arXiv subjects

Georg Hahn

Publications and source records attributed to Georg Hahn.

46 records · Page 3Linked to original sources

arXiv2019

Solving large Minimum Vertex Cover problems on a quantum annealer

We consider the minimum vertex cover problem having applications in e.g. biochemistry and network security. Quantum annealers can find the optimum solution of such NP-hard problems, given they can be embedded on the hardware. This is often infeasible due to limitations of the hardware connectivity structure. This paper presents a decomposition algorithm for the minimum vertex cover problem: The algorithm recursively divides an arbitrary problem until the generated subproblems can be embedded and solved on the annealer. To speed up the decomposition, we propose several pruning and reduction techniques. The performance of our algorithm is assessed in a simulation study.

quant-ph↗

arXiv2018

Finding Maximum Cliques on the D-Wave Quantum Annealer

This paper assesses the performance of the D-Wave 2X (DW) quantum annealer for finding a maximum clique in a graph, one of the most fundamental and important NP-hard problems. Because the size of the largest graphs DW can directly solve is quite small (usually around 45 vertices), we also consider decomposition algorithms intended for larger graphs and analyze their performance. For smaller graphs that fit DW, we provide formulations of the maximum clique problem as a quadratic unconstrained binary optimization (QUBO) problem, which is one of the two input types (together with the Ising model) acceptable by the machine, and compare several quantum implementations to current classical algorithms such as simulated annealing, Gurobi, and third-party clique finding heuristics. We further estimate the contributions of the quantum phase of the quantum annealer and the classical post-processing phase typically used to enhance each solution returned by DW. We demonstrate that on random graphs that fit DW, no quantum speedup can be observed compared with the classical algorithms. On the other hand, for instances specifically designed to fit well the DW qubit interconnection network, we observe substantial speed-ups in computing time over classical approaches.

quant-ph↗

arXiv2018

QuickMMCTest - Quick Multiple Monte Carlo Testing

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation tests or bootstrap tests. This article presents a simple algorithm based on Thompson Sampling to test multiple hypotheses. It works with arbitrary multiple testing procedures, in particular with step-up and step-down procedures. Its main feature is to sequentially allocate Monte Carlo effort, generating more Monte Carlo samples for tests whose decisions are so far less certain. A simulation study demonstrates that for a low computational effort, the new approach yields a higher power and a higher degree of reproducibility of its results than previously suggested methods.

stat.AP↗

arXiv2018

Efficient Combinatorial Optimization Using Quantum Annealing

The recent availability of the first commercial quantum computers has provided a promising tool to tackle NP hard problems which can only be solved heuristically with present techniques. However, it is unclear if the current state of quantum computing already provides a quantum advantage over the current state of the art in classical computing. This article assesses the performance of the D-Wave 2X quantum annealer on two NP hard graph problems, in particular clique finding and graph partitioning. For this, we provide formulations as Qubo and Ising Hamiltonians suitable for the quantum annealer and compare a variety of quantum solvers (Sapi, QBSolv, QSage provided by D-Wave Sys, Inc.) to current classical algorithms (METIS, Simulated Annealing, third-party clique finding and graph splitting heuristics) on certain test sets of graphs. We demonstrate that for small graph instances, classical methods still outperform the quantum annealer in terms of computing time, even though the quality of the best solutions obtained is comparable. Nevertheless, due to the limited problem size which can be embedded on the D-Wave 2X chip, the aforementioned finding applies to most of problems of general nature solvable on the quantum annealer. For instances specifically designed to fit the D-Wave 2X architecture, we observe substantial speed-ups in computing time over classical approaches.

quant-ph↗

arXiv2018

Reducing Binary Quadratic Forms for More Scalable Quantum Annealing

Recent advances in the development of commercial quantum annealers such as the D-Wave 2X allow solving NP-hard optimization problems that can be expressed as quadratic unconstrained binary programs. However, the relatively small number of available qubits (around 1000 for the D-Wave 2X quantum annealer) poses a severe limitation to the range of problems that can be solved. This paper explores the suitability of preprocessing methods for reducing the sizes of the input programs and thereby the number of qubits required for their solution on quantum computers. Such methods allow us to determine the value of certain variables that hold in either any optimal solution (called strong persistencies) or in at least one optimal solution (weak persistencies). We investigate preprocessing methods for two important NP-hard graph problems, the computation of a maximum clique and a maximum cut in a graph. We show that the identification of strong and weak persistencies for those two optimization problems is very instance-specific, but can lead to substantial reductions in the number of variables.

