This letter proposes a hybrid quantum-classical machine learning (ML) approach for self-interference cancellation (SIC) in full-duplex transceivers. The proposed approach exploits a quantum long short-term memory (QLSTM) layer, integrated with a classical convolutional layer, to perform the non-linear SIC. QLSTM replaces the neural networks in the classical LSTM gates with variational quantum circuits, acting as feature extractors. Simulation results confirm the superiority of the proposed hybrid quantum-classical ML approach by achieving a significantly higher SIC performance than its fully classical counterpart at similar memory and computational requirements.
This letter proposes a hybrid quantum-classical machine learning (ML) approach for self-interference cancellation (SIC) in full-duplex transceivers. The proposed approach exploits a quantum long short-term memory (QLSTM) layer, integrated with a classical convolutional layer, to perform the non-linear SIC. QLSTM replaces the neural networks in the classical LSTM gates with variational quantum circuits, acting as feature extractors. Simulation results confirm the superiority of the proposed hybrid quantum-classical ML approach by achieving a significantly higher SIC performance than its fully classical counterpart at similar memory and computational requirements.
Long short-term memory (LSTM) is a kind of recurrent neural networks (RNN) for sequence and temporal dependency data modeling and its effectiveness has been extensively established. In this work, we propose a hybrid quantum-classical model of LSTM, which we dub QLSTM. We demonstrate that the proposed model successfully learns several kinds of temporal data. In particular, we show that for certain testing cases, this quantum version of LSTM converges faster, or equivalently, reaches a better accuracy, than its classical counterpart. Due to the variational nature of our approach, the requirements on qubit counts and circuit depth are eased, and our work thus paves the way toward implementing machine learning algorithms for sequence modeling on noisy intermediate-scale quantum (NISQ) devices.
Long short-term memory (LSTM) is a kind of recurrent neural networks (RNN) for sequence and temporal dependency data modeling and its effectiveness has been extensively established. In this work, we propose a hybrid quantum-classical model of LSTM, which we dub QLSTM. We demonstrate that the proposed model successfully learns several kinds of temporal data. In particular, we show that for certain testing cases, this quantum version of LSTM converges faster, or equivalently, reaches a better accuracy, than its classical counterpart. Due to the variational nature of our approach, the requirements on qubit counts and circuit depth are eased, and our work thus paves the way toward implementing machine learning algorithms for sequence modeling such as natural language processing, speech recognition on noisy intermediate-scale quantum (NISQ) devices.
Quantum computing combined with machine learning (ML) is a highly promising research area, with numerous studies demonstrating that quantum machine learning (QML) is expected to solve scientific problems more effectively than classical ML. In this work, we present Quantum Long Short-Term Memory (QLSTM), a QML architecture, and demonstrate its effectiveness in drug discovery. We evaluate QLSTM on five benchmark datasets (BBBP, BACE, SIDER, BCAP37, T-47D), and observe consistent performance gains over classical LSTM, with ROC-AUC improvements ranging from 3% to over 6%. Furthermore, QLSTM exhibits improved predictive accuracy as the number of qubits increases, and faster convergence than classical LSTM under the same training conditions. Notably, QLSTM maintains strong robustness against quantum computer noise, outperforming noise-free classical LSTM in certain settings. These findings highlight the potential of QLSTM as a scalable and noise-resilient model for scientific applications, particularly as quantum hardware continues to advance in qubit capacity and fidelity.
Abstract Quantum computing combined with machine learning (ML) is a highly promising research area, with numerous studies demonstrating that quantum machine learning (QML) is expected to solve scientific problems more effectively than classical ML. In this work, we present Quantum Long Short-Term Memory (QLSTM), a QML architecture, and demonstrate its effectiveness in drug discovery. We evaluate QLSTM on five benchmark datasets (BBBP, BACE, SIDER, BCAP37, T-47D), and observe consistent performance gains over classical LSTM, with ROC-AUC improvements ranging from 3% to over 6%. Furthermore, QLSTM exhibits improved predictive accuracy as the number of qubits increases, and faster convergence than classical LSTM under the same training conditions. Notably, QLSTM maintains strong robustness against quantum computer noise, outperforming noise-free classical LSTM in certain settings. These findings highlight the potential of QLSTM as a scalable and noise-resilient model for scientific applications, particularly as quantum hardware continues to advance in qubit capacity and fidelity.
The stock markets have become a popular topic within machine learning (ML) communities, with one particular application being stock price prediction. However, accurately predicting the stock market is a challenging task due to the various factors within financial markets. With the introduction of ML, prediction techniques have become more efficient but computationally demanding for classical computers. Given the rise of quantum computing (QC), which holds great promise for being exponentially faster than current classical computers, it is natural to explore ML within the QC domain. In this study, we leverage a hybrid quantum-classical ML approach to predict a company's stock price. We integrate classical long short-term memory (LSTM) with QC, resulting in a new variant called QLSTM. We initially validate the proposed QLSTM model by leveraging an IBM quantum simulator running on a classical computer, after which we conduct predictions using an IBM real quantum computer. Thereafter, we evaluate the performance of our model using the root mean square error (RMSE) and prediction accuracy. Additionally, we perform a comparative analysis, evaluating the prediction performance of the QLSTM model against several other classical models. Further, we explore the impacts of hyperparameters on the QLSTM model to determine the best configuration. Our experimental results demonstrate that while the classical LSTM model achieved an RMSE of 0.0693 and a prediction accuracy of 0.8815, the QLSTM model exhibited superior performance, achieving values of 0.0602 and 0.9736, respectively. Furthermore, the QLSTM outperformed other classical models in both metrics.
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.