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arXiv:1808.08721

Low Rank Non-Negative Matrix Factorization with D-Wave 2000Q

Daniele Ottaviani, Alfonso Amendola

Published Aug 27, 2018• 23 citations
arXivHTMLPDF

Abstract

In this article we want to demonstrate the effectiveness of the new D-Wave quantum annealer, D-Wave 2000Q, in dealing with real world problems. In particular, it is shown how the quantum annealing process is able to find global optima even in the case of problems that do not directly involve binary variables. The problem addressed in this work is the following: taking a matrix V, find two matrices W and H such that the norm between V and the matrix product WH is as small as possible. The work is inspired by O'Malley's article [1], where the author proposed an algorithm to solve a problem very similar to ours, where however the matrix H was formed by only binary variables. In our case neither of the two matrices W or H is a binary matrix. In particular, the factorization foresees that the matrix W is composed of real numbers between 0 and 1 and that the sum of its rows is equal to 1. The QUBO problem associated with this type of factorization generates a potential composed of many local minima. We show that simple forward-annealing techniques are not sufficient to solve the problem. The new D-Wave 2000Q has introduced new solution refinement techniques, including reverse-annealing. Reverse-annealing allows to explore the configuration space starting from a point chosen by the user, for example a local minimum obtained with a precedent forward-annealing. In this article we propose an algorithm based on the reverse annealing technique (that we called adaptive reverse annealing) able to reach global minimum even in the case of QUBO problems where the classic forward annealing, or uncontrolled reverse annealing, can not reach satisfactory solutions.

