arXiv subjects

Patrick Rebentrost

Publications and source records attributed to Patrick Rebentrost.

At least 55 records · Page 3Linked to original sources

arXiv2023

A short tutorial on Wirtinger Calculus with applications in quantum information

The optimization of system parameters is a ubiquitous problem in science and engineering. The traditional approach involves setting to zero the partial derivatives of the objective function with respect to each parameter, in order to extract the optimal solution. However, the system parameters often take the form of complex matrices. In such situations, conventional methods become unwieldy. The `Wirtinger Calculus' provides a relatively simple methodology for such optimization problems. In this tutorial, we provide a pedagogical introduction to Wirtinger Calculus. To illustrate the utility of this framework in quantum information theory, we also discuss a few example applications.

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arXiv2023

Quantum Alphatron: quantum advantage for learning with kernels and noise

At the interface of machine learning and quantum computing, an important question is what distributions can be learned provably with optimal sample complexities and with quantum-accelerated time complexities. In the classical case, Klivans and Goel discussed the \textit{Alphatron}, an algorithm to learn distributions related to kernelized regression, which they also applied to the learning of two-layer neural networks. In this work, we provide quantum versions of the Alphatron in the fault-tolerant setting. In a well-defined learning model, this quantum algorithm is able to provide a polynomial speedup for a large range of parameters of the underlying concept class. We discuss two types of speedups, one for evaluating the kernel matrix and one for evaluating the gradient in the stochastic gradient descent procedure. We also discuss the quantum advantage in the context of learning of two-layer neural networks. Our work contributes to the study of quantum learning with kernels and from samples.

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arXiv2023

Learning Restricted Boltzmann Machines with greedy quantum search

Restricted Boltzmann Machines (RBMs) are widely used probabilistic undirected graphical models with visible and latent nodes, playing an important role in statistics and machine learning. The task of structure learning for RBMs involves inferring the underlying graph by using samples from the visible nodes. Specifically, learning the two-hop neighbors of each visible node allows for the inference of the graph structure. Prior research has addressed the structure learning problem for specific classes of RBMs, namely ferromagnetic and locally consistent RBMs. In this paper, we extend the scope to the quantum computing domain and propose corresponding quantum algorithms for this problem. Our study demonstrates that the proposed quantum algorithms yield a polynomial speedup compared to the classical algorithms for learning the structure of these two classes of RBMs.

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arXiv2023

Non-Linear Transformations of Quantum Amplitudes: Exponential Improvement, Generalization, and Applications

Quantum algorithms manipulate the amplitudes of quantum states to find solutions to computational problems. In this work, we present a framework for applying a general class of non-linear functions to the amplitudes of quantum states, with up-to an exponential improvement over the previous work. Our framework accepts a state preparation unitary (or block-encoding), specified as a quantum circuit, defining an $N$-dimensional quantum state. We then construct a diagonal block-encoding of the amplitudes of the quantum state, building on and simplifying previous work. Techniques from the QSVT literature are then used to process this block-encoding. The source of our exponential speedup comes from the quantum analog of importance sampling. We then derive new error-bounds relevant for end-to-end applications, giving the error in terms of $\ell_2$-norm error. We demonstrate the power of this framework with four key applications. First, our algorithm can apply the important function $\tanh(x)$ to the amplitudes of an arbitrary quantum state with at most an $\ell_2$-norm error of $ε$, with worst-case query complexity of $O(\log(N/ε))$, in comparison to the $O(\sqrt{N}\log(N/ε))$ of prior work. Second, we present an algorithm solving a new formulation of maximum finding in the unitary input model. Third, we prove efficient end-to-end complexities in applying a number of common non-linear functions to arbitrary quantum states. Finally, we generalize and unify existing quantum arithmetic-free state-preparation techniques. Our work provides an important and efficient algorithmic building block with potentially numerous applications in areas such as optimization, state preparation, quantum chemistry, and machine learning.

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arXiv2023

Provable learning of quantum states with graphical models

The complete learning of an $n$-qubit quantum state requires samples exponentially in $n$. Several works consider subclasses of quantum states that can be learned in polynomial sample complexity such as stabilizer states or high-temperature Gibbs states. Other works consider a weaker sense of learning, such as PAC learning and shadow tomography. In this work, we consider learning states that are close to neural network quantum states, which can efficiently be represented by a graphical model called restricted Boltzmann machines (RBMs). To this end, we exhibit robustness results for efficient provable two-hop neighborhood learning algorithms for ferromagnetic and locally consistent RBMs. We consider the $L_p$-norm as a measure of closeness, including both total variation distance and max-norm distance in the limit. Our results allow certain quantum states to be learned with a sample complexity \textit{exponentially} better than naive tomography. We hence provide new classes of efficiently learnable quantum states and apply new strategies to learn them.