quant-ph↗

arXiv2018

Graph Partitioning Methods for Fast Parallel Quantum Molecular Dynamics

We study a graph partitioning problem motivated by the simulation of the physical movement of multi-body systems on an atomistic level, where the forces are calculated from a quantum mechanical description of the electrons. Several advanced algorithms have been published in the literature for such simulations that are based on evaluations of matrix polynomials. We aim at efficiently parallelizing these computations by using a special type of graph partitioning. For this, we represent the zero-nonzero structure of a thresholded matrix as a graph and partition that graph into several components. The matrix polynomial is then evaluated for each separate submatrix corresponding to the subgraphs and the evaluated submatrix polynomials are used to assemble the final result for the full matrix polynomial. The paper provides a rigorous definition as well as a mathematical justification of this partitioning problem. We use several algorithms to compute graph partitions and experimentally evaluate their performance with respect to the quality of the partition obtained with each method and the time needed to produce it.

quant-ph↗

arXiv2018

Task-based Parallel Computation of the Density Matrix in Quantum-based Molecular Dynamics using Graph Partitioning

Quantum-based molecular dynamics (QMD) is a highly accurate and transferable method for material science simulations. However, the time scales and system sizes accessible to QMD are typically limited to picoseconds and a few hundred atoms. These constraints arise due to expensive self-consistent ground-state electronic structure calculations that can often scale cubically with the number of atoms. Linearly scaling methods depend on computing the density matrix P from the Hamiltonian matrix H by exploiting the sparsity in both matrices. The second-order spectral projection (SP2) algorithm is an O(N) algorithm that computes P with a sequence of 40-50 matrix-matrix multiplications. In this paper, we present task-based implementations of a recently developed data-parallel graph-based approach to the SP2 algorithm, G-SP2. We represent the density matrix P as an undirected graph and use graph partitioning techniques to divide the computation into smaller independent tasks. The partitions thus obtained are generally not of equal size and give rise to undesirable load imbalances in standard MPI-based implementations. This load-balancing challenge can be mitigated by dynamically scheduling parallel computations at runtime using task-based programming models. We develop task-based implementations of the data-parallel G-SP2 algorithm using both Intel's Concurrent Collections (CnC) as well as the Charm++ programming model and evaluate these implementations for future use. Scaling and performance results of our implementations are investigated for representative segments of QMD simulations for solvated protein systems containing more than 10,000 atoms.

physics.comp-ph↗

arXiv2017

Closure properties of classes of multiple testing procedures

Statistical discoveries are often obtained through multiple hypothesis testing. A variety of procedures exists to evaluate multiple hypotheses, for instance the ones of Benjamini-Hochberg, Bonferroni, Holm or Sidak. We are particularly interested in multiple testing procedures with two desired properties: (solely) monotonic and well-behaved procedures. This article investigates to which extent the classes of (monotonic or well-behaved) multiple testing procedures, in particular the subclasses of so-called step-up and step-down procedures, are closed under basic set operations, specifically the union, intersection, difference and the complement of sets of rejected or non-rejected hypotheses. The present article proves two main results: First, taking the union or intersection of arbitrary (monotonic or well-behaved) multiple testing procedures results in new procedures which are monotonic but not well-behaved, whereas the complement or difference generally preserves neither property. Second, the two classes of (solely monotonic or well-behaved) step-up and step-down procedures are closed under taking the union or intersection, but not the complement or difference.

math.ST↗

arXiv2016

A Framework for Monte Carlo based Multiple Testing

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We are interested in obtaining the same rejections and non-rejections as the ones obtained if the p-values for all hypotheses had been available. The present article introduces a framework for this scenario by providing a generic algorithm for a general multiple testing procedure. We establish conditions which guarantee that the rejections and non-rejections obtained through Monte Carlo simulations are identical to the ones obtained with the p-values. Our framework is applicable to a general class of step-up and step-down procedures which includes many established multiple testing corrections such as the ones of Bonferroni, Holm, Sidak, Hochberg or Benjamini-Hochberg. Moreover, we show how to use our framework to improve algorithms available in the literature in such a way as to yield theoretical guarantees on their results. These modifications can easily be implemented in practice and lead to a particular way of reporting multiple testing results as three sets together with an error bound on their correctness, demonstrated exemplarily using a real biological dataset.

stat.ME↗

arXiv2014

MMCTest - A Safe Algorithm for Implementing Multiple Monte Carlo Tests

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability, the same classification as a specific multiple testing procedure applied to ideal p-values. The method can be used with a class of multiple testing procedures which includes the Benjamini & Hochberg False Discovery Rate (FDR) procedure and the Bonferroni correction controlling the Familywise Error Rate. One of the key features of the algorithm is that it stops sampling for all the hypotheses which can already be decided as being rejected or non-rejected. MMCTest can be interrupted at any stage and then returns three sets of hypotheses: the rejected, the non-rejected and the undecided hypotheses. A simulation study motivated by actual biological data shows that MMCTest is usable in practice and that, despite the additional guarantee, it can be computationally more efficient than other methods.

stat.ME↗