An improved quantum-inspired algorithm for linear regression
- URL: http://arxiv.org/abs/2009.07268v4
- Date: Mon, 27 Jun 2022 02:08:07 GMT
- Title: An improved quantum-inspired algorithm for linear regression
- Authors: Andr\'as Gily\'en and Zhao Song and Ewin Tang
- Abstract summary: We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm.
We show that quantum computers can achieve at most a factor-of-12 speedup for linear regression in this QRAM data structure setting.
- Score: 15.090593955414137
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We give a classical algorithm for linear regression analogous to the quantum
matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review
Letters'09, arXiv:0811.3171] for low-rank matrices [Wossnig, Zhao, and Prakash,
Physical Review Letters'18, arXiv:1704.06174], when the input matrix $A$ is
stored in a data structure applicable for QRAM-based state preparation.
Namely, suppose we are given an $A \in \mathbb{C}^{m\times n}$ with minimum
non-zero singular value $\sigma$ which supports certain efficient $\ell_2$-norm
importance sampling queries, along with a $b \in \mathbb{C}^m$. Then, for some
$x \in \mathbb{C}^n$ satisfying $\|x - A^+b\| \leq \varepsilon\|A^+b\|$, we can
output a measurement of $|x\rangle$ in the computational basis and output an
entry of $x$ with classical algorithms that run in
$\tilde{\mathcal{O}}\big(\frac{\|A\|_{\mathrm{F}}^6\|A\|^6}{\sigma^{12}\varepsilon^4}\big)$
and
$\tilde{\mathcal{O}}\big(\frac{\|A\|_{\mathrm{F}}^6\|A\|^2}{\sigma^8\varepsilon^4}\big)$
time, respectively. This improves on previous "quantum-inspired" algorithms in
this line of research by at least a factor of
$\frac{\|A\|^{16}}{\sigma^{16}\varepsilon^2}$ [Chia, Gily\'en, Li, Lin, Tang,
and Wang, STOC'20, arXiv:1910.06151]. As a consequence, we show that quantum
computers can achieve at most a factor-of-12 speedup for linear regression in
this QRAM data structure setting and related settings. Our work applies
techniques from sketching algorithms and optimization to the quantum-inspired
literature. Unlike earlier works, this is a promising avenue that could lead to
feasible implementations of classical regression in a quantum-inspired
settings, for comparison against future quantum computers.
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