The Quantum Circuit Born Machine (QCBM) is a generative quantum machine learning model that can be efficiently trained and run on the NISQ-era quantum processors. It is likely that QCBM will be one of the first quantum machine learning models to find productive applications in quantitative finance as a powerful market generator. In this paper we test QCBM performance on a dataset of spot FX log-returns (heavy-tailed distribution) as well as specially constructed mixture of Normal distributions (which models spiky light-tailed distribution). The QCBM has greater expressive power than comparable classical neural networks such as restricted Boltzmann machine (RBM) and, therefore, has potential to demonstrate quantum advantage by generating high-quality samples from the learned empirical distribution of the market risk factors while using less computational resources than its classical counterpart. However, efficient training of QCBM remains a challenging problem. Traditional differentiable learning approach may not work well when the loss function is highly non-smooth. In such cases it may be more efficient to use the non-differentiable learning methods. This paper proposes a non-differentiable learning approach to the training of QCBM based on genetic glgorithm (GA). The paper also presents results of the numerical experiments which compare performance of QCBM trained with GA against performance of the equivalent classical RBM and investigates the question of GA convergence as a function of QCBM architecture and the choice of algorithm's hyperparameters.
The Quantum Circuit Born Machine (QCBM) is a generative quantum machine learning model that can be efficiently trained and run on the NISQ-era quantum processors. It is likely that QCBM will be one of the first quantum machine learning models to find productive applications in quantitative finance as a powerful market generator. In this paper we test QCBM performance on a dataset of spot FX log-returns (heavy-tailed distribution) as well as specially constructed mixture of Normal distributions (which models spiky light-tailed distribution). The QCBM has greater expressive power than comparable classical neural networks such as restricted Boltzmann machine (RBM) and, therefore, has potential to demonstrate quantum advantage by generating high-quality samples from the learned empirical distribution of the market risk factors while using less computational resources than its classical counterpart. However, efficient training of QCBM remains a challenging problem. Traditional differentiable learning approach may not work well when the loss function is highly non-smooth. In such cases it may be more efficient to use the non-differentiable learning methods. This paper proposes a non-differentiable learning approach to the training of QCBM based on genetic glgorithm (GA). The paper also presents results of the numerical experiments which compare performance of QCBM trained with GA against performance of the equivalent classical RBM and investigates the question of GA convergence as a function of QCBM architecture and the choice of algorithm's hyperparameters.
Quantum circuit Born machines are generative models which represent the probability distribution of classical dataset as quantum pure states. Computational complexity considerations of the quantum sampling problem suggest that the quantum circuits exhibit stronger expressibility compared to classical neural networks. One can efficiently draw samples from the quantum circuits via projective measurements on qubits. However, similar to the leading implicit generative models in deep learning, such as the generative adversarial networks, the quantum circuits cannot provide the likelihood of the generated samples, which poses a challenge to the training. We devise an efficient gradient-based learning algorithm for the quantum circuit Born machine by minimizing the kerneled maximum mean discrepancy loss. We simulated generative modeling of the BARS-AND-STRIPES dataset and Gaussian mixture distributions using deep quantum circuits. Our experiments show the importance of circuit depth and the gradient-based optimization algorithm. The proposed learning algorithm is runnable on near-term quantum device and can exhibit quantum advantages for probabilistic generative modeling.
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.
