance. We demonstrate in benchmark studies, that MCTS and QZero perform more efficiently than other reinforcement learning algorithms in designing annealing schedules.

quant-ph

Simulating Energy Transfer in Molecular Systems with Digital Quantum Computers

Quantum computers have the potential to simulate chemical systems beyond the capability of classical computers. Recent developments in hybrid quantum-classical approaches enable the determinations of the ground or low energy states of molecular systems. Here, we extend near-term quantum simulations of chemistry to time-dependent processes by simulating energy transfer in organic semiconducting molecules. We developed a multi-scale modeling workflow that combines conventional molecular dynamics and quantum chemistry simulations with hybrid variational quantum algorithm to compute the exciton dynamics in both the single excitation subspace (i.e. Frenkel Hamiltonian) and the full-Hilbert space (i.e. multi-exciton) regimes. Our numerical examples demonstrate the feasibility of our approach, and simulations on IBM Q devices capture the qualitative behaviors of exciton dynamics, but with considerable errors. We present an error mitigation technique that combines experimental results from the variational and Trotter algorithms, and obtain significantly improved quantum dynamics. Our approach opens up new opportunities for modeling quantum dynamics in chemical, biological and material systems with quantum computers.

quant-ph

Graph Self-Supervised Learning for Optoelectronic Properties of Organic Semiconductors

The search for new high-performance organic semiconducting molecules is challenging due to the vastness of the chemical space, machine learning methods, particularly deep learning models like graph neural networks (GNNs), have shown promising potential to address such challenge. However, practical applications of GNNs for chemistry are often limited by the availability of labelled data. Meanwhile, unlabelled molecular data is abundant and could potentially be utilized to alleviate the scarcity issue of labelled data. Here, we advocate the use of self-supervised learning to improve the performance of GNNs by pre-training them with unlabeled molecular data. We investigate regression problems involving ground and excited state properties, both relevant for optoelectronic properties of organic semiconductors. Additionally, we extend the self-supervised learning strategy to molecules in non-equilibrium configurations which are important for studying the effects of disorder. In all cases, we obtain considerable performance improvement over results without pre-training, in particular when labelled training data is limited, and such improvement is attributed to the capability of self-supervised learning in identifying structural similarity among unlabeled molecules.

physics.chem-ph

Motif-based Graph Self-Supervised Learning for Molecular Property Prediction

Predicting molecular properties with data-driven methods has drawn much attention in recent years. Particularly, Graph Neural Networks (GNNs) have demonstrated remarkable success in various molecular generation and prediction tasks. In cases where labeled data is scarce, GNNs can be pre-trained on unlabeled molecular data to first learn the general semantic and structural information before being fine-tuned for specific tasks. However, most existing self-supervised pre-training frameworks for GNNs only focus on node-level or graph-level tasks. These approaches cannot capture the rich information in subgraphs or graph motifs. For example, functional groups (frequently-occurred subgraphs in molecular graphs) often carry indicative information about the molecular properties. To bridge this gap, we propose Motif-based Graph Self-supervised Learning (MGSSL) by introducing a novel self-supervised motif generation framework for GNNs. First, for motif extraction from molecular graphs, we design a molecule fragmentation method that leverages a retrosynthesis-based algorithm BRICS and additional rules for controlling the size of motif vocabulary. Second, we design a general motif-based generative pre-training framework in which GNNs are asked to make topological and label predictions. This generative framework can be implemented in two different ways, i.e., breadth-first or depth-first. Finally, to take the multi-scale information in molecular graphs into consideration, we introduce a multi-level self-supervised pre-training. Extensive experiments on various downstream benchmark tasks show that our methods outperform all state-of-the-art baselines.

q-bio.QM

Variational Quantum Simulation of Chemical Dynamics with Quantum Computers

Classical simulation of real-space quantum dynamics is challenging due to the exponential scaling of computational cost with system dimensions. Quantum computer offers the potential to simulate quantum dynamics with polynomial complexity; however, existing quantum algorithms based on the split-operator techniques require large-scale fault-tolerant quantum computers that remain elusive in the near future. Here we present variational simulations of real-space quantum dynamics suitable for implementation in Noisy Intermediate-Scale Quantum (NISQ) devices. The Hamiltonian is first encoded onto qubits using a discrete variable representation (DVR) and binary encoding scheme. We show that direct application of real-time variational quantum algorithm based on the McLachlan's principle is inefficient as the measurement cost grows exponentially with the qubit number for general potential energy and extremely small time-step size is required to achieve accurate results. Motivated by the insights that most chemical dynamics occur in the low energy subspace, we propose a subspace expansion method by projecting the total Hamiltonian, including the time-dependent driving field, onto the system low-energy eigenstate subspace using quantum computers, the exact quantum dynamics within the subspace can then be solved classically. We show that the measurement cost of the subspace approach grows polynomially with dimensionality for general potential energy. Our numerical examples demonstrate the capability of our approach, even under intense laser fields. Our work opens the possibility of simulating chemical dynamics with NISQ hardware.

quant-ph

Simulation of Condensed-Phase Spectroscopy with Near-term Digital Quantum Computer

