arXiv subjects

Marco Pistoia

Publications and source records attributed to Marco Pistoia.

At least 73 records · Page 4Linked to original sources

arXiv2023

Fast Simulation of High-Depth QAOA Circuits

Until high-fidelity quantum computers with a large number of qubits become widely available, classical simulation remains a vital tool for algorithm design, tuning, and validation. We present a simulator for the Quantum Approximate Optimization Algorithm (QAOA). Our simulator is designed with the goal of reducing the computational cost of QAOA parameter optimization and supports both CPU and GPU execution. Our central observation is that the computational cost of both simulating the QAOA state and computing the QAOA objective to be optimized can be reduced by precomputing the diagonal Hamiltonian encoding the problem. We reduce the time for a typical QAOA parameter optimization by eleven times for $n = 26$ qubits compared to a state-of-the-art GPU quantum circuit simulator based on cuQuantum. Our simulator is available on GitHub: https://github.com/jpmorganchase/QOKit

quant-ph↗

arXiv2023

Constrained Optimization via Quantum Zeno Dynamics

Constrained optimization problems are ubiquitous in science and industry. Quantum algorithms have shown promise in solving optimization problems, yet none of the current algorithms can effectively handle arbitrary constraints. We introduce a technique that uses quantum Zeno dynamics to solve optimization problems with multiple arbitrary constraints, including inequalities. We show that the dynamics of quantum optimization can be efficiently restricted to the in-constraint subspace on a fault-tolerant quantum computer via repeated projective measurements, requiring only a small number of auxiliary qubits and no post-selection. Our technique has broad applicability, which we demonstrate by incorporating it into the quantum approximate optimization algorithm (QAOA) and variational quantum circuits for optimization. We evaluate our method numerically on portfolio optimization problems with multiple realistic constraints and observe better solution quality and higher in-constraint probability than state-of-the-art techniques. We implement a proof-of-concept demonstration of our method on the Quantinuum H1-2 quantum processor.

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arXiv2023

Quantum computing for finance

Quantum computers are expected to surpass the computational capabilities of classical computers and have a transformative impact on numerous industry sectors. We present a comprehensive summary of the state of the art of quantum computing for financial applications, with particular emphasis on stochastic modeling, optimization, and machine learning. This Review is aimed at physicists, so it outlines the classical techniques used by the financial industry and discusses the potential advantages and limitations of quantum techniques. Finally, we look at the challenges that physicists could help tackle.

quant-ph↗

arXiv2023

Expressivity of Variational Quantum Machine Learning on the Boolean Cube

Categorical data plays an important part in machine learning research and appears in a variety of applications. Models that can express large classes of real-valued functions on the Boolean cube are useful for problems involving discrete-valued data types, including those which are not Boolean. To this date, the commonly used schemes for embedding classical data into variational quantum machine learning models encode continuous values. Here we investigate quantum embeddings for encoding Boolean-valued data into parameterized quantum circuits used for machine learning tasks. We narrow down representability conditions for functions on the $n$-dimensional Boolean cube with respect to previously known results, using two quantum embeddings: a phase embedding and an embedding based on quantum random access codes. We show that for any real-valued function on the $n$-dimensional Boolean cube, there exists a variational linear quantum model based on a phase embedding using $n$ qubits that can represent it and an ensemble of such models using $d < n$ qubits that can express any function with degree at most $d$. Additionally, we prove that variational linear quantum models that use the quantum random access code embedding can express functions on the Boolean cube with degree $ d\leq \lceil\frac{n}{3}\rceil$ using $\lceil\frac{n}{3}\rceil$ qubits, and that an ensemble of such models can represent any function on the Boolean cube with degree $ d\leq \lceil\frac{n}{3}\rceil$. Furthermore, we discuss the potential benefits of each embedding and the impact of serial repetitions. Lastly, we demonstrate the use of the embeddings presented by performing numerical simulations and experiments on IBM quantum processors using the Qiskit machine learning framework.

