We present a quantum algorithm for fitting a linear regression model to a given data set using the least-squares approach. Differently from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs these numbers in the classical form. So by running it once, one completely determines the fitted model and then can use it to make predictions on new data at little cost. Moreover, our algorithm works in the standard oracle model, and can handle data sets with nonsparse design matrices. It runs in time $\text{poly}({log}_{2}(N),d,\ensuremath{\kappa},1/\ensuremath{\epsilon})$, where $N$ is the size of the data set, $d$ is the number of adjustable parameters, $\ensuremath{\kappa}$ is the condition number of the design matrix, and $\ensuremath{\epsilon}$ is the desired precision in the output. We also show that the polynomial dependence on $d$ and $\ensuremath{\kappa}$ is necessary. Thus, our algorithm cannot be significantly improved. Furthermore, we also give a quantum algorithm that estimates the quality of the least-squares fit (without computing its parameters explicitly). This algorithm runs faster than the one for finding this fit, and can be used to check whether the given data set qualifies for linear regression in the first place.We present a quantum algorithm for fitting a linear regression model to a given data set using the least-squares approach. Differently from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs these numbers in the classical form. So by running it once, one completely determines the fitted model and then can use it to make predictions on new data at little cost. Moreover, our algorithm works in the standard oracle model, and can handle data sets with nonsparse design matrices. It runs in time $\text{poly}({log}_{2}(N),d,\ensuremath{\kappa},1/\ensuremath{\epsilon})$, where $N$ is the size of the data set, $d$ is the number of adjustable parameters, $\ensuremath{\kappa}$ is the condition number of the design matrix, and $\ensuremath{\epsilon}$ is the desired precision in the output. We also show that the polynomial dependence on $d$ and $\ensuremath{\kappa}$ is necessary. Thus, our algorithm cannot be significantly improved. Furthermore, we also give a quantum algorithm that estimates the quality of the least-squares fit (without computing its parameters explicitly). This algorithm runs faster than the one for finding this fit, and can be used to check whether the given data set qualifies for linear regression in the first place.

arXiv:1402.0660Physical Review AJul 31, 2017144 citations

Quantum radial basis function methods for scattered data fitting

Lingxia Cui, Hua Xiang

Scattered data fitting is a frequently encountered problem for reconstructing an unknown function from given scattered data. Radial basis function (RBF) methods have proven to be highly useful to deal with this problem. We describe two quantum algorithms to efficiently fit scattered data based on globally and compactly supported RBFs respectively. For the globally supported RBF method, the core of the quantum algorithm relies on using coherent states to calculate the radial functions and a nonsparse matrix exponentiation technique for efficiently performing a matrix inversion. A quadratic speedup is achieved in the number of data over the classical algorithms. For the compactly supported RBF method, we mainly use the HHL algorithm as a subroutine to design an efficient quantum procedure that runs in time logarithmic in the number of data, achieving an exponential improvement over the classical methods.Scattered data fitting is a frequently encountered problem for reconstructing an unknown function from given scattered data. Radial basis function (RBF) methods have proven to be highly useful to deal with this problem. We describe two quantum algorithms to efficiently fit scattered data based on globally and compactly supported RBFs respectively. For the globally supported RBF method, the core of the quantum algorithm relies on using coherent states to calculate the radial functions and a nonsparse matrix exponentiation technique for efficiently performing a matrix inversion. A quadratic speedup is achieved in the number of data over the classical algorithms. For the compactly supported RBF method, we mainly use the HHL algorithm as a subroutine to design an efficient quantum procedure that runs in time logarithmic in the number of data, achieving an exponential improvement over the classical methods.

