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arXiv:2103.13211 · Physical Review Research

Approximate amplitude encoding in shallow parameterized quantum circuits and its application to financial market indicators

Kouhei Nakaji, Shumpei Uno, Yohichi Suzuki, Rudy Raymond, Tamiya Onodera, Tomoki Tanaka, Hiroyuki Tezuka, Naoki Mitsuda, Naoki Yamamoto

Published May 20, 2022• 98 citations
arXivHTMLPDF

Abstract

Efficient methods for loading given classical data into quantum circuits are essential for various quantum algorithms. In this paper, we propose an algorithm called Approximate Amplitude Encoding that can effectively load all the components of a given real-valued data vector into the amplitude of quantum state, while the previous proposal can load only the absolute values of those components. The key of our algorithm is to variationally train a shallow parameterized quantum circuit, using the results of two types of measurement: the standard computational-basis measurement plus the measurement in the Hadamard-transformed basis, introduced in order to handle the sign of the data components. The variational algorithm changes the circuit parameters so as to minimize the sum of two costs corresponding to those two measurement basis, both of which are given by the efficiently computable maximum mean discrepancy. We also consider the problem of constructing the singular value decomposition entropy via the stock market data set to give a financial market indicator; a quantum algorithm (the variational singular value decomposition algorithm) is known to produce a solution faster than classical, which yet requires the sign-dependent amplitude encoding. We demonstrate, with an in-depth numerical analysis, that our algorithm realizes loading of time series of real stock prices on quantum state with small approximation error, and thereby it enables constructing an indicator of the financial market based on the stock prices.