quant-ph↗

arXiv2023

Multi-Angle QAOA Does Not Always Need All Its Angles

Introducing additional tunable parameters to quantum circuits is a powerful way of improving performance without increasing hardware requirements. A recently introduced multiangle extension of the quantum approximate optimization algorithm (ma-QAOA) significantly improves the solution quality compared with QAOA by allowing the parameters for each term in the Hamiltonian to vary independently. Prior results suggest, however, considerable redundancy in parameters, the removal of which would reduce the cost of parameter optimization. In this work we show numerically the connection between the problem symmetries and the parameter redundancy by demonstrating that symmetries can be used to reduce the number of parameters used by ma-QAOA without decreasing the solution quality. We study Max-Cut on all 7,565 connected, non-isomorphic 8-node graphs with a nontrivial symmetry group and show numerically that in 67.4% of these graphs, symmetry can be used to reduce the number of parameters with no decrease in the objective, with the average ratio of parameters reduced by 28.1%. Moreover, we show that in 35.9% of the graphs this reduction can be achieved by simply using the largest symmetry. For the graphs where reducing the number of parameters leads to a decrease in the objective, the largest symmetry can be used to reduce the parameter count by 37.1% at the cost of only a 6.1% decrease in the objective. We demonstrate the central role of symmetries by showing that a random parameter reduction strategy leads to much worse performance.

quant-ph↗

arXiv2023

Paving the Way towards 800 Gbps Quantum-Secured Optical Channel Deployment in Mission-Critical Environments

This article describes experimental research studies conducted towards understanding the implementation aspects of high-capacity quantum-secured optical channels in mission-critical metro-scale operational environments using Quantum Key Distribution (QKD) technology. To the best of our knowledge, this is the first time that an 800 Gbps quantum-secured optical channel -- along with several other Dense Wavelength Division Multiplexed (DWDM) channels on the C-band and multiplexed with the QKD channel on the O-band -- was established at distances up to 100 km, with secret key-rates relevant for practical industry use cases. In addition, during the course of these trials, transporting a blockchain application over this established channel was utilized as a demonstration of securing a financial transaction in transit over a quantum-secured optical channel. The findings of this research pave the way towards the deployment of QKD-secured optical channels in high-capacity, metro-scale, mission-critical operational environments, such as Inter-Data Center Interconnects.

quant-ph↗

arXiv2022

Numerical evidence against advantage with quantum fidelity kernels on classical data

Quantum machine learning techniques are commonly considered one of the most promising candidates for demonstrating practical quantum advantage. In particular, quantum kernel methods have been demonstrated to be able to learn certain classically intractable functions efficiently if the kernel is well-aligned with the target function. In the more general case, quantum kernels are known to suffer from exponential "flattening" of the spectrum as the number of qubits grows, preventing generalization and necessitating the control of the inductive bias by hyperparameters. We show that the general-purpose hyperparameter tuning techniques proposed to improve the generalization of quantum kernels lead to the kernel becoming well-approximated by a classical kernel, removing the possibility of quantum advantage. We provide extensive numerical evidence for this phenomenon utilizing multiple previously studied quantum feature maps and both synthetic and real data. Our results show that unless novel techniques are developed to control the inductive bias of quantum kernels, they are unlikely to provide a quantum advantage on classical data.

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arXiv2022

Exploiting In-Constraint Energy in Constrained Variational Quantum Optimization

A central challenge of applying near-term quantum optimization algorithms to industrially relevant problems is the need to incorporate complex constraints. In general, such constraints cannot be easily encoded in the circuit, and the quantum circuit measurement outcomes are not guaranteed to respect the constraints. Therefore, the optimization must trade off the in-constraint probability and the quality of the in-constraint solution by adding a penalty for constraint violation into the objective. We propose a new approach for solving constrained optimization problems with unconstrained, easy-to-implement quantum ansatze. Our method leverages the in-constraint energy as the objective and adds a lower-bound constraint on the in-constraint probability to the optimizer. We demonstrate significant gains in solution quality over directly optimizing the penalized energy. We implement our method in QVoice, a Python package that interfaces with Qiskit for quick prototyping in simulators and on quantum hardware.

quant-ph↗

arXiv2022

MaSS: Multi-attribute Selective Suppression

The recent rapid advances in machine learning technologies largely depend on the vast richness of data available today, in terms of both the quantity and the rich content contained within. For example, biometric data such as images and voices could reveal people's attributes like age, gender, sentiment, and origin, whereas location/motion data could be used to infer people's activity levels, transportation modes, and life habits. Along with the new services and applications enabled by such technological advances, various governmental policies are put in place to regulate such data usage and protect people's privacy and rights. As a result, data owners often opt for simple data obfuscation (e.g., blur people's faces in images) or withholding data altogether, which leads to severe data quality degradation and greatly limits the data's potential utility. Aiming for a sophisticated mechanism which gives data owners fine-grained control while retaining the maximal degree of data utility, we propose Multi-attribute Selective Suppression, or MaSS, a general framework for performing precisely targeted data surgery to simultaneously suppress any selected set of attributes while preserving the rest for downstream machine learning tasks. MaSS learns a data modifier through adversarial games between two sets of networks, where one is aimed at suppressing selected attributes, and the other ensures the retention of the rest of the attributes via general contrastive loss as well as explicit classification metrics. We carried out an extensive evaluation of our proposed method using multiple datasets from different domains including facial images, voice audio, and video clips, and obtained promising results in MaSS' generalizability and capability of suppressing targeted attributes without negatively affecting the data's usability in other downstream ML tasks.

