Quantum Time Series Similarity Measures and Quantum Temporal Kernels

• URL: http://arxiv.org/abs/2312.01602v2
• Date: Mon, 1 Apr 2024 17:05:50 GMT
• Title: Quantum Time Series Similarity Measures and Quantum Temporal Kernels
• Authors: Vanio Markov, Vladimir Rastunkov, Daniel Fry,
• Abstract summary: kernels are important components of various similarity-based classification, clustering, and regression algorithms. In this study we assume that a quantum generative model, known as quantum hidden Markov model (QHMM), describes the underlying distributions of the examples. Sequence similarity is evaluated using divergence measures such as trace and Bures distances between quantum states.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: This article presents a quantum computing approach to designing of similarity measures and kernels for classification of stochastic symbolic time series. In the area of machine learning, kernels are important components of various similarity-based classification, clustering, and regression algorithms. An effective strategy for devising problem-specific kernels is leveraging existing generative models of the example space. In this study we assume that a quantum generative model, known as quantum hidden Markov model (QHMM), describes the underlying distributions of the examples. The sequence structure and probability are determined by transitions within model's density operator space. Consequently, the QHMM defines a mapping from the example space into the broader quantum space of density operators. Sequence similarity is evaluated using divergence measures such as trace and Bures distances between quantum states. We conducted extensive simulations to explore the relationship between the distribution of kernel-estimated similarity and the dimensionality of the QHMMs Hilbert space. As anticipated, a higher dimension of the Hilbert space corresponds to greater sequence distances and a more distinct separation of the examples. To empirically evaluate the performance of the kernels, we defined classification tasks based on a simplified generative model of directional price movement in the stock market. We implemented two widely-used kernel-based algorithms - support vector machines and k-nearest neighbors - using both classical and quantum kernels. Across all classification task scenarios, the quantum kernels consistently demonstrated superior performance compared to their classical counterparts.

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