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arXiv:2305.05881

Parallel hybrid quantum-classical machine learning for kernelized time-series classification

Jack S. Baker, Gilchan Park, Kwangmin Yu, Ara Ghukasyan, Oktay Göktaş, Santosh Kumar Radha

Published May 10, 2023• 4 citations
arXivHTMLPDF

Abstract

Supervised time-series classification garners widespread interest because of its applicability throughout a broad application domain including finance, astronomy, biosensors, and many others. In this work, we tackle this problem with hybrid quantum-classical machine learning, deducing pairwise temporal relationships between time-series instances using a time-series Hamiltonian kernel (TSHK). A TSHK is constructed with a sum of inner products generated by quantum states evolved using a parameterized time evolution operator. This sum is then optimally weighted using techniques derived from multiple kernel learning. Because we treat the kernel weighting step as a differentiable convex optimization problem, our method can be regarded as an end-to-end learnable hybrid quantum-classical-convex neural network, or QCC-net, whose output is a data set-generalized kernel function suitable for use in any kernelized machine learning technique such as the support vector machine (SVM). Using our TSHK as input to a SVM, we classify univariate and multivariate time-series using quantum circuit simulators and demonstrate the efficient parallel deployment of the algorithm to 127-qubit superconducting quantum processors using quantum multi-programming.

DOI
10.48550/arxiv.2305.05881

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Supervised time-series classification garners widespread interest because of its applicability throughout a broad application domain including finance, astronomy, biosensors, and many others. In this work, we tackle this problem with hybrid quantum-classical machine learning, deducing pairwise temporal relationships between time-series instances using a time-series Hamiltonian kernel (TSHK). A TSHK is constructed with a sum of inner products generated by quantum states evolved using a parameterized time evolution operator. This sum is then optimally weighted using techniques derived from multiple kernel learning. Because we treat the kernel weighting step as a differentiable convex optimization problem, our method can be regarded as an end-to-end learnable hybrid quantum-classical-convex neural network, or QCC-net, whose output is a data set-generalized kernel function suitable for use in any kernelized machine learning technique such as the support vector machine (SVM). Using our TSHK as input to a SVM, we classify univariate and multivariate time-series using quantum circuit simulators and demonstrate the efficient parallel deployment of the algorithm to 127-qubit superconducting quantum processors using quantum multi-programming.
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Abstract We investigated the potential application of quantum computing using the Kronecker kernel to pairwise classification and have devised a way to apply the Harrow-Hassidim-Lloyd (HHL)-based quantum support vector machine algorithm. Pairwise classification can be used to predict relationships among data and is used for problems such as link prediction and chemical interaction prediction. However, in pairwise classification using a Kronecker kernel, it is very costly to calculate the Kronecker product of the kernel matrices when there is a large amount of data. We found that the Kronecker product of kernel matrices can be represented more efficiently in time and space in quantum computing than that in classical computing. We also found that a pairwise classifier can be effectively trained by applying the HHL-based quantum support vector machine algorithm to the Kronecker kernel matrix. In an experiment comparing a classical algorithm with a quantum support vector machine with a Kronecker kernel run on a quantum computing simulator, the misclassification rate of the latter was almost the same as that of the former for the same pairwise classification problem in some cases. This indicates that a quantum support vector machine with a Kronecker kernel algorithm can achieve accuracy equivalent to that of the classical algorithm more efficiently and scalably. This finding paves the way for applying quantum machine learning to predicting relationships in large-scale data.
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Multi-output time-series forecasting in energy systems is challenging because of nonlinear dynamics, multi-scale seasonality, and strong dependencies across correlated series. In this work, we investigate two hybrid quantum-classical frameworks for multi-stream time-series forecasting on a real Smart Meter dataset comprising 103 household electricity consumption time-series, with experiments executed on the ibm_marrakeshibm\_marrakeshibm_marrakesh superconducting quantum processor. The first model, Kernelized Quantum Reservoir Computing with Repeated Measurement (KQRC-RM), combines coupled quantum reservoirs, ancilla-assisted repeated measurement, and kernelized readouts to model temporal dynamics and cross-stream correlations jointly. For a 3-stream time-series input and output, the KQRC-RM model using 114 qubits achieves an MAE of 0.0811 on MPS simulator (36.92\% improvement over its classical analog) whereas performance degrades to an MAE of 0.1524 on hardware. The second, a Projected Quantum Kernel Gaussian Process (QGP), replaces fidelity-based kernels with projected kernels constructed from local reduced-state statistics. Using a topology-aware 100-qubit QGP model to predict 100 multi-output time-series values, we observe 49\% of time-series outputs achieve high-accuracy predictions (MAE <0.15<0.15<0.15), with an average MAE of 0.0820.0820.082 for this low-error group. The medium-error regime (MAE 0.150.150.15-0.350.350.35) has an average MAE of 0.2290.2290.229, while the high-error regime (MAE >0.35>0.35>0.35) has an average MAE of 0.6640.6640.664. Overall, this reduces the average MAE relative to the classical GP baseline by 62.01\% on MPS simulator and 40.37\% on hardware. Together, these results demonstrate the feasibility of hybrid quantum machine learning for multi-input, multi-output time-series forecasting at the 100+ qubit scale on NISQ devices.