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arXiv2023

Quantum algorithm for stochastic optimal stopping problems with applications in finance

The famous least squares Monte Carlo (LSM) algorithm combines linear least square regression with Monte Carlo simulation to approximately solve problems in stochastic optimal stopping theory. In this work, we propose a quantum LSM based on quantum access to a stochastic process, on quantum circuits for computing the optimal stopping times, and on quantum techniques for Monte Carlo. For this algorithm, we elucidate the intricate interplay of function approximation and quantum algorithms for Monte Carlo. Our algorithm achieves a nearly quadratic speedup in the runtime compared to the LSM algorithm under some mild assumptions. Specifically, our quantum algorithm can be applied to American option pricing and we analyze a case study for the common situation of Brownian motion and geometric Brownian motion processes.

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arXiv2023

Deep learning-based quantum algorithms for solving nonlinear partial differential equations

Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the potential for enhancing a classical deep learning-based method for solving high-dimensional nonlinear partial differential equations with suitable quantum subroutines. First, with near-term noisy intermediate-scale quantum computers in mind, we construct architectures employing variational quantum circuits and classical neural networks in conjunction. While the hybrid architectures show equal or worse performance than their fully classical counterparts in simulations, they may still be of use in very high-dimensional cases or if the problem is of a quantum mechanical nature. Next, we identify the bottlenecks imposed by Monte Carlo sampling and the training of the neural networks. We find that quantum-accelerated Monte Carlo methods offer the potential to speed up the estimation of the loss function. In addition, we identify and analyse the trade-offs when using quantum-accelerated Monte Carlo methods to estimate the gradients with different methods, including a recently developed backpropagation-free forward gradient method. Finally, we discuss the usage of a suitable quantum algorithm for accelerating the training of feed-forward neural networks. Hence, this work provides different avenues with the potential for polynomial speedups for deep learning-based methods for nonlinear partial differential equations.

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arXiv2023

Fundamental theorem for quantum asset pricing

Quantum computers have the potential to provide an advantage for financial pricing problems by the use of quantum estimation. In a broader context, it is reasonable to ask about situations where the market and the assets traded on the market themselves have quantum properties. In this work, we consider a financial setting where instead of by classical probabilities the market is described by a pure quantum state or, more generally, a quantum density operator. This setting naturally leads to a new asset class, which we call quantum assets. Under the assumption that such assets have a price and can be traded, we develop an extended definition of arbitrage to quantify gains without the corresponding risk. Our main result is a quantum version of the first fundamental theorem of asset pricing. If and only if there is no arbitrage, there exists a risk-free density operator under which all assets are martingales. This density operator is used for the pricing of quantum derivatives. To prove the theorem, we study the density operator version of the Radon-Nikodym measure change. We provide examples to illustrate the theory.

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arXiv2023

A variational quantum algorithm-based numerical method for solving potential and Stokes flows

This paper presents a numerical method based on the variational quantum algorithm to solve potential and Stokes flow problems. In this method, the governing equations for potential and Stokes flows can be respectively written in the form of Laplace's equation and Stokes equations using velocity potential, stream function and vorticity formulations. Then the finite difference method and the generalised differential quadrature (GDQ) method are applied to discretize the governing equations. For the prescribed boundary conditions, the corresponding linear systems of equations can be obtained. These linear systems are solved by using the variational quantum linear solver (VQLS), which resolves the potential and Stokes flow problems equivalently. To the best of authors' knowledge, this is the first study that incorporates the GDQ method which is inherently a high-order discretization method with the VQLS algorithm. Since the GDQ method can utilize much fewer grid points than the finite difference method to approximate derivatives with a higher order of accuracy, the size of the input matrix for the VQLS algorithm can be smaller. In this way, the computational cost may be saved. The performance of the present method is comprehensively assessed by two representative examples, namely, the potential flow around a circular cylinder and Stokes flow in a lid-driven cavity. Numerical results validate the applicability and accuracy of the present VQLS-based method. Furthermore, its time complexity is evaluated by the heuristic scaling, which demonstrates that the present method scales efficiently in the number of qubits and the precision. This work brings quantum computing to the field of computational fluid dynamics. By virtue of quantum advantage over classical methods, promising advances in solving large-scale fluid mechanics problems of engineering interest may be prompted.

