Yantao Wu

h-index6
2papers

2 Papers

STR-ELJul 3, 2025
Solving the Hubbard model with Neural Quantum States

Yuntian Gu, Wenrui Li, Heng Lin et al.

The rapid development of neural quantum states (NQS) has established it as a promising framework for studying quantum many-body systems. In this work, by leveraging the cutting-edge transformer-based architectures and developing highly efficient optimization algorithms, we achieve the state-of-the-art results for the doped two-dimensional (2D) Hubbard model, arguably the minimum model for high-Tc superconductivity. Interestingly, we find different attention heads in the NQS ansatz can directly encode correlations at different scales, making it capable of capturing long-range correlations and entanglements in strongly correlated systems. With these advances, we establish the half-filled stripe in the ground state of 2D Hubbard model with the next nearest neighboring hoppings, consistent with experimental observations in cuprates. Our work establishes NQS as a powerful tool for solving challenging many-fermions systems.

MLNov 14, 2024
Conditional regression for the Nonlinear Single-Variable Model

Yantao Wu, Mauro Maggioni

Regressing a function $F$ on $\mathbb{R}^d$ without the statistical and computational curse of dimensionality requires special statistical models, for example that impose geometric assumptions on the distribution of the data (e.g., that its support is low-dimensional), or strong smoothness assumptions on $F$, or a special structure $F$. Among the latter, compositional models $F=f\circ g$ with $g$ mapping to $\mathbb{R}^r$ with $r\ll d$ include classical single- and multi-index models, as well as neural networks. While the case where $g$ is linear is well-understood, less is known when $g$ is nonlinear, and in particular for which $g$'s the curse of dimensionality in estimating $F$, or both $f$ and $g$, may be circumvented. Here we consider a model $F(X):=f(Π_γX)$ where $Π_γ:\mathbb{R}^d\to[0,\textrm{len}_γ]$ is the closest-point projection onto the parameter of a regular curve $γ:[0, \textrm{len}_γ]\to\mathbb{R}^d$, and $f:[0,\textrm{len}_γ]\to \mathbb{R}^1$. The input data $X$ is not low-dimensional: it can be as far from $γ$ as the condition that $Π_γ(X)$ is well-defined allows. The distribution $X$, the curve $γ$ and the function $f$ are all unknown. This model is a natural nonlinear generalization of the single-index model, corresponding to $γ$ being a line. We propose a nonparametric estimator, based on conditional regression, that under suitable assumptions, the strongest of which being that $f$ is coarsely monotone, achieves, up to log factors, the $\textit{one-dimensional}$ optimal min-max rate for non-parametric regression, up to the level of noise in the observations, and be constructed in time $\mathcal{O}(d^2 n\log n)$. All the constants in the learning bounds, in the minimal number of samples required for our bounds to hold, and in the computational complexity are at most low-order polynomials in $d$.