DOI
10.1103/physrevresearch.4.023136

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Efficient methods for loading given classical data into quantum circuits are essential for various quantum algorithms. In this paper, we propose an algorithm called Approximate Amplitude Encoding that can effectively load all the components of a given real-valued data vector into the amplitude of quantum state, while the previous proposal can load only the absolute values of those components. The key of our algorithm is to variationally train a shallow parameterized quantum circuit, using the results of two types of measurement: the standard computational-basis measurement plus the measurement in the Hadamard-transformed basis, introduced in order to handle the sign of the data components. The variational algorithm changes the circuit parameters so as to minimize the sum of two costs corresponding to those two measurement basis, both of which are given by the efficiently computable maximum mean discrepancy. We also consider the problem of constructing the singular value decomposition entropy via the stock market data set to give a financial market indicator; a quantum algorithm (the variational singular value decomposition algorithm) is known to produce a solution faster than classical, which yet requires the sign-dependent amplitude encoding. We demonstrate, with an in-depth numerical analysis, that our algorithm realizes loading of time series of real stock prices on quantum state with small approximation error, and thereby it enables constructing an indicator of the financial market based on the stock prices.
Quantum computing has a potential to accelerate data processing efficiency, especially in machine learning, by exploiting special features such as the quantum interference. The major challenge in this application is that, in general, the task of loading a classical data vector into a quantum state requires an exponential number of quantum gates. The approximate amplitude encoding (AAE) method, which uses a variational means to approximately load a given real-valued data vector into the amplitude of a quantum state, was recently proposed as a general approach to this problem mainly for near-term devices. However, AAE cannot load a complex-valued data vector, which narrows its application range. In this work, we extend AAE so that it can handle a complex-valued data vector. The key idea is to employ the fidelity distance as a cost function for optimizing a parametrized quantum circuit, where the classical shadow technique is used to efficiently estimate the fidelity and its gradient. We apply this algorithm to realize the complex-valued-kernel binary classifier called the compact Hadamard classifier, and then we present a numerical experiment showing that it enables classification of the Iris dataset and credit card fraud detection.
Quantum computing holds immense potential for transforming financial analysis and decision-making. Realising this potential necessitates the efficient encoding and processing of financial data on quantum computers. In this study, we propose using the GASP (Genetic Algorithm for State Preparation) framework to optimise the encoding of stock price data into quantum states and show it can enhance both the fidelity and efficiency of the encoding process. We demonstrate the efficacy of our approach by encoding stock price data onto both a simulated and real quantum computer to calculate the Singular Value Decomposition (SVD) entropy. Our results show improvements in fidelity and the potential for more precise financial analysis. This research provides insights into the applicability of GASP for the efficient encoding of real-world data, specifically stock price data, which is crucial for quantum advantage on noisy intermediate-scale quantum (NISQ) era quantum computers.
Loading functions into quantum computers represents an essential step in several quantum algorithms, such as quantum partial differential equation solvers. Therefore, the inefficiency of this process leads to a major bottleneck for the application of these algorithms. Here, we present and compare two efficient methods for the amplitude encoding of real polynomial functions on n qubits. This case holds special relevance, as any continuous function on a closed interval can be uniformly approximated with arbitrary precision by a polynomial function. The first approach relies on the matrix product state representation (MPS). We study and benchmark the approximations of the target state when the bond dimension is assumed to be small. The second algorithm combines two subroutines. Initially we encode the linear function into the quantum registers either via its MPS or with a shallow sequence of multi-controlled gates that loads the linear function's Hadamard-Walsh series, and we explore how truncating the Hadamard-Walsh series of the linear function affects the final fidelity. Applying the inverse discrete Hadamard-Walsh transform converts the state encoding the series coefficients into an amplitude encoding of the linear function. Thus, we use this construction as a building block to achieve an exact block encoding of the amplitudes corresponding to the linear function on k0 qubits and apply the quantum singular value transformation that implements a polynomial transformation to the block encoding of the amplitudes. This unitary together with the Amplitude Amplification algorithm will enable us to prepare the quantum state that encodes the polynomial function on k0 qubits. Finally we pad n−k0 qubits to generate an approximated encoding of the polynomial on n qubits, analyzing the error depending on k0 . In this regard, our methodology proposes a method to improve the state-of-the-art complexity by introducing controllable errors.
Data loading with shallow quantum circuits is a highly desirable ingredient for efficient execution of many quantum algorithms before large-scale quantum error corrections with full fault tolerance become readily available. The need for efficient data loading is especially urgent for the study of quantum machine learning. In this work, we propose a protocol that only uses a parameterized shallow quantum circuit without ancilla qubits for loading data into the amplitude of a quantum state with high fidelity. We term this data-loading method Hamiltonian-based data loading (HDL), which comprises two stages. First, the HDL algorithm identifies a Hamiltonian $\stackrel{\ifmmode \hat{}\else \^{}\fi{}}{H}$ whose unique ground state $|\ensuremath{\psi}\ensuremath{\rangle}$ represents the normalized data $\stackrel{P\vec}{x}$ in the form of amplitude encoding. Next, the target state is reconstructed with a parameterized quantum circuit by utilizing methods like variational quantum eigensolver to minimize energy. In this work, we provide three convincing examples to demonstrate the effectiveness of HDL for loading an NNN-dimensional classical data with minimal quantum resources (O[poly(log2N)]O[\mathrm{poly}({log}_{2}N)]O[poly(log2​N)]-depth quantum circuit without ancilla qubits). Our approach is particularly useful for quantum hardware without large-scale error corrections, and shall benefit the development of quantum machine learning algorithms.
Amplitude encoding of real-world data on quantum computers is often the workflow bottleneck: direct amplitude encoding scales poorly with input size and can offset any speedups in subsequent processing. Fourier-based sparse amplitude encoding lowers cost by retaining only a small subset of dominant coefficients, but its fixed, non-adaptive basis leads to significant information loss. In this work, we replace the Fourier transform with the adaptive interpolating quantum transform (AIQT) in the sparse amplitude encoding workflow. The AIQT learns a data-adapted basis that concentrates information into a small number of coefficients. Consequently, at matched sparsity, the AIQT retains more information and achieves lower reconstruction error compared to the Fourier baseline. On financial time-series data, the AIQT reduces reconstruction error by 40% relative to the Fourier baseline, and on image datasets the reduction is up to 50% at the same sparsity level, with nearly identical encoding gate cost. Crucially, the approach preserves the efficiency of Fourier-based methods: the AIQT is built on the structure of the quantum Fourier transform circuit. Its gate count scales quadratically with the number of qubits, while classical evaluation can be carried out in quasilinear time. In addition, the AIQT is trained without labels and does not require sampling from quantum hardware or a simulator, removing a major bottleneck in data-driven amplitude-encoding methods.
Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward approach based on pretraining parameterized quantum circuits, and show how they can be transformed into their conditional variant, making them usable as a subroutine in an AE algorithm. To identify a suitable circuit, we propose a genetic optimization approach that combines variable ansatzes and data encoding. We apply our algorithm to the problem of pricing financial derivatives. At the expense of a costly pretraining process, this results in a quantum circuit implementing the derivatives' payoff function more efficiently than previously existing quantum algorithms. In particular, we compare the performance for European vanilla and basket options.