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arXiv:2211.04465 · IEEE/ACM Symposium on Edge Computing (SEC)

Quantum Persistent Homology for Time Series

Bernardo Ameneyro, George Siopsis, Vasileios Maroulas

Published Dec 1, 2022• 11 citations
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Abstract

Persistent homology, a powerful mathematical tool for data analysis, summarizes the shape of data through tracking topological features across changes in different scales. Classical algorithms for persistent homol-ogy are often constrained by running times and mem-ory requirements that grow exponentially on the number of data points. To surpass this problem, two quantum algorithms of persistent homology have been developed based on two different approaches. However, both of these quantum algorithms consider a data set in the form of a point cloud, which can be restrictive considering that many data sets come in the form of time series. In this paper, we alleviate this issue by establishing a quantum Takens's delay embedding algorithm, which turns a time series into a point cloud by considering a pertinent embedding into a higher dimensional space. Having this quantum transformation of time series to point clouds, then one may use a quantum persistent homology algorithm to extract the topological features from the point cloud associated with the original times series.

DOI
10.1109/sec54971.2022.00057

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Persistent homology, a powerful mathematical tool for data analysis, summarizes the shape of data through tracking topological features across changes in different scales. Classical algorithms for persistent homol-ogy are often constrained by running times and mem-ory requirements that grow exponentially on the number of data points. To surpass this problem, two quantum algorithms of persistent homology have been developed based on two different approaches. However, both of these quantum algorithms consider a data set in the form of a point cloud, which can be restrictive considering that many data sets come in the form of time series. In this paper, we alleviate this issue by establishing a quantum Takens's delay embedding algorithm, which turns a time series into a point cloud by considering a pertinent embedding into a higher dimensional space. Having this quantum transformation of time series to point clouds, then one may use a quantum persistent homology algorithm to extract the topological features from the point cloud associated with the original times series.
Extracting useful information from large data sets can be a daunting task. Topological methods for analyzing data sets provide a powerful technique for extracting such information. Persistent homology is a sophisticated tool for identifying such topological features -- connected components, holes, or voids -- and for determining how such features persist as the data is viewed at different scales. This paper provides quantum algorithms for calculating Betti numbers in persistent homology, and for finding eigenvectors and eigenvalues of the combinatorial Laplacian. The algorithms provide an exponential speedup over classical algorithms for topological data analysis.
Given a data set with a notion of distance, such as a point cloud in Euclidean space, topological data analysis (TDA) uses techniques from algebraic topology and metric geometry to infer the topology of a hypothetical manifold from which the data are sampled. This inference is achieved by calculating topological invariants, some of which are difficult to compute classically. Meanwhile, quantum TDA utilizes quantum processes to extract the invariants used in making such inferences in an attempt to speed up the computations. Because applying transformations to the original classical dataset could alter the associated topological invariants, we investigate which quantum encodings would best preserve the invariants of the original dataset. This line of inquiry is distinct from standard approaches in quantum TDA, whose typical starting point is not from the classical dataset directly, but rather from the associated combinatorial objects, such as simplicial complexes, which typically demand a lot of resources to construct. We take the first step at a more direct approach by focusing on which quantum encodings acting directly on the data are admissible for applying quantum algorithms to extract topological features from classical datasets.
Persistent homology is a way to analyse the shape of a dataset rather than its semantics. This is done by assigning the dataset holes in different dimensions, borrowing this theory from the mathematical area of topology. The dataset is treated as being sampled from a topological space, which is in turn approximated at different resolutions. The persistent Betti numbers then count the number of holes in these spaces, registering for how long the holes persist as the resolution increases. Computing such features classically may prove costly, with some steps possibly requiring exponential time. In a 2016 paper, a polynomial time quantum algorithm for the approximation of persistent homology is promised. In this thesis it is shown these methods are generally incapable of uniquely determining the persistent Betti numbers in arbitrary dimensions. The algorithm does succeed in the zeroth dimension. After treating the prerequisites, the methods from this paper are explained, the above statements are proven, and finally the quantum algorithm is related to agglomerative hierarchical clustering and spectral clustering.
Extracting useful information from large data sets can be a daunting task. Topological methods for analysing data sets provide a powerful technique for extracting such information. Persistent homology is a sophisticated tool for identifying topological features and for determining how such features persist as the data is viewed at different scales. Here we present quantum machine learning algorithms for calculating Betti numbers--the numbers of connected components, holes and voids--in persistent homology, and for finding eigenvectors and eigenvalues of the combinatorial Laplacian. The algorithms provide an exponential speed-up over the best currently known classical algorithms for topological data analysis.
Different algorithms can be used for clustering purposes with data sets. On of these algorithms, uses topological features extracted from the data set to base the clusters on. The complexity of this algorithm is however exponential in the number of data points. Recently a quantum algorithm was proposed by Lloyd Garnerone and Zanardi with claimed polynomial complexity, hence an exponential improved over classical algorithms. However, we show that this algorithm in general cannot be used to compute these topological features in any dimension but the zeroth. We also give pointers on how to still use the algorithm for clustering purposes.
Topological data analysis (TDA) provides a powerful framework for extracting information about the shape of complex, unstructured data, but the classical cost of computing high dimensional topological features limits its application. Quantum algorithms for TDA offer a route around this bottleneck, yet existing approaches typically focus on exact or high precision Betti number estimation, making the regime for practical quantum advantage appear narrow. Here, we instead frame quantum TDA as a feature-extraction method for downstream data analysis by extracting low-order spectral information from the combinatorial Laplacian as a proxy for high-dimensional topology. We support this perspective from both the application and algorithmic sides. First, we show that higher-order TDA features improve predictive performance in two time-series applications: functional MRI analysis for neurodegenerative disease classification and financial time-series analysis for identifying market instability. Second, we develop a moment-based quantum algorithm and show that low-order moments, including the relative trace, are strongly correlated with high-dimensional Betti information, even when the relative Betti number is small. Finally, we present circuit constructions, resource estimates, quantum-classical crossover projections, and experimental results from a Barium development system similar to the forthcoming IonQ Tempo line, extracting Laplacian-derived observables from graph instances and quantitatively comparing them with exact Betti information. Together, these results establish quantum TDA as a practical approach for extracting topological features from classically challenging data