Chaowen Guan

Yulian Wu, Chaowen Guan, Vaneet Aggarwal et al.

In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for rewards, here we investigate the quantum bandits problem under a weaker assumption that the distributions of rewards only have bounded $(1+v)$-th moment for some $v\in (0,1]$. In order to achieve regret improvements for heavy-tailed bandits, we first propose a new quantum mean estimator for heavy-tailed distributions, which is based on the Quantum Monte Carlo Mean Estimator and achieves a quadratic improvement of estimation error compared to the classical one. Based on our quantum mean estimator, we focus on quantum heavy-tailed MAB and SLB and propose quantum algorithms based on the Upper Confidence Bound (UCB) framework for both problems with $\Tilde{O}(T^{\frac{1-v}{1+v}})$ regrets, polynomially improving the dependence in terms of $T$ as compared to classical (near) optimal regrets of $\Tilde{O}(T^{\frac{1}{1+v}})$, where $T$ is the number of rounds. Finally, experiments also support our theoretical results and show the effectiveness of our proposed methods.

Jun Zhuang, Jack Cunningham, Chaowen Guan

In the era of noisy intermediate-scale quantum (NISQ), variational quantum circuits (VQCs) have been widely applied in various domains, demonstrating the potential advantages of quantum circuits over classical models. Similar to classic models, VQCs can be optimized by various gradient-based methods. However, the optimization may get stuck in barren plateaus initially or trapped in saddle points during training. These gradient-related issues can severely impact the trainability of VQCs. In this work, we propose a strategy that regularizes model parameters with prior knowledge of the training data and Gaussian noise diffusion. We conduct ablation studies to verify the effectiveness of our strategy across four public datasets and demonstrate that our method can improve the trainability of VQCs against the above-mentioned gradient issues.

Jun Zhuang, Chaowen Guan

In the era of noisy intermediate-scale quantum (NISQ) computing, Quantum Neural Networks (QNNs) have emerged as a promising approach for various applications, yet their training is often hindered by barren plateaus (BPs), where gradient variance vanishes exponentially in terms of the qubit size. Most existing initialization-based mitigation strategies rely heavily on pre-designed static parameter distributions, thereby lacking adaptability to diverse model sizes or data conditions. To address these limitations, we propose AdaInit, a foundational framework that leverages generative models with the submartingale property to iteratively synthesize initial parameters for QNNs that yield non-negligible gradient variance, thereby mitigating BPs. Unlike conventional one-shot initialization methods, AdaInit adaptively explores the parameter space by incorporating dataset characteristics and gradient feedback, with theoretical guarantees of convergence to finding a set of effective initial parameters for QNNs. We provide rigorous theoretical analyses of the submartingale-based process and empirically validate that AdaInit consistently outperforms existing initialization methods in maintaining higher gradient variance across various QNN scales. We believe this work may initiate a new avenue to mitigate BPs.

Zakaria Shams Siam, Chaowen Guan, Chong Liu

We study non-linear bandit optimization where the learner maximizes a black-box function with zeroth order function oracle, which has been successfully applied in many critical applications such as drug discovery and hyperparameter tuning. Existing works have showed that with the aid of quantum computing, it is possible to break the $Ω(\sqrt{T})$ regret lower bound in classical settings and achieve the new $O(\mathrm{poly}\log T)$ upper bound. However, they usually assume that the objective function sits within the reproducing kernel Hilbert space and their algorithms suffer from the curse of dimensionality. In this paper, we propose the new Q-NLB-UCB algorithm which uses the novel parametric function approximation technique and enjoys performance improvement due to quantum fast-forward and quantum Monte Carlo mean estimation. We prove that the regret bound of Q-NLB-UCB is not only $O(\mathrm{poly}\log T)$ but also input dimension-free, making it applicable for high-dimensional tasks. At the heart of our analyses are a new quantum regression oracle and a careful construction of parameter uncertainty region. Our algorithm is also validated for its efficiency on both synthetic and real-world tasks.

Di Wang, Xiangyu Guo, Chaowen Guan et al.

Recently, many machine learning and statistical models such as non-linear regressions, the Single Index, Multi-index, Varying Coefficient Index Models and Two-layer Neural Networks can be reduced to or be seen as a special case of a new model which is called the \textit{Stochastic Linear Combination of Non-linear Regressions} model. However, due to the high non-convexity of the problem, there is no previous work study how to estimate the model. In this paper, we provide the first study on how to estimate the model efficiently and scalably. Specifically, we first show that with some mild assumptions, if the variate vector $x$ is multivariate Gaussian, then there is an algorithm whose output vectors have $\ell_2$-norm estimation errors of $O(\sqrt{\frac{p}{n}})$ with high probability, where $p$ is the dimension of $x$ and $n$ is the number of samples. The key idea of the proof is based on an observation motived by the Stein's lemma. Then we extend our result to the case where $x$ is bounded and sub-Gaussian using the zero-bias transformation, which could be seen as a generalization of the classic Stein's lemma. We also show that with some additional assumptions there is an algorithm whose output vectors have $\ell_\infty$-norm estimation errors of $O(\frac{1}{\sqrt{p}}+\sqrt{\frac{p}{n}})$ with high probability. We also provide a concrete example to show that there exists some link function which satisfies the previous assumptions. Finally, for both Gaussian and sub-Gaussian cases we propose a faster sub-sampling based algorithm and show that when the sub-sample sizes are large enough then the estimation errors will not be sacrificed by too much. Experiments for both cases support our theoretical results. To the best of our knowledge, this is the first work that studies and provides theoretical guarantees for the stochastic linear combination of non-linear regressions model.