Quantum Bayesian Optimization
- URL: http://arxiv.org/abs/2310.05373v1
- Date: Mon, 9 Oct 2023 03:10:42 GMT
- Title: Quantum Bayesian Optimization
- Authors: Zhongxiang Dai, Gregory Kang Ruey Lau, Arun Verma, Yao Shu, Bryan Kian
Hsiang Low, Patrick Jaillet
- Abstract summary: We introduce the quantum-Gaussian process-upper confidence bound (Q-GP-UCB) algorithm.
It is the first BO algorithm able to achieve a regret upper bound of O(polylog T), which is significantly smaller than its regret lower bound of Omega(sqrt(T)) in the classical setting.
Thanks to our novel analysis of the confidence ellipsoid, our Q-GP-UCB with the linear kernel achieves a smaller regret than the quantum linear UCB algorithm.
- Score: 64.58749619145908
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Kernelized bandits, also known as Bayesian optimization (BO), has been a
prevalent method for optimizing complicated black-box reward functions. Various
BO algorithms have been theoretically shown to enjoy upper bounds on their
cumulative regret which are sub-linear in the number T of iterations, and a
regret lower bound of Omega(sqrt(T)) has been derived which represents the
unavoidable regrets for any classical BO algorithm. Recent works on quantum
bandits have shown that with the aid of quantum computing, it is possible to
achieve tighter regret upper bounds better than their corresponding classical
lower bounds. However, these works are restricted to either multi-armed or
linear bandits, and are hence not able to solve sophisticated real-world
problems with non-linear reward functions. To this end, we introduce the
quantum-Gaussian process-upper confidence bound (Q-GP-UCB) algorithm. To the
best of our knowledge, our Q-GP-UCB is the first BO algorithm able to achieve a
regret upper bound of O(polylog T), which is significantly smaller than its
regret lower bound of Omega(sqrt(T)) in the classical setting. Moreover, thanks
to our novel analysis of the confidence ellipsoid, our Q-GP-UCB with the linear
kernel achieves a smaller regret than the quantum linear UCB algorithm from the
previous work. We use simulations, as well as an experiment using a real
quantum computer, to verify that the theoretical quantum speedup achieved by
our Q-GP-UCB is also potentially relevant in practice.
Related papers
- An Exponential Separation Between Quantum and Quantum-Inspired Classical Algorithms for Machine Learning [14.955338558971787]
A provable exponential quantum speedup has been a central research goal since the seminal HHL quantum algorithm for solving linear systems.
We present the first such provable exponential separation between quantum and quantum-inspired classical algorithms.
arXiv Detail & Related papers (2024-11-04T13:49:26Z) - Solving QUBOs with a quantum-amenable branch and bound method [0.3749861135832072]
We describe and experimentally validate an exact classical branch and bound solver for quadratic unconstrained binary optimization problems.
Our solver leverages cheap-to-implement bounds from the literature previously proposed for Ising models.
We detail a variety of techniques from high-performance computing and operations research used to boost solver performance.
arXiv Detail & Related papers (2024-07-29T17:13:01Z) - Iterative Quantum Algorithms for Maximum Independent Set: A Tale of
Low-Depth Quantum Algorithms [0.0]
We study a new class of hybrid approaches to quantum optimization, termed Iterative Maximum Quantum Algorithms.
We show that for QAOA with depth $p=1$, this algorithm performs exactly the same operations and selections as the classical greedy algorithm for MIS.
arXiv Detail & Related papers (2023-09-22T18:00:03Z) - On the Sublinear Regret of GP-UCB [58.25014663727544]
We show that the Gaussian Process Upper Confidence Bound (GP-UCB) algorithm enjoys nearly optimal regret rates.
Our improvements rely on a key technical contribution -- regularizing kernel ridge estimators in proportion to the smoothness of the underlying kernel.
arXiv Detail & Related papers (2023-07-14T13:56:11Z) - Quantum Worst-Case to Average-Case Reductions for All Linear Problems [66.65497337069792]
We study the problem of designing worst-case to average-case reductions for quantum algorithms.
We provide an explicit and efficient transformation of quantum algorithms that are only correct on a small fraction of their inputs into ones that are correct on all inputs.
arXiv Detail & Related papers (2022-12-06T22:01:49Z) - Sample-Then-Optimize Batch Neural Thompson Sampling [50.800944138278474]
We introduce two algorithms for black-box optimization based on the Thompson sampling (TS) policy.
To choose an input query, we only need to train an NN and then choose the query by maximizing the trained NN.
Our algorithms sidestep the need to invert the large parameter matrix yet still preserve the validity of the TS policy.
arXiv Detail & Related papers (2022-10-13T09:01:58Z) - Limitations of variational quantum algorithms: a quantum optimal
transport approach [11.202435939275675]
We obtain extremely tight bounds for standard NISQ proposals in both the noisy and noiseless regimes.
The bounds limit the performance of both circuit model algorithms, such as QAOA, and also continuous-time algorithms, such as quantum annealing.
arXiv Detail & Related papers (2022-04-07T13:58:44Z) - Misspecified Gaussian Process Bandit Optimization [59.30399661155574]
Kernelized bandit algorithms have shown strong empirical and theoretical performance for this problem.
We introduce a emphmisspecified kernelized bandit setting where the unknown function can be $epsilon$--uniformly approximated by a function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS)
We show that our algorithm achieves optimal dependence on $epsilon$ with no prior knowledge of misspecification.
arXiv Detail & Related papers (2021-11-09T09:00:02Z) - Variational Quantum Optimization with Multi-Basis Encodings [62.72309460291971]
We introduce a new variational quantum algorithm that benefits from two innovations: multi-basis graph complexity and nonlinear activation functions.
Our results in increased optimization performance, two increase in effective landscapes and a reduction in measurement progress.
arXiv Detail & Related papers (2021-06-24T20:16:02Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.