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arXiv2023

A Quantum Online Portfolio Optimization Algorithm

Portfolio optimization plays a central role in finance to obtain optimal portfolio allocations that aim to achieve certain investment goals. Over the years, many works have investigated different variants of portfolio optimization. Portfolio optimization also provides a rich area to study the application of quantum computers to obtain advantages over classical computers. In this work, we give a sampling version of an existing classical online portfolio optimization algorithm by Helmbold et al., for which we in turn develop a quantum version. The quantum advantage is achieved by using techniques such as quantum state preparation, inner product estimation and multi-sampling. Our quantum algorithm provides a quadratic speedup in the time complexity, in terms of $n$, where $n$ is the number of assets in the portfolio. The transaction cost of both of our classical and quantum algorithms is independent of $n$ which is especially useful for practical applications with a large number of assets.

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arXiv2022

Quantum computational finance: martingale asset pricing for incomplete markets

A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, finding a martingale (``fair game") probability measure for the model from the given asset prices, and using that probability measure to price the derivative. When the number of underlying assets and/or the number of market outcomes in the model is large, pricing can be computationally demanding. We show that a variety of quantum techniques can be applied to the pricing problem in finance, with a particular focus on incomplete markets. We discuss three different methods that are distinct from previous works: they do not use the quantum algorithms for Monte Carlo estimation and they extract the martingale measure from market variables akin to bootstrapping, a common practice among financial institutions. The first two methods are based on a formulation of the pricing problem into a linear program and are using respectively the quantum zero-sum game algorithm and the quantum simplex algorithm as subroutines. For the last algorithm, we formalize a new market assumption milder than market completeness for which quantum linear systems solvers can be applied with the associated potential for large speedups. As a prototype use case, we conduct numerical experiments in the framework of the Black-Scholes-Merton model.

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arXiv2021

Quantum algorithm for structure learning of Markov Random Fields

Markov random fields (MRFs) appear in many problems in machine learning and statistics. From a computational learning theory point of view, a natural problem of learning MRFs arises: given samples from an MRF from a restricted class, learn the structure of the MRF, that is the neighbors of each node of the underlying graph. In this work, we start at a known near-optimal classical algorithm for this learning problem and develop a modified classical algorithm. This classical algorithm retains the run time and guarantee of the previous algorithm and enables the use of quantum subroutines. Adapting a previous quantum algorithm, the Quantum Sparsitron, we provide a polynomial quantum speedup in terms of the number of variables for learning the structure of an MRF, if the MRF has bounded degree.

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arXiv2021

Fast algorithm for quantum polar decomposition, pretty-good measurements, and the Procrustes problem

The polar decomposition of a matrix is a key element in the quantum linear algebra toolbox. We show that the problem of quantum polar decomposition, recently studied in Lloyd et al. [LBP+20], has a simple and concise implementation via the quantum singular value transform (QSVT). We focus on the applications to pretty-good measurements, a close-to-optimal measurement to distinguish quantum states, and the quantum Procrustes problem, the task of learning an optimal unitary mapping between given `input' and `output' quantum states. By transforming the state-preparation unitaries into a block-encoding, a pre-requisite for QSVT, we develop algorithms for these problems whose gate complexity exhibits a polynomial advantage in the size and condition number of the input compared to alternative approaches for the same problem settings [LBP+20, GLMQW20]. For these applications of the polar decomposition, we also obtain an exponential speedup in precision compared to [LBP+20], as the block-encodings remove the need for the costly density matrix exponentiation step. We contribute a rigorous analysis of the approach of [LBP+20].

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arXiv2020

Quantum algorithms for hedging and the learning of Ising models

A paradigmatic algorithm for online learning is the Hedge algorithm by Freund and Schapire. An allocation into different strategies is chosen for multiple rounds and each round incurs corresponding losses for each strategy. The algorithm obtains a favorable guarantee for the total losses even in an adversarial situation. This work presents quantum algorithms for such online learning in an oracular setting. For $T$ time steps and $N$ strategies, we exhibit run times of about $O \left ({\rm poly} (T) \sqrt{N} \right)$ for estimating the losses and for betting on individual strategies by sampling. In addition, we discuss a quantum analogue of the Sparsitron, a machine learning algorithm based on the Hedge algorithm. The quantum algorithm inherits the provable learning guarantees from the classical algorithm and exhibits polynomial speedups. The speedups may find relevance in finance, for example for hedging risks, and machine learning, for example for learning generalized linear models or Ising models.

