Copulas are mathematical tools for modeling joint probability distributions. In the past 60 years they have become an essential analysis tool on classical computers in various fields. The recent finding that copulas can be expressed as maximally entangled quantum states has revealed a promising approach to practical quantum advantages: performing tasks faster, requiring less memory, or, as we show, yielding better predictions. Studying the scalability of this quantum approach as both the precision and the number of modeled variables increase is crucial for its adoption in real-world applications. In this paper, we successfully apply a Quantum Circuit Born Machine (QCBM) based approach to modeling 3- and 4-variable copulas on trapped ion quantum computers. We study the training of QCBMs with different levels of precision and circuit design on a simulator and a state-of-the-art trapped ion quantum computer. We observe decreased training efficacy due to the increased complexity in parameter optimization as the models scale up. To address this challenge, we introduce an annealing-inspired strategy that dramatically improves the training results. In our end-to-end tests, various configurations of the quantum models make a comparable or better prediction in risk aggregation tasks than the standard classical models.
Copulas are mathematical tools for modeling joint probability distributions. In the past 60 years they have become an essential analysis tool on classical computers in various fields. The recent finding that copulas can be expressed as maximally entangled quantum states has revealed a promising approach to practical quantum advantages: performing tasks faster, requiring less memory, or, as we show, yielding better predictions. Studying the scalability of this quantum approach as both the precision and the number of modeled variables increase is crucial for its adoption in real-world applications. In this paper, we successfully apply a Quantum Circuit Born Machine (QCBM) based approach to modeling 3- and 4-variable copulas on trapped ion quantum computers. We study the training of QCBMs with different levels of precision and circuit design on a simulator and a state-of-the-art trapped ion quantum computer. We observe decreased training efficacy due to the increased complexity in parameter optimization as the models scale up. To address this challenge, we introduce an annealing-inspired strategy that dramatically improves the training results. In our end-to-end tests, various configurations of the quantum models make a comparable or better prediction in risk aggregation tasks than the standard classical models.
Modeling joint probability distributions is an important task in a wide variety of fields. One popular technique for this employs a family of multivariate distributions with uniform marginals called copulas. While the theory of modeling joint distributions via copulas is well understood, it gets practically challenging to accurately model real data with many variables. In this paper, we show that any copula can be naturally mapped to a multipartite maximally entangled state. Thus, the task of learning joint probability distributions becomes the task of learning maximally entangled states. We prove that a variational ansatz we christen as a ``qopula'' based on this insight leads to an exponential advantage over classical methods of learning some joint distributions. As an application, we train a quantum generative adversarial network (QGAN) and a quantum circuit Born machine (QCBM) using this variational ansatz to generate samples from joint distributions of two variables in historical data from the stock market. We demonstrate our generative learning algorithms on trapped ion quantum computers from IonQ for up to eight qubits. Our experimental results show interesting findings such as the resilience against noise, outperformance against equivalent classical models and 20--1000 times less iterations required to converge as compared to equivalent classical models.
The combination of quantum and classical computational resources towards more effective algorithms is one of the most promising research directions in computer science. In such a hybrid framework, existing quantum computers can be used to their fullest extent and for practical applications. Generative modeling is one of the applications that could benefit the most, either by speeding up the underlying sampling methods or by unlocking more general models. In this work, we design a number of hybrid generative models and validate them on real hardware and datasets. The quantum-assisted Boltzmann machine is trained to generate realistic artificial images on quantum annealers. Several challenges in state-of-the-art annealers shall be overcome before one can assess their actual performance. We attack some of the most pressing challenges such as the sparse qubit-to-qubit connectivity, the unknown effective-temperature, and the noise on the control parameters. In order to handle datasets of realistic size and complexity, we include latent variables and obtain a more general model called the quantum-assisted Helmholtz machine. In the context of gate-based computers, the quantum circuit Born machine is trained to encode a target probability distribution in the wavefunction of a set of qubits. We implement this model on a trapped ion computer using low-depth circuits and native gates. We use the generative modeling performance on the canonical Bars-and-Stripes dataset to design a benchmark for hybrid systems. It is reasonable to expect that quantum data, i.e., datasets of wavefunctions, will become available in the future. We derive a quantum generative adversarial network that works with quantum data. Here, two circuits are optimized in tandem: one tries to generate suitable quantum states, the other tries to distinguish between target and generated states.