arXiv:2112.10179Dec 19, 20210 citations

An Improved Quantum Nearest-Neighbor Algorithm

Ying Zhang, Feng Bao, Wei Jia +1 more

Advances in intelligent systems and computingJul 1, 20203 citations

Toward speedup without quantum coherent access

Nhat A. Nghiem

Along with the development of quantum technology, finding useful applications of quantum computers has been a central pursuit. Despite various quantum algorithms have been developed, many of them often require strong input assumptions, which is hardware demanding. In particular, recent advances on dequantization have revealed that the quantum advantage is more of a mere artifact of strong input assumptions. In this work, we propose a variant of these algorithms, leveraging both classical and quantum resources. Provided the classical knowledge (the entries) of the matrix/vector of interest, a classical procedure is used to pre-process this information. Then they are fed into a quantum circuit which is shown to be a block encoding of the matrix of interest. From this block-encoding, we show how to use it to tackle a wide range of problems, including principal component analysis, linear equation solving, Hamiltonian simulation, preparing ground state, and data fitting. We also analyze our protocol, showing that both the classical and quantum procedure can achieve logarithmic complexity in the input dimension, thus implying its potential for near term realization. We then discuss several implications and corollaries of our result. First,, our results suggest there are certain matrices/Hamiltonians where our method can provide exponential improvement compared to the existing ones with respect to the sparsity. Regarding dense linear systems, our method achieves exponential speed-up with respect to the inverse of error tolerance, compared to the best previously known quantum algorithm for dense systems. Last, and most importantly, regarding quantum data fitting, we show how the output of our quantum algorithms can be leveraged to predict unseen data. Thus, it provides an end-to-end application, which has been an open aspect of the previous quantum data fitting algorithm.Along with the development of quantum technology, finding useful applications of quantum computers has been a central pursuit. Despite various quantum algorithms have been developed, many of them often require strong input assumptions, which is hardware demanding. In particular, recent advances on dequantization have revealed that the quantum advantage is more of a mere artifact of strong input assumptions. In this work, we propose a variant of these algorithms, leveraging both classical and quantum resources. Provided the classical knowledge (the entries) of the matrix/vector of interest, a classical procedure is used to pre-process this information. Then they are fed into a quantum circuit which is shown to be a block encoding of the matrix of interest. From this block-encoding, we show how to use it to tackle a wide range of problems, including principal component analysis, linear equation solving, Hamiltonian simulation, preparing ground state, and data fitting. We also analyze our protocol, showing that both the classical and quantum procedure can achieve logarithmic complexity in the input dimension, thus implying its potential for near term realization. We then discuss several implications and corollaries of our result. First,, our results suggest there are certain matrices/Hamiltonians where our method can provide exponential improvement compared to the existing ones with respect to the sparsity. Regarding dense linear systems, our method achieves exponential speed-up with respect to the inverse of error tolerance, compared to the best previously known quantum algorithm for dense systems. Last, and most importantly, regarding quantum data fitting, we show how the output of our quantum algorithms can be leveraged to predict unseen data. Thus, it provides an end-to-end application, which has been an open aspect of the previous quantum data fitting algorithm.

quant-pharXiv:2602.20781Feb 25, 20260 citations

Quantum Data Fitting Algorithm for Non-sparse Matrices

Guangxi Li, Youle Wang, Yu Luo +1 more

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 $O(κ^2\sqrt{N}\mathrm{polylog}(N)/(ε\logκ))$ for an $N\times N$ dimensional Hermitian matrix $\bm{F}$ , where $κ$ denotes the condition number of $\bm{F}$ 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 $κ$ .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 $O(κ^2\sqrt{N}\mathrm{polylog}(N)/(ε\logκ))$ for an $N\times N$ dimensional Hermitian matrix $\bm{F}$, where $κ$ denotes the condition number of $\bm{F}$ 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 $κ$.

arXiv:1907.06949Jul 16, 20192 citations

N

is the size of the data set,

d

is the number of adjustable parameters, $\ensuremath{\kappa}$ is the condition number of the design matrix, and $\ensuremath{\epsilon}$ is the desired precision in the output. We also show that the polynomial dependence on

d

and $\ensuremath{\kappa}$ is necessary. Thus, our algorithm cannot be significantly improved. Furthermore, we also give a quantum algorithm that estimates the quality of the least-squares fit (without computing its parameters explicitly). This algorithm runs faster than the one for finding this fit, and can be used to check whether the given data set qualifies for linear regression in the first place.

O(κ^2\sqrt{N}\mathrm{polylog}(N)/(ε\logκ))

for an

N\times N

dimensional Hermitian matrix

\bm{F}

, where

κ

denotes the condition number of

\bm{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