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arXiv2020

Quantum-classical algorithms for skewed linear systems with optimized Hadamard test

The solving of linear systems provides a rich area to investigate the use of nearer-term, noisy, intermediate-scale quantum computers. In this work, we discuss hybrid quantum-classical algorithms for skewed linear systems for over-determined and under-determined cases. Our input model is such that the columns or rows of the matrix defining the linear system are given via quantum circuits of poly-logarithmic depth and the number of circuits is much smaller than their Hilbert space dimension. Our algorithms have poly-logarithmic dependence on the dimension and polynomial dependence in other natural quantities. In addition, we present an algorithm for the special case of a factorized linear system with run time poly-logarithmic in the respective dimensions. At the core of these algorithms is the Hadamard test and in the second part of this paper we consider the optimization of the circuit depth of this test. Given an $n$-qubit and $d$-depth quantum circuit $\mathcal{C}$, we can approximate $\langle 0|\mathcal{C}|0\rangle$ using $(n + s)$ qubits and $O\left(\log s + d\log (n/s) + d\right)$-depth quantum circuits, where $s\leq n$. In comparison, the standard implementation requires $n+1$ qubits and $O(dn)$ depth. Lattice geometries underlie recent quantum supremacy experiments with superconducting devices. We also optimize the Hadamard test for an $(l_1\times l_2)$ lattice with $l_1 \times l_2 = n$, and can approximate $\langle 0|\mathcal{C} |0\rangle$ with $(n + 1)$ qubits and $O\left(d \left(l_1 + l_2\right)\right)$-depth circuits. In comparison, the standard depth is $O\left(d n^2\right)$ in this setting. Both of our optimization methods are asymptotically tight in the case of one-depth quantum circuits $\mathcal{C}$.

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arXiv2020

Quantum polar decomposition algorithm

The polar decomposition for a matrix $A$ is $A=UB$, where $B$ is a positive Hermitian matrix and $U$ is unitary (or, if $A$ is not square, an isometry). This paper shows that the ability to apply a Hamiltonian $\pmatrix{ 0 & A^\dagger \cr A & 0 \cr} $ translates into the ability to perform the transformations $e^{-iBt}$ and $U$ in a deterministic fashion. We show how to use the quantum polar decomposition algorithm to solve the quantum Procrustes problem, to perform pretty good measurements, to find the positive Hamiltonian closest to any Hamiltonian, and to perform a Hamiltonian version of the quantum singular value transformation.

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arXiv2020

Robust quantum minimum finding with an application to hypothesis selection

We consider the problem of finding the minimum element in a list of length $N$ using a noisy comparator. The noise is modelled as follows: given two elements to compare, if the values of the elements differ by at least $α$ by some metric defined on the elements, then the comparison will be made correctly; if the values of the elements are closer than $α$, the outcome of the comparison is not subject to any guarantees. We demonstrate a quantum algorithm for noisy quantum minimum-finding that preserves the quadratic speedup of the noiseless case: our algorithm runs in time $\tilde O(\sqrt{N (1+Δ)})$, where $Δ$ is an upper-bound on the number of elements within the interval $α$, and outputs a good approximation of the true minimum with high probability. Our noisy comparator model is motivated by the problem of hypothesis selection, where given a set of $N$ known candidate probability distributions and samples from an unknown target distribution, one seeks to output some candidate distribution $O(\varepsilon)$-close to the unknown target. Much work on the classical front has been devoted to speeding up the run time of classical hypothesis selection from $O(N^2)$ to $O(N)$, in part by using statistical primitives such as the Scheffé test. Assuming a quantum oracle generalization of the classical data access and applying our noisy quantum minimum-finding algorithm, we take this run time into the sublinear regime. The final expected run time is $\tilde O( \sqrt{N(1+Δ)})$, with the same $O(\log N)$ sample complexity from the unknown distribution as the classical algorithm. We expect robust quantum minimum-finding to be a useful building block for algorithms in situations where the comparator (which may be another quantum or classical algorithm) is resolution-limited or subject to some uncertainty.

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arXiv2020

Continuous-variable gate decomposition for the Bose-Hubbard model

In this work, we decompose the time-evolution of the Bose-Hubbard model into a sequence of logic gates that can be implemented on a continuous-variable photonic quantum computer. We examine the structure of the circuit that represents this time-evolution for one-dimensional and two-dimensional lattices. The elementary gates needed for the implementation are counted as a function of lattice size. We also include the contribution of the leading dipole interaction term which may be added to the Hamiltonian, and its corresponding circuit.

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