DOI
10.48550/arxiv.1808.08721

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In this article we want to demonstrate the effectiveness of the new D-Wave quantum annealer, D-Wave 2000Q, in dealing with real world problems. In particular, it is shown how the quantum annealing process is able to find global optima even in the case of problems that do not directly involve binary variables. The problem addressed in this work is the following: taking a matrix V, find two matrices W and H such that the norm between V and the matrix product WH is as small as possible. The work is inspired by O'Malley's article [1], where the author proposed an algorithm to solve a problem very similar to ours, where however the matrix H was formed by only binary variables. In our case neither of the two matrices W or H is a binary matrix. In particular, the factorization foresees that the matrix W is composed of real numbers between 0 and 1 and that the sum of its rows is equal to 1. The QUBO problem associated with this type of factorization generates a potential composed of many local minima. We show that simple forward-annealing techniques are not sufficient to solve the problem. The new D-Wave 2000Q has introduced new solution refinement techniques, including reverse-annealing. Reverse-annealing allows to explore the configuration space starting from a point chosen by the user, for example a local minimum obtained with a precedent forward-annealing. In this article we propose an algorithm based on the reverse annealing technique (that we called adaptive reverse annealing) able to reach global minimum even in the case of QUBO problems where the classic forward annealing, or uncontrolled reverse annealing, can not reach satisfactory solutions.
In this paper we provide the quantum version of the Convex Non-negative Matrix Factorization algorithm (Convex-NMF) by using the D-wave quantum annealer. More precisely, we use D-wave 2000Q to find the low rank approximation of a fixed real-valued matrixXXXby the product of two non-negative matrices factorsWWWandGGGsuch that the Frobenius norm of the differenceXXX- XWG is minimized. In order to solve this optimization problem we proceed in two steps. In the first step we transform the global real optimization problem depending onW,GW, GW,Ginto two quadratic unconstrained binary optimization problems (QUBO) depending onWWWandGGGrespectively. In the second step we use an alternative strategy between the two QUBO problems corresponding toWWWandGGGto find the global solution. The running of these two QUBO problems on D-wave 2000Q need to use an embedding to the chimera graph of D-wave 2000Q, this embedding is limited by the number of qubits of D-wave 2000Q. We perform a study on the maximum number of real data to be used by our approach onD\mathbf{D}D-wave 2000Q. The proposed study is based on the number of qubits used to represent each real variable. We also tested our approach on D-Wave 2000Q with several randomly generated data sets to prove that our approach is faster than the classical approach and also to prove that it gets the best results.
It was recently shown that quantum annealing can be used as an effective, fast subroutine in certain types of matrix factorization algorithms. The quantum annealing algorithm performed best for quick, approximate answers, but performance rapidly plateaued. In this paper, we utilize reverse annealing instead of forward annealing in the quantum annealing subroutine for nonnegative/binary matrix factorization problems. After an initial global search with forward annealing, reverse annealing performs a series of local searches that refine existing solutions. The combination of forward and reverse annealing significantly improves performance compared to forward annealing alone for all but the shortest run times.
Quantum annealers are an emerging computational architecture that have the potential to address some challenging computational issues that will be left unresolved as we approach the end of the Moore's Law era of computing. D-Wave quantum annealers are designed to solve a challenging set of problems - quadratic unconstrained binary optimization problems. This makes them a natural fit for solving problems with binary or Boolean variables. Here, we explore the use of a quantum annealer to solve Boolean tensor factorization. The goal of Boolean tensor factorization is to represent a high-dimensional tensor filled with Boolean values as a product of Boolean matrices and a Boolean core tensor. We show that a particular Boolean tensor factorization problem (called Tucker-1 factorization) can be decomposed into a sequence of quadratic unconstrained binary optimization problems that can be solved with a D-Wave 2000Q quantum annealer. While quantum annealers specifically and quantum computers in general are at a fairly early stage in their development, they are currently capable of solving these Boolean tensor factorization problems. Our results show that for fairly small tensors, we are frequently able to obtain an accurate (sometimes exact) factorization using quantum annealing.
Abstract Quantum computers have strict requirements for the problems that they can efficiently solve. One of the principal limiting factor for the performances of noisy intermediate-scale quantum (NISQ) devices is the number of qubits required by the running algorithm. Several combinatorial optimization problems can be solved with NISQ devices once that a corresponding quadratic unconstrained binary optimization (QUBO) form is derived. Numerous techniques have been proposed to achieve such reformulations and, depending on the method chosen, the number of binary variables required, and therefore of qubits, can vary considerably. The aim of this work is to drastically reduce the variables needed for these QUBO reformulations in order to unlock the possibility to efficiently obtain optimal solutions for a class of optimization problems with NISQ devices. This goal is achieved by introducing novel tools that allow an efficient use of slack variables, even for problems with non-linear constraints, without the need to approximate the starting problem. We divide our new techniques in two independent parts, called the iterative quadratic polynomial and the master-satellite methods. Hence, we show how to apply our techniques in case of an NP-hard optimization problem inspired by a real-world financial scenario called Max-Profit Balance Settlement . We follow by submitting several instances of this problem to two D-wave quantum annealers, comparing the performances of our novel approach with the standard methods used in these scenarios. Moreover, this study allows to appreciate several performance differences between the D-wave Advantage and next-generation Advantage2 quantum annealers. We show that the adoption of our techniques in this context allows to obtain QUBO formulations with significantly fewer slack variables, i.e. around 90% less, and D-wave annealers provide considerably higher correct solution rates, which moreover do not decrease with the input size as fast as when adopting standard techniques.
In this paper, we propose a new quantum version of the Balanced K-means algorithm in the D-wave quantum annealer. D-wave 2000Q quantum computer has been used by many papers in the last few years to solve optimization problems and for finding the global minimum of the balanced K-means optimization problem. However, in this paper, we modify the quadratic unconstrained binary optimization (QUBO) formulation of the Balanced K-means that has been proposed in a recent paper. Our modification is trained on different data sets: Iris, Wine and Breast Cancer. Also, we performed a comparative analysis between the two approaches (our approach and the paper's approach) to find the one that assigns the largest number of data to clusters and we also use the Davies-Bouldi metric to prove that our method gives the best clustering.
Commercial adiabatic quantum annealers have the potential to solve important NP-hard optimization problems efficiently. The newest generation of those machines additionally allows the user to customize the anneal schedule, that is, the schedule with which the anneal fraction is changed from the start to the end of the annealing. In this work we use the aforementioned feature of the D-Wave 2000Q to attempt to monitor how the anneal solution evolves during the anneal process. This process we call slicing: at each time slice during the anneal, we are able to obtain an approximate distribution of anneal solutions. We use our technique to obtain a variety of insights into the D-Wave 2000Q. For example, we observe when individual bits flip during the anneal process and when they stabilize, which allows us to determine the freeze-out point for each qubit individually. We highlight our results using both random QUBO (quadratic unconstrained binary optimization) instances and, for better visualization, instances which we specifically optimize (using our own genetic algorithm) to exhibit a pronounced evolution of its solution during the anneal.