Spectroscopy is an indispensable tool in understanding the structures and dynamics of molecular systems. However computational modelling of spectroscopy is challenging due to the exponential scaling of computational complexity with system sizes unless drastic approximations are made. Quantum computer could potentially overcome these classically intractable computational tasks, but existing approaches using quantum computers to simulate spectroscopy can only handle isolated and static molecules. In this work we develop a workflow that combines multi-scale modeling and time-dependent variational quantum algorithm to compute the linear spectroscopy of systems interacting with their condensed-phase environment via the relevant time correlation function. We demonstrate the feasibility of our approach by numerically simulating the UV-Vis absorption spectra of organic semiconductors. We show that our dynamical approach captures several spectral features that are otherwise overlooked by static methods. Our method can be directly used for other linear condensed-phase spectroscopy and could potentially be extended to nonlinear multi-dimensional spectroscopy.

quant-ph

Variational Quantum-Neural Hybrid Eigensolver

The variational quantum eigensolver (VQE) is one of the most representative quantum algorithms in the noisy intermediate-size quantum (NISQ) era, and is generally speculated to deliver one of the first quantum advantages for the ground-state simulations of some non-trivial Hamiltonians. However, short quantum coherence time and limited availability of quantum hardware resources in the NISQ hardware strongly restrain the capacity and expressiveness of VQEs. In this Letter, we introduce the variational quantum-neural hybrid eigensolver (VQNHE) in which the shallow-circuit quantum ansatz can be further enhanced by classical post-processing with neural networks. We show that VQNHE consistently and significantly outperforms VQE in simulating ground-state energies of quantum spins and molecules given the same amount of quantum resources. More importantly, we demonstrate that for arbitrary post-processing neural functions, VQNHE only incurs an polynomial overhead of processing time and represents the first scalable method to exponentially accelerate VQE with non-unitary post-processing that can be efficiently implemented in the NISQ era.

quant-ph

A Neural-Network Variational Quantum Algorithm for Many-Body Dynamics

We propose a neural-network variational quantum algorithm to simulate the time evolution of quantum many-body systems. Based on a modified restricted Boltzmann machine (RBM) wavefunction ansatz, the proposed algorithm can be efficiently implemented in near-term quantum computers with low measurement cost. Using a qubit recycling strategy, only one ancilla qubit is required to represent all the hidden spins in an RBM architecture. The variational algorithm is extended to open quantum systems by employing a stochastic Schrodinger equation approach. Numerical simulations of spin-lattice models demonstrate that our algorithm is capable of capturing the dynamics of closed and open quantum many-body systems with high accuracy without suffering from the vanishing gradient (or 'barren plateau') issue for the considered system sizes.

quant-ph

Deep Learning for Optoelectronic Properties of Organic Semiconductors

Atomistic modeling of energetic disorder in organic semiconductors (OSCs) and its effects on the optoelectronic properties of OSCs requires a large number of excited-state electronic-structure calculations, a computationally daunting task for many OSC applications. In this work, we advocate the use of deep learning to address this challenge and demonstrate that state-of-the-art deep neural networks (DNNs) are capable of predicting the electronic properties of OSCs at an accuracy comparable with the quantum chemistry methods used for generating training data. We extensively investigate the performances of four recent DNNs (deep tensor neural network, SchNet, message passing neural network, and multilevel graph convolutional neural network) in predicting various electronic properties of an important class of OSCs, i.e., oligothiophenes (OTs), including their HOMO and LUMO energies, excited-state energies and associated transition dipole moments. We find that SchNet shows the best performance for OTs of different sizes (from bithiophene to sexithiophene), achieving average prediction errors in the range of 20-80meV compared to the results from (time-dependent) density functional theory. We show that SchNet also consistently outperforms shallow feed-forward neural networks, especially in difficult cases with large molecules or limited training data. We further show that SchNet could predict the transition dipole moment accurately, a task previously known to be difficult for feed-forward neural networks, and we ascribe the relatively large errors in transition dipole prediction seen for some OT configurations to the charge-transfer character of their excited states. Finally, we demonstrate the effectiveness of SchNet by modeling the UV-Vis absorption spectra of OTs in dichloromethane and a good agreement is observed between the calculated and experimental spectra.

physics.chem-ph

Alchemy: A Quantum Chemistry Dataset for Benchmarking AI Models

We introduce a new molecular dataset, named Alchemy, for developing machine learning models useful in chemistry and material science. As of June 20th 2019, the dataset comprises of 12 quantum mechanical properties of 119,487 organic molecules with up to 14 heavy atoms, sampled from the GDB MedChem database. The Alchemy dataset expands the volume and diversity of existing molecular datasets. Our extensive benchmarks of the state-of-the-art graph neural network models on Alchemy clearly manifest the usefulness of new data in validating and developing machine learning models for chemistry and material science. We further launch a contest to attract attentions from researchers in the related fields. More details can be found on the contest website \footnote{https://alchemy.tencent.com}. At the time of benchamrking experiment, we have generated 119,487 molecules in our Alchemy dataset. More molecular samples are generated since then. Hence, we provide a list of molecules used in the reported benchmarks.

cs.LG