Abstract In recent proposals of quantum circuit models for generative tasks, the discussion about their performance has been limited to their ability to reproduce a known target distribution. For example, expressive model families such as quantum circuit Born machines (QCBMs) have been almost entirely evaluated on their capability to learn a given target distribution with high accuracy. While this aspect may be ideal for some tasks, it limits the scope of a generative model’s assessment to its ability to memorize data rather than generalize . As a result, there has been little understanding of a model’s generalization performance and the relation between such capability and the resource requirements, e.g. the circuit depth and the amount of training data. In this work, we leverage upon a recently proposed generalization evaluation framework to begin addressing this knowledge gap. We first investigate the QCBM’s learning process of a cardinality-constrained distribution and see an increase in generalization performance while increasing the circuit depth. In the 12-qubit example presented here, we observe that with as few as 30 % of the valid data in the training set, the QCBM exhibits the best generalization performance toward generating unseen and valid data. Lastly, we assess the QCBM’s ability to generalize not only to valid samples, but to high-quality bitstrings distributed according to an adequately re-weighted distribution. We see that the QCBM is able to effectively learn the reweighted dataset and generate unseen samples with higher quality than those in the training set. To the best of our knowledge, this is the first work in the literature that presents the QCBM’s generalization performance as an integral evaluation metric for quantum generative models, and demonstrates the QCBM’s ability to generalize to high-quality, desired novel samples.
Abstract Finding a concrete use case for quantum computers in the near term is still an open question, with machine learning typically touted as one of the first fields which will be impacted by quantum technologies. In this work, we investigate and compare the capabilities of quantum versus classical models for the task of generative modelling in machine learning. We use a real world financial dataset consisting of correlated currency pairs and compare two models in their ability to learn the resulting distribution—a restricted Boltzmann machine, and a quantum circuit Born machine. We provide extensive numerical results indicating that the simulated Born machine always at least matches the performance of the Boltzmann machine in this task, and demonstrates superior performance as the model scales. We perform experiments on both simulated and physical quantum chips using the Rigetti QCS TM platform, and also are able to partially train the largest instance to date of a quantum circuit Born machine on quantum hardware. Finally, by studying the entanglement capacity of the training Born machines, we find that entanglement typically plays a role in the problem instances which demonstrate an advantage over the Boltzmann machine.
Quantum machine learning (QML) is a cross-disciplinary subject made up of two of the most exciting research areas: quantum computing and classical machine learning (ML), with ML and artificial intelligence (AI) being projected as the first fields that will be impacted by the rise of quantum machines. Quantum computers are being used today in drug discovery, material & molecular modelling and finance. In this work, we explore emerging research areas in the application of hybrid classical quantum machine learning (QML) in finance. We focus on hybrid classical-quantum models that have gained significant interest in the financial world for various applications. We utilise a real-world cryptocurrency dataset to train a quantum generative adversarial networks (qGAN), and implement the real-life NVIDIA stock price data on quantum LSTM (QLSTM), comparing its performance with classical Long Short Term Memory (LSTM) model. Additionally, we investigate the application of quantum circuit Born machine (QCBM) using a toy dataset for applications in finance. For the qGAN, we define quantum circuits for generators and showcase the potential for future quantum advantage in finance through QML, possibly in combination with QLSTM and QCBM. Our findings suggest that, while training classical data is more efficient on LSTM, the test predictions of QLSTM is slightly superior to its classical counterpart making it a promising candidate for financial forecasting and analysis for timeseries type data.
Quantum Circuit Born Machines (QCBMs) offer a natural approach to generative machine learning by leveraging the Born rule. Recent work has provided a method to classically train QCBMs with Instantaneous Quantum Polynomial (IQP) circuits via the Maximum Mean Discrepancy (MMD) loss. Despite the assumed intractability of sampling from IQP circuits classically, their expectation values can be computed classically, enabling training of these IQP QCBMs. However, quantum machine learning (QML) models have various other challenges, including trainability issues caused by exponential concentration or barren plateaus. While these issues have been explored for parameters sampled from a uniform distribution, little work has been done to rigorously treat the use of arbitrary Gaussian initialization schemes. This work leverages Stein's lemma and Lipschitz concentration bounds for Gaussian random variables to provide an analytical lower bound of the variance of the gradient and a probabilistic concentration bound of the deviation of the gradient from its mean. It discusses strategies to either avoid or encourage exponential concentration, as well as the conditions under which barren plateaus are more likely to occur.