cs.LG↗

arXiv2022

Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and Tree-Search Algorithms

Mixed Integer Programs (MIPs) model many optimization problems of interest in Computer Science, Operations Research, and Financial Engineering. Solving MIPs is NP-Hard in general, but several solvers have found success in obtaining near-optimal solutions for problems of intermediate size. Branch-and-Cut algorithms, which combine Branch-and-Bound logic with cutting-plane routines, are at the core of modern MIP solvers. Montanaro proposed a quantum algorithm with a near-quadratic speedup compared to classical Branch-and-Bound algorithms in the worst case, when every optimal solution is desired. In practice, however, a near-optimal solution is satisfactory, and by leveraging tree-search heuristics to search only a portion of the solution tree, classical algorithms can perform much better than the worst-case guarantee. In this paper, we propose a quantum algorithm, Incremental-Quantum-Branch-and-Bound, with universal near-quadratic speedup over classical Branch-and-Bound algorithms for every input, i.e., if classical Branch-and-Bound has complexity $Q$ on an instance that leads to solution depth $d$, Incremental-Quantum-Branch-and-Bound offers the same guarantees with a complexity of $\tilde{O}(\sqrt{Q}d)$. Our results are valid for a wide variety of search heuristics, including depth-based, cost-based, and $A^{\ast}$ heuristics. Universal speedups are also obtained for Branch-and-Cut as well as heuristic tree search. Our algorithms are directly comparable to commercial MIP solvers, and guarantee near quadratic speedup whenever $Q \gg d$. We use numerical simulation to verify that $Q \gg d$ for typical instances of the Sherrington-Kirkpatrick model, Maximum Independent Set, and Portfolio Optimization; as well as to extrapolate the dependence of $Q$ on input size parameters. This allows us to project the typical performance of our quantum algorithms for these important problems.

quant-ph↗

arXiv2022

Constrained Quantum Optimization for Extractive Summarization on a Trapped-ion Quantum Computer

Realizing the potential of near-term quantum computers to solve industry-relevant constrained-optimization problems is a promising path to quantum advantage. In this work, we consider the extractive summarization constrained-optimization problem and demonstrate the largest-to-date execution of a quantum optimization algorithm that natively preserves constraints on quantum hardware. We report results with the Quantum Alternating Operator Ansatz algorithm with a Hamming-weight-preserving XY mixer (XY-QAOA) on trapped-ion quantum computer. We successfully execute XY-QAOA circuits that restrict the quantum evolution to the in-constraint subspace, using up to 20 qubits and a two-qubit gate depth of up to 159. We demonstrate the necessity of directly encoding the constraints into the quantum circuit by showing the trade-off between the in-constraint probability and the quality of the solution that is implicit if unconstrained quantum optimization methods are used. We show that this trade-off makes choosing good parameters difficult in general. We compare XY-QAOA to the Layer Variational Quantum Eigensolver algorithm, which has a highly expressive constant-depth circuit, and the Quantum Approximate Optimization Algorithm. We discuss the respective trade-offs of the algorithms and implications for their execution on near-term quantum hardware.

quant-ph↗

arXiv2022

A Survey of Quantum Computing for Finance

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade and have transformative impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the first industry sector to benefit from quantum computing, not only in the medium and long terms, but even in the short term. This survey paper presents a comprehensive summary of the state of the art of quantum computing for financial applications, with particular emphasis on stochastic modeling, optimization, and machine learning, describing how these solutions, adapted to work on a quantum computer, can potentially help to solve financial problems, such as derivative pricing, risk modeling, portfolio optimization, natural language processing, and fraud detection, more efficiently and accurately. We also discuss the feasibility of these algorithms on near-term quantum computers with various hardware implementations and demonstrate how they relate to a wide range of use cases in finance. We hope this article will not only serve as a reference for academic researchers and industry practitioners but also inspire new ideas for future research.