Although several models have been proposed towards assisting machine learning (ML) tasks with quantum computers, a direct comparison of the expressive power and efficiency of classical versus quantum models for datasets originating from real-world applications is one of the key milestones towards a quantum ready era. Here, we take a first step towards addressing this challenge by performing a comparison of the widely used classical ML models known as restricted Boltzmann machines (RBMs), against a recently proposed quantum model, now known as quantum circuit Born machines (QCBMs). Both models address the same hard tasks in unsupervised generative modeling, with QCBMs exploiting the probabilistic nature of quantum mechanics and a candidate for near-term quantum computers, as experimentally demonstrated in three different quantum hardware architectures to date. To address the question of the performance of the quantum model on real-world classical data sets, we construct scenarios from a probabilistic version out of the well-known portfolio optimization problem in finance, by using time-series pricing data from asset subsets of the S&P500 stock market index. It is remarkable to find that, under the same number of resources in terms of parameters for both classical and quantum models, the quantum models seem to have superior performance on typical instances when compared with the canonical training of the RBMs. Our simulations are grounded on a hardware efficient realization of the QCBMs on ion-trap quantum computers, by using their native gate sets, and therefore readily implementable in near-term quantum devices.
Modern quantitative risk management relies on an adequate modeling of the tail dependence and a possibly accurate quantification of risk measures, like Value at Risk (VaR), at high confidence levels like 1 in 100 or even 1 in 2000. Quantum computing makes such a quantification quadratically more efficient than the Monte Carlo method; see (Woerner and Egger, 2018) and, for a broader perspective, (Orús et al., 2018). An important element of the risk analysis toolbox is copula, see (Jouanin et al., 2004) regarding financial applications. However, to the best knowledge of the author, no quantum computing implementation for sampling from a risk modeling-relevant copula in explicit form has been published so far. Our focus here is implementation of simple yet powerful copula models, capable of a satisfactory capturing the joint tail behaviour of the modelled risk factors. This paper deals with a few simple copula families, including Multivariate B11 (MB11) copula family, presented in (Milek, 2014). We will show that this copula family is suitable for the risk aggregation as it is exceptionally able to reproduce tail dependence structures; see (Embrechts et al., 2016) for a relevant benchmark as well as necessary and sufficient conditions regarding the ultimate feasible bivariate tail dependence structures. It turns out that such a discretized copula can be expressed using simple constructs present in the quantum computing: binary fraction expansion format, comonotone/independent random variables, controlled gates, and convex combinations, and is therefore suitable for a quantum computer implementation. This paper presents design behind the quantum implementation circuits, numerical and symbolic simulation results, and experimental validation on IBM quantum computer. The paper proposes also a generic method for quantum implementation of any discretized copula.
AlphaFold has achieved groundbreaking advancements in protein structure prediction, exerting profound influence across biology, medicine, and drug discovery. However, its reliance on multiple sequence alignment (MSA) is inherently time-consuming due to the NP-hard nature of constructing MSAs. Quantum computing emerges as a promising alternative, compared to classical computers, offering the potentials for exponential speedup and improved accuracy on such complex optimization challenges. This work bridges the gap between quantum computing and MSA task efficiently and successfully, where we compared classical and quantum computational scaling as the number of qubits increases, and assessed the role of quantum entanglement in model performance. Furthermore, we proposed an innovative hybrid query encoding approach hyQUBO to avoid redundancy, and thereby the quantum resources significantly reduced to a scaling of O(NL). Additionally, coupling of VQE and the quenched CVaR scheme was utilized to enhance the robustness and convergence. The integration of multiple strategies facilitates the robust deployment of the quantum algorithm from idealized simulators (on CPU and GPU) to real-world, noisy quantum devices (HYQ-A37). To the best of our knowledge, our work represented the largest-scale implementation of digital simulation using up to 16 qubits on a trapped-ion quantum computer for life science problem, which achieved state of the art performance in both simulation and experimental results. Our work paves the way towards large-scale simulations of life science tasks on real quantum processors.
Multivariate distribution modeling is a crucial process employed to capture dependencies in experimental data in areas like physics, chemistry, finance, and climate science. Copula distributions are a special class of multivariate distributions that have uniform marginals and have been studied extensively to model non-trivial dependencies in high-dimensional data. In the last decade, various ways of applying machine learning techniques to model copulas have been proposed to improve the pre-existing parametric models. Recently, with the advent of uniting machine learning and quantum computing, quantum generative models have been used to generate various data objects like images, probability distributions, natural language data, etc, using hybrid models that have both classical and quantum components. In this paper, we build on the recent work on utilizing quantum circuits to generate copulas and aim to provide a near-holistic study of how different quantum generative models can be implemented and tuned to capture correlations in real-world finance data.