A quantum interior-point algorithm built on a quantum second-order cone program solver is proposed for constrained portfolio optimization, with a claimed near-linear speedup under favorable problem-dependent parameters.
Quantum classification of the MNIST dataset with Slow Feature Analysis
1 Pith paper cite this work. Polarity classification is still indexing.
abstract
Quantum machine learning carries the promise to revolutionize information and communication technologies. While a number of quantum algorithms with potential exponential speedups have been proposed already, it is quite difficult to provide convincing evidence that quantum computers with quantum memories will be in fact useful to solve real-world problems. Our work makes considerable progress towards this goal. We design quantum techniques for Dimensionality Reduction and for Classification, and combine them to provide an efficient and high accuracy quantum classifier that we test on the MNIST dataset. More precisely, we propose a quantum version of Slow Feature Analysis (QSFA), a dimensionality reduction technique that maps the dataset in a lower dimensional space where we can apply a novel quantum classification procedure, the Quantum Frobenius Distance (QFD). We simulate the quantum classifier (including errors) and show that it can provide classification of the MNIST handwritten digit dataset, a widely used dataset for benchmarking classification algorithms, with $98.5\%$ accuracy, similar to the classical case. The running time of the quantum classifier is polylogarithmic in the dimension and number of data points. We also provide evidence that the other parameters on which the running time depends (condition number, Frobenius norm, error threshold, etc.) scale favorably in practice, thus ascertaining the efficiency of our algorithm.
fields
math.OC 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Quantum Algorithms for Portfolio Optimization
A quantum interior-point algorithm built on a quantum second-order cone program solver is proposed for constrained portfolio optimization, with a claimed near-linear speedup under favorable problem-dependent parameters.