QUANT-PHDec 6, 2022
Financial Risk Management on a Neutral Atom Quantum ProcessorLucas Leclerc, Luis Ortiz-Guitierrez, Sebastian Grijalva et al.
Machine Learning models capable of handling the large datasets collected in the financial world can often become black boxes expensive to run. The quantum computing paradigm suggests new optimization techniques, that combined with classical algorithms, may deliver competitive, faster and more interpretable models. In this work we propose a quantum-enhanced machine learning solution for the prediction of credit rating downgrades, also known as fallen-angels forecasting in the financial risk management field. We implement this solution on a neutral atom Quantum Processing Unit with up to 60 qubits on a real-life dataset. We report competitive performances against the state-of-the-art Random Forest benchmark whilst our model achieves better interpretability and comparable training times. We examine how to improve performance in the near-term validating our ideas with Tensor Networks-based numerical simulations.
QUANT-PHSep 6, 2023
Let Quantum Neural Networks Choose Their Own FrequenciesBen Jaderberg, Antonio A. Gentile, Youssef Achari Berrada et al.
Parameterized quantum circuits as machine learning models are typically well described by their representation as a partial Fourier series of the input features, with frequencies uniquely determined by the feature map's generator Hamiltonians. Ordinarily, these data-encoding generators are chosen in advance, fixing the space of functions that can be represented. In this work we consider a generalization of quantum models to include a set of trainable parameters in the generator, leading to a trainable frequency (TF) quantum model. We numerically demonstrate how TF models can learn generators with desirable properties for solving the task at hand, including non-regularly spaced frequencies in their spectra and flexible spectral richness. Finally, we showcase the real-world effectiveness of our approach, demonstrating an improved accuracy in solving the Navier-Stokes equations using a TF model with only a single parameter added to each encoding operation. Since TF models encompass conventional fixed frequency models, they may offer a sensible default choice for variational quantum machine learning.
QUANT-PHAug 31, 2023
What can we learn from quantum convolutional neural networks?Chukwudubem Umeano, Annie E. Paine, Vincent E. Elfving et al.
Quantum machine learning (QML) shows promise for analyzing quantum data. A notable example is the use of quantum convolutional neural networks (QCNNs), implemented as specific types of quantum circuits, to recognize phases of matter. In this approach, ground states of many-body Hamiltonians are prepared to form a quantum dataset and classified in a supervised manner using only a few labeled examples. However, this type of dataset and model differs fundamentally from typical QML paradigms based on feature maps and parameterized circuits. In this study, we demonstrate how models utilizing quantum data can be interpreted through hidden feature maps, where physical features are implicitly embedded via ground-state feature maps. By analyzing selected examples previously explored with QCNNs, we show that high performance in quantum phase recognition comes from generating a highly effective basis set with sharp features at critical points. The learning process adapts the measurement to create sharp decision boundaries. Our analysis highlights improved generalization when working with quantum data, particularly in the limited-shots regime. Furthermore, translating these insights into the domain of quantum scientific machine learning, we demonstrate that ground-state feature maps can be applied to fluid dynamics problems, expressing shock wave solutions with good generalization and proven trainability.
QUANT-PHMay 5, 2022
Quantum Extremal LearningSavvas Varsamopoulos, Evan Philip, Herman W. T. van Vlijmen et al.
We propose a quantum algorithm for `extremal learning', which is the process of finding the input to a hidden function that extremizes the function output, without having direct access to the hidden function, given only partial input-output (training) data. The algorithm, called quantum extremal learning (QEL), consists of a parametric quantum circuit that is variationally trained to model data input-output relationships and where a trainable quantum feature map, that encodes the input data, is analytically differentiated in order to find the coordinate that extremizes the model. This enables the combination of established quantum machine learning modelling with established quantum optimization, on a single circuit/quantum computer. We have tested our algorithm on a range of classical datasets based on either discrete or continuous input variables, both of which are compatible with the algorithm. In case of discrete variables, we test our algorithm on synthetic problems formulated based on Max-Cut problem generators and also considering higher order correlations in the input-output relationships. In case of the continuous variables, we test our algorithm on synthetic datasets in 1D and simple ordinary differential functions. We find that the algorithm is able to successfully find the extremal value of such problems, even when the training dataset is sparse or a small fraction of the input configuration space. We additionally show how the algorithm can be used for much more general cases of higher dimensionality, complex differential equations, and with full flexibility in the choice of both modeling and optimization ansatz. We envision that due to its general framework and simple construction, the QEL algorithm will be able to solve a wide variety of applications in different fields, opening up areas of further research.
QUANT-PHJun 28, 2022
Integral Transforms in a Physics-Informed (Quantum) Neural Network setting: Applications & Use-CasesNiraj Kumar, Evan Philip, Vincent E. Elfving
In many computational problems in engineering and science, function or model differentiation is essential, but also integration is needed. An important class of computational problems include so-called integro-differential equations which include both integrals and derivatives of a function. In another example, stochastic differential equations can be written in terms of a partial differential equation of a probability density function of the stochastic variable. To learn characteristics of the stochastic variable based on the density function, specific integral transforms, namely moments, of the density function need to be calculated. Recently, the machine learning paradigm of Physics-Informed Neural Networks emerged with increasing popularity as a method to solve differential equations by leveraging automatic differentiation. In this work, we propose to augment the paradigm of Physics-Informed Neural Networks with automatic integration in order to compute complex integral transforms on trained solutions, and to solve integro-differential equations where integrals are computed on-the-fly during training. Furthermore, we showcase the techniques in various application settings, numerically simulating quantum computer-based neural networks as well as classical neural networks.
