Romina Yalovetzky

Mattia J. Villani, Pranav Deshpande, Akshay Seshadri et al.

Large Language Models (LLMs) often generate factually incorrect outputs, commonly termed hallucinations, that undermine trust and limit deployment in high-stakes settings. Existing hallucination detection methods typically require multiple forward passes, or access to model internals. In this work, we provide theoretical background and empirical evidence that the distribution of token-level entropies, beyond the mean captured by perplexity or length-normalised entropy, serves as a fingerprint of hallucination, with distributional shape and tail behaviour carrying independent signal. We formalize hallucination detection as a statistical hypothesis test and propose the Calibrated Entropy Score (CES), a lightweight algorithm requiring only a single forward pass and black-box access to token logits. CES combines the mean signal with the maximum signal of the generated entropy through a calibrated reference CDF, producing scores that are directly comparable across models and tasks. We establish finite-sample calibration guarantees via a novel random-length Dvoretzky--Kiefer--Wolfowitz inequality, and also prove that CES detects hallucinations with probability converging to one exponentially fast in the generation length. Across eight QA benchmarks and ten generator models spanning open-source and API access models, CES achieves the highest detection performance among all single-pass black-box methods while providing formal error guarantees that existing heuristics lack. Remarkably, CES is statistically indistinguishable from multi-sample methods that require far greater computational cost, closing the gap between lightweight and expensive detection and making it suitable for real-time, large-scale deployment.

El Amine Cherrat, Snehal Raj, Iordanis Kerenidis et al.

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for real markets. We develop quantum reinforcement learning methods based on policy-search and distributional actor-critic algorithms that use quantum neural network architectures with orthogonal and compound layers for the policy and value functions. We prove that the quantum neural networks we use are trainable, and we perform extensive simulations that show that quantum models can reduce the number of trainable parameters while achieving comparable performance and that the distributional approach obtains better performance than other standard approaches, both classical and quantum. We successfully implement the proposed models on a trapped-ion quantum processor, utilizing circuits with up to $16$ qubits, and observe performance that agrees well with noiseless simulation. Our quantum techniques are general and can be applied to other reinforcement learning problems beyond hedging.

Niraj Kumar, Romina Yalovetzky, Changhao Li et al.

Decision trees are widely adopted machine learning models due to their simplicity and explainability. However, as training data size grows, standard methods become increasingly slow, scaling polynomially with the number of training examples. In this work, we introduce Des-q, a novel quantum algorithm to construct and retrain decision trees for regression and binary classification tasks. Assuming the data stream produces small, periodic increments of new training examples, Des-q significantly reduces the tree retraining time. Des-q achieves a logarithmic complexity in the combined total number of old and new examples, even accounting for the time needed to load the new samples into quantum-accessible memory. Our approach to grow the tree from any given node involves performing piecewise linear splits to generate multiple hyperplanes, thus partitioning the input feature space into distinct regions. To determine the suitable anchor points for these splits, we develop an efficient quantum-supervised clustering method, building upon the q-means algorithm introduced by Kerenidis et al. We benchmark the simulated version of Des-q against the state-of-the-art classical methods on multiple data sets and observe that our algorithm exhibits similar performance to the state-of-the-art decision trees while significantly speeding up the periodic tree retraining.

Jamie Heredge, Niraj Kumar, Dylan Herman et al.

Ensuring data privacy in machine learning models is critical, particularly in distributed settings where model gradients are typically shared among multiple parties to allow collaborative learning. Motivated by the increasing success of recovering input data from the gradients of classical models, this study addresses a central question: How hard is it to recover the input data from the gradients of quantum machine learning models? Focusing on variational quantum circuits (VQC) as learning models, we uncover the crucial role played by the dynamical Lie algebra (DLA) of the VQC ansatz in determining privacy vulnerabilities. While the DLA has previously been linked to the classical simulatability and trainability of VQC models, this work, for the first time, establishes its connection to the privacy of VQC models. In particular, we show that properties conducive to the trainability of VQCs, such as a polynomial-sized DLA, also facilitate the extraction of detailed snapshots of the input. We term this a weak privacy breach, as the snapshots enable training VQC models for distinct learning tasks without direct access to the original input. Further, we investigate the conditions for a strong privacy breach where the original input data can be recovered from these snapshots by classical or quantum-assisted polynomial time methods. We establish conditions on the encoding map such as classical simulatability, overlap with DLA basis, and its Fourier frequency characteristics that enable such a privacy breach of VQC models. Our findings thus play a crucial role in detailing the prospects of quantum privacy advantage by guiding the requirements for designing quantum machine learning models that balance trainability with robust privacy protection.

Tyler Chen, Akshay Seshadri, Mattia J. Villani et al.

Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature dimension) number of model evaluations. To address this, many model-agnostic randomized estimators have been developed, the most influential and widely used being the KernelSHAP method (Lundberg & Lee, 2017). While related estimators such as unbiased KernelSHAP (Covert & Lee, 2021) and LeverageSHAP (Musco & Witter, 2025) are known to satisfy theoretical guarantees, bounds for KernelSHAP have remained elusive. We describe a broad and unified framework that encompasses KernelSHAP and related estimators constructed using both with and without replacement sampling strategies. We then prove strong non-asymptotic theoretical guarantees that apply to all estimators from our framework. This provides, to the best of our knowledge, the first theoretical guarantees for KernelSHAP and sheds further light on tradeoffs between existing estimators. Through comprehensive benchmarking on small and medium dimensional datasets for Decision-Tree models, we validate our approach against exact Shapley values, consistently achieving low mean squared error with modest sample sizes. Furthermore, we make specific implementation improvements to enable scalability of our methods to high-dimensional datasets. Our methods, tested on datasets such MNIST and CIFAR10, provide consistently better results compared to the KernelSHAP library.

Romina Yalovetzky, Niraj Kumar, Changhao Li et al.

Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important in applications where data is periodically and sequentially generated over time in data streams, such as auto-driving systems, and credit card payments. In this setting, performing periodic model retraining with the old and new data accumulated is beneficial as it fully captures possible drifts in the data distribution over time. However, this is unpractical with state-of-the-art classical algorithms for RF as they scale linearly with the accumulated number of samples. We propose QC-Forest, a classical-quantum algorithm designed to time-efficiently retrain RF models in the streaming setting for multi-class classification and regression, achieving a runtime poly-logarithmic in the total number of accumulated samples. QC-Forest leverages Des-q, a quantum algorithm for single tree construction and retraining proposed by Kumar et al. by expanding to multi-class classification, as the original proposal was limited to binary classes, and introducing an exact classical method to replace an underlying quantum subroutine incurring a finite error, while maintaining the same poly-logarithmic dependence. Finally, we showcase that QC-Forest achieves competitive accuracy in comparison to state-of-the-art RF methods on widely used benchmark datasets with up to 80,000 samples, while significantly speeding up the model retrain.

Marco Pistoia, Syed Farhan Ahmad, Akshay Ajagekar et al.

Quantum computers are expected to surpass the computational capabilities of classical computers during this decade, and achieve disruptive impact on numerous industry sectors, particularly finance. In fact, finance is estimated to be the first industry sector to benefit from Quantum Computing not only in the medium and long terms, but even in the short term. This review paper presents the state of the art of quantum algorithms for financial applications, with particular focus to those use cases that can be solved via Machine Learning.