In this paper, we propose an efficient quantum algorithm for spectral regression which is a dimensionality reduction framework based on the regression and spectral graph analysis. The quantum algorithm involves two core subroutines: the quantum principal eigenvectors analysis and the quantum ridge regression algorithm. The quantum principal eigenvectors analysis can be performed by an efficient sparse Hamiltonian simulation. For the ridge regression, we propose a quantum algorithm that is derived from the quantum singular value decomposition method. Our quantum ridge regression algorithm is more suitable for data matrices that are non-sparse and skewed. Our analysis demonstrates that the quantum subroutines can be implemented with an approximatively polynomial speedup on a quantum computer over their classical counterparts.
In this paper, we propose an efficient quantum algorithm for spectral regression which is a dimensionality reduction framework based on the regression and spectral graph analysis. The quantum algorithm involves two core subroutines: the quantum principal eigenvectors analysis and the quantum ridge regression algorithm. The quantum principal eigenvectors analysis can be performed by an efficient sparse Hamiltonian simulation. For the ridge regression, we propose a quantum algorithm that is derived from the quantum singular value decomposition method. Our quantum ridge regression algorithm is more suitable for data matrices that are non-sparse and skewed. Our analysis demonstrates that the quantum subroutines can be implemented with an approximatively polynomial speedup on a quantum computer over their classical counterparts.
We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter α by analysing the training dataset. The algorithm consists of two subalgorithms. One is generating predictive value for a new input, the way is to apply the phase estimation algorithm to the initial state |Xi and apply the controlled rotation to the eigenvalue register. The other is finding an optimal regularization hyperparameter α , the way is to apply the phase estimation algorithm to the initial state |yi and apply the controlled rotation to the eigenvalue register. The second subalgorithm can compute the whole training dataset in parallel that improve the efficiency. Compared with the classical ridge regression algorithm, our algorithm overcome multicollinearity and overfitting. Moreover, it have exponentially faster. What's more, our algorithm can deal with the non-sparse matrices in comparison to some existing quantum algorithms and have slightly speedup than the existing quantum counterpart. At present, the quantum algorithm has a wide range of application and the proposed algorithm can be used as a subroutine of other quantum algorithms.
Ridge regression (RR), also called regularized linear regression, is an important machine learning technique which introduces a regularization hyperparameter to ordinary multiple linear regression for analyzing data suffering from multicollinearity. Here we provide an efficient quantum algorithm for RR. Specifically, by giving the technique of parallel Hamiltonian simulation that can simulate a number of Hermitian matrices in parallel, we develop a quantum version of K-fold cross-validation approach that can efficiently estimate the predictive performance of RR. Our algorithm involves two phases: (1) we first use the quantum K-fold cross-validation to efficiently determine an approximately optimal regularization hyperparameter for RR with which RR can achieve very good predictive performance, and (2) then generate a quantum state encoding the optimal fitting parameters of RR with such hyperparameter, which can be further utilized to predict new data. Our algorithm can handle nonsparse data matrices, and is exponentially faster than the classical algorithm for (low-rank) design matrices with relatively small elements and low condition numbers.
Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameterαto ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present a quantum algorithm for RR, where the technique of parallel Hamiltonian simulation to simulate a number of Hermitian matrices in parallel is proposed and used to develop a quantum version ofK-fold cross-validation approach, which can efficiently estimate the predictive performance of RR. Our algorithm consists of two phases: (1) using quantumK-fold cross-validation to efficiently determine a goodαwith which RR can achieve good predictive performance, and then (2) generating a quantum state encoding the optimal fitting parameters of RR with suchα, which can be further utilized to predict new data. Since indefinite dense Hamiltonian simulation has been adopted as a key subroutine, our algorithm can efficiently handle non-sparse data matrices. It is shown that our algorithm can achieve exponential speedup over the classical counterpart for (low-rank) data matrices with low condition numbers. But when the condition numbers of data matrices are large to be amenable to full or approximately full ranks of data matrices, only polynomial speedup can be achieved.
We propose a quantum data fitting algorithm for non-sparse matrices, which is based on the Quantum Singular Value Estimation (QSVE) subroutine and a novel efficient method for recovering the signs of eigenvalues. Our algorithm generalizes the quantum data fitting algorithm of Wiebe, Braun, and Lloyd for sparse and well-conditioned matrices by adding a regularization term to avoid the over-fitting problem, which is a very important problem in machine learning. As a result, the algorithm achieves a sparsity-independent runtime of O(κ2Npolylog(N)/(εlogκ)) for an N×N dimensional Hermitian matrix F, where κ denotes the condition number of F and ε is the precision parameter. This amounts to a polynomial speedup on the dimension of matrices when compared with the classical data fitting algorithms, and a strictly less than quadratic dependence on κ.
With the significant advancement in quantum computation during the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used technique in supervised classical machine learning. Here we introduce an algorithm for Gaussian process regression using continuous-variable quantum systems that can be realized with technology based on photonic quantum computers under certain assumptions regarding distribution of data and availability of efficient quantum access. Our algorithm shows that by using a continuous-variable quantum computer a dramatic speedup in computing Gaussian process regression can be achieved, i.e., the possibility of exponentially reducing the time to compute. Furthermore, our results also include a continuous-variable quantum-assisted singular value decomposition method of nonsparse low rank matrices and forms an important subroutine in our Gaussian process regression algorithm.
Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often ill-posed or the underlying model suffers from o v e r f i t t i n g , leading to erroneous or trivial solutions. This is often dealt with by adding extra constraints, known as regularization. In this paper, we use the frameworks of block-encoding and quantum singular value transformation (QSVT) to design the first quantum algorithms for quantum least squares with general ℓ 2 -regularization. These include regularized versions of quantum ordinary least squares, quantum weighted least squares, and quantum generalized least squares. Our quantum algorithms substantially improve upon prior results on quantum ridge regression (polynomial improvement in the condition number and an exponential improvement in accuracy), which is a particular case of our result.To this end, we assume approximate block-encodings of the underlying matrices as input and use robust QSVT algorithms for various linear algebra operations. In particular, we develop a variable-time quantum algorithm for matrix inversion using QSVT, where we use quantum eigenvalue discrimination as a subroutine instead of gapped phase estimation. This ensures that substantially fewer ancilla qubits are required for this procedure than prior results. Owing to the generality of the block-encoding framework, our algorithms are applicable to a variety of input models and can also be seen as improved and generalized versions of prior results on standard (non-regularized) quantum least squares algorithms.