LGDec 14, 2022
Harmonic (Quantum) Neural NetworksAtiyo Ghosh, Antonio A. Gentile, Mario Dagrada et al.
Harmonic functions are abundant in nature, appearing in limiting cases of Maxwell's, Navier-Stokes equations, the heat and the wave equation. Consequently, there are many applications of harmonic functions from industrial process optimisation to robotic path planning and the calculation of first exit times of random walks. Despite their ubiquity and relevance, there have been few attempts to incorporate inductive biases towards harmonic functions in machine learning contexts. In this work, we demonstrate effective means of representing harmonic functions in neural networks and extend such results also to quantum neural networks to demonstrate the generality of our approach. We benchmark our approaches against (quantum) physics-informed neural networks, where we show favourable performance.
QUANT-PHJan 18, 2024Code
Qadence: a differentiable interface for digital-analog programsDominik Seitz, Niklas Heim, João P. Moutinho et al.
Digital-analog quantum computing (DAQC) is an alternative paradigm for universal quantum computation combining digital single-qubit gates with global analog operations acting on a register of interacting qubits. Currently, no available open-source software is tailored to express, differentiate, and execute programs within the DAQC paradigm. In this work, we address this shortfall by presenting Qadence, a high-level programming interface for building complex digital-analog quantum programs developed at Pasqal. Thanks to its flexible interface, native differentiability, and focus on real-device execution, Qadence aims at advancing research on variational quantum algorithms built for native DAQC platforms such as Rydberg atom arrays.
QUANT-PHFeb 6, 2024
Geometric quantum machine learning of BQP$^A$ protocols and latent graph classifiersChukwudubem Umeano, Vincent E. Elfving, Oleksandr Kyriienko
Geometric quantum machine learning (GQML) aims to embed problem symmetries for learning efficient solving protocols. However, the question remains if (G)QML can be routinely used for constructing protocols with an exponential separation from classical analogs. In this Letter we consider Simon's problem for learning properties of Boolean functions, and show that this can be related to an unsupervised circuit classification problem. Using the workflow of geometric QML, we learn from first principles Simon's algorithm, thus discovering an example of BQP$^A\neq$BPP protocol with respect to some dataset (oracle $A$). Our key findings include the development of an equivariant feature map for embedding Boolean functions, based on twirling with respect to identified bitflip and permutational symmetries, and measurement based on invariant observables with a sampling advantage. The proposed workflow points to the importance of data embeddings and classical post-processing, while keeping the variational circuit as a trivial identity operator. Next, developing the intuition for the function learning, we visualize instances as directed computational hypergraphs, and observe that the GQML protocol can access their global topological features for distinguishing bijective and surjective functions. Finally, we discuss the prospects for learning other BQP$^A$-type protocols, and conjecture that this depends on the ability of simplifying embeddings-based oracles $A$ applied as a linear combination of unitaries.
QUANT-PHNov 11, 2021
Quantum Model-DiscoveryNiklas Heim, Atiyo Ghosh, Oleksandr Kyriienko et al.
Quantum computing promises to speed up some of the most challenging problems in science and engineering. Quantum algorithms have been proposed showing theoretical advantages in applications ranging from chemistry to logistics optimization. Many problems appearing in science and engineering can be rewritten as a set of differential equations. Quantum algorithms for solving differential equations have shown a provable advantage in the fault-tolerant quantum computing regime, where deep and wide quantum circuits can be used to solve large linear systems like partial differential equations (PDEs) efficiently. Recently, variational approaches to solving non-linear PDEs also with near-term quantum devices were proposed. One of the most promising general approaches is based on recent developments in the field of scientific machine learning for solving PDEs. We extend the applicability of near-term quantum computers to more general scientific machine learning tasks, including the discovery of differential equations from a dataset of measurements. We use differentiable quantum circuits (DQCs) to solve equations parameterized by a library of operators, and perform regression on a combination of data and equations. Our results show a promising path to Quantum Model Discovery (QMoD), on the interface between classical and quantum machine learning approaches. We demonstrate successful parameter inference and equation discovery using QMoD on different systems including a second-order, ordinary differential equation and a non-linear, partial differential equation.
QUANT-PHAug 6, 2021
Quantum Quantile Mechanics: Solving Stochastic Differential Equations for Generating Time-SeriesAnnie E. Paine, Vincent E. Elfving, Oleksandr Kyriienko
We propose a quantum algorithm for sampling from a solution of stochastic differential equations (SDEs). Using differentiable quantum circuits (DQCs) with a feature map encoding of latent variables, we represent the quantile function for an underlying probability distribution and extract samples as DQC expectation values. Using quantile mechanics we propagate the system in time, thereby allowing for time-series generation. We test the method by simulating the Ornstein-Uhlenbeck process and sampling at times different from the initial point, as required in financial analysis and dataset augmentation. Additionally, we analyse continuous quantum generative adversarial networks (qGANs), and show that they represent quantile functions with a modified (reordered) shape that impedes their efficient time-propagation. Our results shed light on the connection between quantum quantile mechanics (QQM) and qGANs for SDE-based distributions, and point the importance of differential constraints for model training, analogously with the recent success of physics informed neural networks.