quant-ph↗

arXiv2021

The Efficient Preparation of Normal Distributions in Quantum Registers

The efficient preparation of input distributions is an important problem in obtaining quantum advantage in a wide range of domains. We propose a novel quantum algorithm for the efficient preparation of arbitrary normal distributions in quantum registers. To the best of our knowledge, our work is the first to leverage the power of Mid-Circuit Measurement and Reuse (MCMR), in a way that is broadly applicable to a range of state-preparation problems. Specifically, our algorithm employs a repeat-until-success scheme, and only requires a constant-bounded number of repetitions in expectation. In the experiments presented, the use of MCMR enables up to a 862.6x reduction in required qubits. Furthermore, the algorithm is provably resistant to both phase-flip and bit-flip errors, leading to a first-of-its-kind empirical demonstration on real quantum hardware, the MCMR-enabled Honeywell System Models H0 and H1-2.

quant-ph↗

arXiv2021

Quantum Machine Learning for Finance

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the first industry sector to benefit from Quantum Computing not only in the medium and long terms, but even in the short term. This review paper presents the state of the art of quantum algorithms for financial applications, with particular focus to those use cases that can be solved via Machine Learning.

quant-ph↗

arXiv2021

On the Exponential Sample Complexity of the Quantum State Sign Estimation Problem

We demonstrate that the ability to estimate the relative sign of an arbitrary $n$-qubit quantum state (with real amplitudes), given only $k$ copies of that state, would yield a $kn$-query algorithm for unstructured search. Thus the quantum sample complexity of sign estimation must be exponential: $Ω(2^{n/2}/n)$. In particular, we show that an efficient procedure for solving the sign estimation problem would allow for a polynomial time solution to the NP-complete problem 3-SAT.

quant-ph↗

arXiv2020

Quantum Orbital-Optimized Unitary Coupled Cluster Methods in the Strongly Correlated Regime: Can Quantum Algorithms Outperform their Classical Equivalents?

The Coupled Cluster (CC) method is used to compute the electronic correlation energy in atoms and molecules and often leads to highly accurate results. However, due to its single-reference nature, standard CC in its projected form fails to describe quantum states characterized by strong electronic correlations and multi-reference projective methods become necessary. On the other hand, quantum algorithms for the solution of many-electron problems have also emerged recently. The quantum UCC with singles and doubles (q-UCCSD) is a popular wavefunction Ansatz for the Variational Quantum Eigensolver (VQE) algorithm. The variational nature of this approach can lead to significant advantages compared to its classical equivalent in the projected form, in particular for the description of strong electronic correlation. However, due to the large number of gate operations required in q-UCCSD, approximations need to be introduced in order to make this approach implementable in a state-of-the-art quantum computer. In this work, we evaluate several variants of the standard q-UCCSD Ansatz in which only a subset of excitations is included. In particular, we investigate the singlet and pair q-UCCD approaches combined with orbital optimization. We show that these approaches can capture the dissociation/distortion profiles of challenging systems such as H$_4$, H$_2$O and N$_2$ molecules, as well as the one-dimensional periodic Fermi-Hubbard chain. These results promote the future use of q-UCC methods for the solution of challenging electronic structure problems in quantum chemistry.

quant-ph↗

arXiv2020

Quantum equation of motion for computing molecular excitation energies on a noisy quantum processor

The computation of molecular excitation energies is essential for predicting photo-induced reactions of chemical and technological interest. While the classical computing resources needed for this task scale poorly, quantum algorithms emerge as promising alternatives. In particular, the extension of the variational quantum eigensolver algorithm to the computation of the excitation energies is an attractive option. However, there is currently a lack of such algorithms for correlated molecular systems that is amenable to near-term, noisy hardware. In this work, we propose an extension of the well-established classical equation of motion approach to a quantum algorithm for the calculation of molecular excitation energies on noisy quantum computers. In particular, we demonstrate the efficiency of this approach in the calculation of the excitation energies of the LiH molecule on an IBM Quantum computer.

quant-ph↗

arXiv2020

Optimizing Quantum Search with a Binomial Version of Grover's Algorithm

Amplitude Amplification -- a key component of Grover's Search algorithm -- uses an iterative approach to systematically increase the probability of one or multiple target states. We present novel strategies to enhance the amplification procedure by partitioning the states into classes, whose probabilities are increased at different levels before or during amplification. The partitioning process is based on the binomial distribution. If the classes to which the search target states belong are known in advance, the number of iterations in the Amplitude Amplification algorithm can be drastically reduced compared to the standard version. In the more likely case in which the relevant classes are not known in advance, their selection can be configured at run time, or a random approach can be employed, similar to classical algorithms such as binary search. In particular, we apply this method in the context of our previously introduced Quantum Dictionary pattern, where keys and values are encoded in two separate registers, and the value-encoding method is independent of the type of superposition used in the key register. We consider this type of structure to be the natural setup for search. We confirm the validity of our new approach through experimental results obtained on real quantum hardware, the Honeywell System Model H0 trapped-ion quantum computer.

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