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arXiv:1612.08731 · European Journal of Applied Mathematics

Quantum entropic regularization of matrix-valued optimal transport

Gabriel Peyré A, Lénaïc Chizat, François‐Xavier Vialard, Justin Solomon

Published Sep 28, 2017• 35 citations
arXivHTMLPDF

Abstract

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This “quantum” formulation of optimal transport (Q-OT) corresponds to a relaxed version of the classical Kantorovich transport problem, where the fidelity between the input PSD-valued measures is captured using the geometry of the Von-Neumann quantum entropy. We propose a quantum-entropic regularization of the resulting convex optimization problem, which can be solved efficiently using an iterative scaling algorithm. This method is a generalization of the celebrated Sinkhorn algorithm to the quantum setting of PSD matrices. We extend this formulation and the quantum Sinkhorn algorithm to compute barycentres within a collection of input tensor fields. We illustrate the usefulness of the proposed approach on applications to procedural noise generation, anisotropic meshing, diffusion tensor imaging and spectral texture synthesis.

DOI
10.1017/s0956792517000274

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This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This “quantum” formulation of optimal transport (Q-OT) corresponds to a relaxed version of the classical Kantorovich transport problem, where the fidelity between the input PSD-valued measures is captured using the geometry of the Von-Neumann quantum entropy. We propose a quantum-entropic regularization of the resulting convex optimization problem, which can be solved efficiently using an iterative scaling algorithm. This method is a generalization of the celebrated Sinkhorn algorithm to the quantum setting of PSD matrices. We extend this formulation and the quantum Sinkhorn algorithm to compute barycentres within a collection of input tensor fields. We illustrate the usefulness of the proposed approach on applications to procedural noise generation, anisotropic meshing, diffusion tensor imaging and spectral texture synthesis.
In this manuscript, we study the (finite-dimensional) static formulation of quantum optimal transport problems with general convex regularization and its unbalanced relaxation. In both cases, we show a duality result, characterizations of minimizers (for the primal) and maximizers (for the dual). An important tool we define is a non-commutative version of the classical ( c , ψ , ε ) -transforms associated with a general convex regularization, which we employ to prove the convergence of the associated Sinkhorn iterations. Finally, we show the convergence of the unbalanced transport problems towards the constrained one, as well as the convergence of transforms, as the marginal penalization parameters go to +∞.
The cone of positive-semidefinite (PSD) matrices is fundamental in convex optimization, and we extend this notion to tensors, defining PSD tensors, which correspond to separable quantum states. We study the convex optimization problem over the PSD tensor cone. While this convex cone admits a smooth reparameterization through tensor factorizations (analogous to the matrix case), it is not self-dual. Moreover, there are currently no efficient algorithms for projecting onto or testing membership in this cone, and the semidefinite tensor optimization problem, although convex, is NP-hard. To address these challenges, we develop methods for computing lower and upper bounds on the optimal value of the problem. We propose a general-purpose iterative refinement algorithm that combines a lifted alternating direction method of multipliers with a cutting-plane approach. This algorithm exploits PSD tensor factorizations to produce heuristic solutions and refine the solutions using cutting planes. Since the method requires a linear minimization oracle over PSD tensors, we design a spatial branch-and-bound algorithm based on convex relaxations and valid inequalities. Our framework allows us to study the white-noise mixing threshold, which characterizes the entanglement properties of quantum states. Numerical experiments on benchmark instances demonstrate the effectiveness of the proposed methods.
Quantum optimal transport (QOT) is a rapidly developing field. Among the many formulations of this adaptation of classical optimal transport (OT) to spaces of density matrices, we numerically study a family of distances based on a dynamical formulation inspired by the Benamou-Brenier OT formulation. We introduce an interior-point regularized method to compute geodesics between positive semidefinite matrices and visualize the results in terms of integral kernels and densities, inspired by quantum chemistry applications. We show that dynamical QOT may provide a good approximation to certain problems in quantum chemistry with appropriate parameter tuning. We also study the numerical properties of the distances at hand, and the convergence of the objects when the size of the matrices increases.
In the last fifteen years a significant progress was achieved by considering an entropic relaxation of the classical multi-partite optimal transport problem (MPOTP). The entropic relaxation gives rise to the rescaling problem of a given tensor. This rescaling can be achieved fast with the Sinkhorn type algorithms. Recently, it was shown that a similar approach works for the quantum MPOTP. However, the analog of the rescaling Sinkhorn algorithm is much more complicated than in the classical MPOTP. In this paper we show that the interior point method (IPM) for the primary and dual problems of classical and quantum MPOTP problems can be considered as barrier relaxations of the optimal transport problems (OTP). It is well known that the dual of the OTP are advantageous as it has much less variables than the primary problem. The IPM for the dual problem of the classical MPOTP are not as fast as the Sinkhorn type algorithm. However, IPM method for the dual of the quantum MPOTP seems to work quite efficiently.
Schrödinger bridges and entropic optimal transport are usually formulated as stochastic interpolation problems between initial and final probability distributions. In their computational form, the bridge potentials are obtained by Sinkhorn or iterative proportional fitting, and are often regarded as auxiliary scaling functions. We show that for continuously monitored quantum systems, these potentials acquire a direct measurement-theoretic meaning. The mathematical structure of conditional quantum trajectory theory induces a Fokker--Planck equation on quantum state space. Conditioning this diffusion on a terminal distribution or a terminal measurement effect produces a Doob/Sinkhorn potential whose directional derivative along a unitary control vector field is the imaginary part of a generalized weak value. The same construction connects the Schrödinger-bridge viewpoint to the optimal-path framework for continuously monitored trajectories: the backward bridge potential plays the role of an effect-like costate, and its weak-value directional derivative gives the local control signal. By specifying the desired endpoint distribution, the induced drift produced by the Schrödinger bridge solution is the control solution that minimizes the quadratic cost feedback law, guiding the distribution to its desired endpoint. We quantify the control score of the available control Hamiltonian as a logarithmic directional derivative of the bridge potential, or an imaginary weak value. Three explicit examples identify weak measurement as a natural entropic regularization mechanism for quantum state transport and gives a route from Sinkhorn scaling to quantum feedback and Hamiltonian control synthesis for practical optimal control.
The density matrix is a positive semidefinite operator of trace 1 characterizing the state of a quantum system. We consider the inverse problem to reconstruct such density matrices from indirect measurements, also known as quantum state tomography. To solve such inverse problems in high or infinite dimensional settings, we study variational regularization using the quantum relative entropy as penalty functional. Quantum relative entropy is an analog of the well-known maximum entropy functional with compositions of functions replaced by the spectral functional calculus. The main aim of this paper is to establish the regularizing property of this scheme. As a crucial intermediate step, we establish lower semi-compactness of the penalty functional with respect to the weak-∗*∗-topology. Moreover, we compute the subgradient, proximal operator, and conjugate functional of the quantum relative entropy on finite dimensional spaces. This enables us to apply iterative algorithms from convex optimization to solve the regularized problems numerically. To show the validity and practical value of our results, we apply our theory to the examples of Photon-Induced Near-field Electron Microscopy (PINEM) and to optical homodyne tomography.