Generative Data Intelligence

An improved quantum-inspired algorithm for linear regression

Date:

András Gilyén1, Zhao Song2, and Ewin Tang3

1Alfréd Rényi Institute of Mathematics
2Adobe Research
3University of Washington

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Abstract

We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review Letters’09] for low-rank matrices [Wossnig, Zhao, and Prakash, Physical Review Letters’18], when the input matrix $A$ is stored in a data structure applicable for QRAM-based state preparation.

Namely, suppose we are given an $A in mathbb{C}^{mtimes n}$ with minimum non-zero singular value $sigma$ which supports certain efficient $ell_2$-norm importance sampling queries, along with a $b in mathbb{C}^m$. Then, for some $x in mathbb{C}^n$ satisfying $|x – A^+b| leq varepsilon|A^+b|$, we can output a measurement of $|xrangle$ in the computational basis and output an entry of $x$ with classical algorithms that run in $tilde{mathcal{O}}big(frac{|A|_{mathrm{F}}^6|A|^6}{sigma^{12}varepsilon^4}big)$ and $tilde{mathcal{O}}big(frac{|A|_{mathrm{F}}^6|A|^2}{sigma^8varepsilon^4}big)$ time, respectively. This improves on previous “quantum-inspired” algorithms in this line of research by at least a factor of $frac{|A|^{16}}{sigma^{16}varepsilon^2}$ [Chia, Gilyén, Li, Lin, Tang, and Wang, STOC’20]. As a consequence, we show that quantum computers can achieve at most a factor-of-12 speedup for linear regression in this QRAM data structure setting and related settings. Our work applies techniques from sketching algorithms and optimization to the quantum-inspired literature. Unlike earlier works, this is a promising avenue that could lead to feasible implementations of classical regression in a quantum-inspired settings, for comparison against future quantum computers.

In this work, we combine two powerful ideas: stochastic gradient descent and the “quantum-inspired” access model of vectors and matrices. Algorithms in this access model have been previously used to demonstrate that certain quantum machine learning algorithms cannot give exponential speedups, and faster algorithms in this model imply stronger barriers to quantum speedup. So, to analyze the potential for quantum speedup in machine learning, we study the problem of linear regression, or solving a linear system $Ax=b$. We notice that, in the quantum-inspired setting, the quantum-like operations we can perform enable us to efficiently sample gradients of $f(x) = tfrac12|Ax-b|^2$ when the matrix $A$ is low rank. This fits nicely with stochastic gradient descent techniques, so we use them to develop much faster algorithms over prior work, which was bottlenecked by its use of costly singular value decompositions. We break through this barrier and obtain a quartic dependence on precision, making significant progress towards practically applicable quantum-inspired algorithms. Later, Shao and Montanaro showed that in certain cases, variants of stochastic gradient descent can run even faster, with quadratic dependence on precision.

► BibTeX data

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Cited by

[1] Quynh T. Nguyen, Bobak T. Kiani, and Seth Lloyd, “Quantum algorithm for dense and full-rank kernels using hierarchical matrices”, arXiv:2201.11329.

[2] Benjamin A. Cordier, Nicolas P. D. Sawaya, Gian G. Guerreschi, and Shannon K. McWeeney, “Biology and medicine in the landscape of quantum advantages”, arXiv:2112.00760.

[3] Adam Bouland, Wim van Dam, Hamed Joorati, Iordanis Kerenidis, and Anupam Prakash, “Prospects and challenges of quantum finance”, arXiv:2011.06492.

[4] Amirhossein Nourbakhsh, Mark Nicholas Jones, Kaur Kristjuhan, Deborah Carberry, Jay Karon, Christian Beenfeldt, Kyarash Shahriari, Martin P. Andersson, Mojgan A. Jadidi, and Seyed Soheil Mansouri, “Quantum Computing: Fundamentals, Trends and Perspectives for Chemical and Biochemical Engineers”, arXiv:2201.02823.

[5] Xiao-Ming Zhang, Tongyang Li, and Xiao Yuan, “Quantum State Preparation with Optimal Circuit Depth: Implementations and Applications”, arXiv:2201.11495.

[6] Bujiao Wu, Maharshi Ray, Liming Zhao, Xiaoming Sun, and Patrick Rebentrost, “Quantum-classical algorithms for skewed linear systems with an optimized Hadamard test”, Physical Review A 103 4, 042422 (2021).

[7] Iordanis Kerenidis and Anupam Prakash, “Quantum machine learning with subspace states”, arXiv:2202.00054.

[8] Changpeng Shao and Ashley Montanaro, “Faster quantum-inspired algorithms for solving linear systems”, arXiv:2103.10309.

[9] Patrick Rall, “Faster Coherent Quantum Algorithms for Phase, Energy, and Amplitude Estimation”, arXiv:2103.09717.

[10] Nadiia Chepurko, Kenneth L. Clarkson, Lior Horesh, Honghao Lin, and David P. Woodruff, “Quantum-Inspired Algorithms from Randomized Numerical Linear Algebra”, arXiv:2011.04125.

[11] Armando Bellante, Alessandro Luongo, and Stefano Zanero, “Quantum Algorithms for Data Representation and Analysis”, arXiv:2104.08987.

[12] Daniel Chen, Yekun Xu, Betis Baheri, Samuel A. Stein, Chuan Bi, Ying Mao, Qiang Quan, and Shuai Xu, “Quantum-Inspired Classical Algorithm for Slow Feature Analysis”, arXiv:2012.00824.

[13] Sevag Gharibian and François Le Gall, “Dequantizing the Quantum Singular Value Transformation: Hardness and Applications to Quantum Chemistry and the Quantum PCP Conjecture”, arXiv:2111.09079.

[14] Chenyi Zhang, Jiaqi Leng, and Tongyang Li, “Quantum algorithms for escaping from saddle points”, arXiv:2007.10253.

[15] Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda, and Kazuyoshi Yoshino, “Linear regression by quantum amplitude estimation and its extension to convex optimization”, Physical Review A 104 2, 022430 (2021).

[16] Franco D. Albareti, Thomas Ankenbrand, Denis Bieri, Esther Hänggi, Damian Lötscher, Stefan Stettler, and Marcel Schöngens, “A Structured Survey of Quantum Computing for the Financial Industry”, arXiv:2204.10026.

[17] Ebrahim Ardeshir-Larijani, “Parametrized Complexity of Quantum Inspired Algorithms”, arXiv:2112.11686.

[18] Shantanav Chakraborty, Aditya Morolia, and Anurudh Peduri, “Quantum Regularized Least Squares”, arXiv:2206.13143.

The above citations are from SAO/NASA ADS (last updated successfully 2022-06-30 13:00:28). The list may be incomplete as not all publishers provide suitable and complete citation data.

Could not fetch Crossref cited-by data during last attempt 2022-06-30 13:00:26: Could not fetch cited-by data for 10.22331/q-2022-06-30-754 from Crossref. This is normal if the DOI was registered recently.

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