M. V. Panduranga Rao

h-index5
2papers
155citations

2 Papers

4.5SEJul 10
Benchmarking Large Language Models on Repairing Qiskit Programs using Bugs4Q

Saumya Brahmbhatt, Mitali Hukkeri, Dongchan Kim et al.

In quantum programs, Bugs4Q is a widely used benchmark containing real quantum defects. However, its evaluation assumes that benchmark labels remain valid and that generated fixes execute in the target environment. We evaluate two Bugs4Q versions containing 67 unique real Qiskit defects, adding executable tests where missing, and re-run all entries across six pinned Qiskit releases (0.25.0, 0.45.0, 1.0.0, 1.1.1, 2.0.0, and 2.3.1). We find that quantum benchmarks can suffer from silent label inversion: entries become invalid without errors when reference fixes stop executing or buggy programs no longer reproduce failures. Thus, correctness depends on the (benchmark, version) pair rather than the benchmark alone. We evaluate four LLMs (GPT-4o-mini, GPT-5o-mini, GPT-5.4, and GPT-5.4-mini), generating up to 10 repair candidates per defect and testing them across all versions. GPT-5.4 achieves the highest pass@10 (48.8%), followed by GPT-5.4-mini (47.3%), GPT-5o-mini (30.3%), and GPT-4o-mini (22.6%). All models perform best on Qiskit 0.45.0 and decline after the Qiskit 1.0 transition. Many failures arise from deprecated or incompatible APIs rather than incorrect repairs, and 64\% of successful repairs occur on entries invalid under the target version. We release a re-validated, version-pinned Bugs4Q benchmark and show that benchmark validation must precede repair evaluation.

3.1LGJun 4, 2021
Adiabatic Quantum Feature Selection for Sparse Linear Regression

Surya Sai Teja Desu, P. K. Srijith, M. V. Panduranga Rao et al.

Linear regression is a popular machine learning approach to learn and predict real valued outputs or dependent variables from independent variables or features. In many real world problems, its beneficial to perform sparse linear regression to identify important features helpful in predicting the dependent variable. It not only helps in getting interpretable results but also avoids overfitting when the number of features is large, and the amount of data is small. The most natural way to achieve this is by using `best subset selection' which penalizes non-zero model parameters by adding $\ell_0$ norm over parameters to the least squares loss. However, this makes the objective function non-convex and intractable even for a small number of features. This paper aims to address the intractability of sparse linear regression with $\ell_0$ norm using adiabatic quantum computing, a quantum computing paradigm that is particularly useful for solving optimization problems faster. We formulate the $\ell_0$ optimization problem as a Quadratic Unconstrained Binary Optimization (QUBO) problem and solve it using the D-Wave adiabatic quantum computer. We study and compare the quality of QUBO solution on synthetic and real world datasets. The results demonstrate the effectiveness of the proposed adiabatic quantum computing approach in finding the optimal solution. The QUBO solution matches the optimal solution for a wide range of sparsity penalty values across the datasets.