Samuraí Brito

Sohum Thakkar, Skander Kazdaghli, Natansh Mathur et al.

Quantum algorithms have the potential to enhance machine learning across a variety of domains and applications. In this work, we show how quantum machine learning can be used to improve financial forecasting. First, we use classical and quantum Determinantal Point Processes to enhance Random Forest models for churn prediction, improving precision by almost 6%. Second, we design quantum neural network architectures with orthogonal and compound layers for credit risk assessment, which match classical performance with significantly fewer parameters. Our results demonstrate that leveraging quantum ideas can effectively enhance the performance of machine learning, both today as quantum-inspired classical ML solutions, and even more in the future, with the advent of better quantum hardware.

Askery Canabarro, Samuraí Brito, Rafael Chaves

The ability to witness non-local correlations lies at the core of foundational aspects of quantum mechanics and its application in the processing of information. Commonly, this is achieved via the violation of Bell inequalities. Unfortunately, however, their systematic derivation quickly becomes unfeasible as the scenario of interest grows in complexity. To cope with that, we propose here a machine learning approach for the detection and quantification of non-locality. It consists of an ensemble of multilayer perceptrons blended with genetic algorithms achieving a high performance in a number of relevant Bell scenarios. Our results offer a novel method and a proof-of-principle for the relevance of machine learning for understanding non-locality.