Bayesian Parameter Shift Rule in Variational Quantum Eigensolvers
- URL: http://arxiv.org/abs/2502.02625v1
- Date: Tue, 04 Feb 2025 14:44:31 GMT
- Title: Bayesian Parameter Shift Rule in Variational Quantum Eigensolvers
- Authors: Samuele Pedrielli, Christopher J. Anders, Lena Funcke, Karl Jansen, Kim A. Nicoli, Shinichi Nakajima,
- Abstract summary: In this paper, we propose its Bayesian variant, where Gaussian processes with appropriate kernels are used to estimate the gradient of the VQE objective.
In gradient descent (SGD), the flexibility of Bayesian PSR allows the reuse of observations in previous steps, which accelerates the optimization process.
Our numerical experiments show that the VQE optimization with Bayesian PSR and GradCoRe significantly accelerates SGD and outperforms the state-of-the-art methods.
- Score: 4.431744869863552
- License:
- Abstract: Parameter shift rules (PSRs) are key techniques for efficient gradient estimation in variational quantum eigensolvers (VQEs). In this paper, we propose its Bayesian variant, where Gaussian processes with appropriate kernels are used to estimate the gradient of the VQE objective. Our Bayesian PSR offers flexible gradient estimation from observations at arbitrary locations with uncertainty information and reduces to the generalized PSR in special cases. In stochastic gradient descent (SGD), the flexibility of Bayesian PSR allows the reuse of observations in previous steps, which accelerates the optimization process. Furthermore, the accessibility to the posterior uncertainty, along with our proposed notion of gradient confident region (GradCoRe), enables us to minimize the observation costs in each SGD step. Our numerical experiments show that the VQE optimization with Bayesian PSR and GradCoRe significantly accelerates SGD and outperforms the state-of-the-art methods, including sequential minimal optimization.
Related papers
- On the Convergence of DP-SGD with Adaptive Clipping [56.24689348875711]
Gradient Descent with gradient clipping is a powerful technique for enabling differentially private optimization.
This paper provides the first comprehensive convergence analysis of SGD with quantile clipping (QC-SGD)
We show how QC-SGD suffers from a bias problem similar to constant-threshold clipped SGD but can be mitigated through a carefully designed quantile and step size schedule.
arXiv Detail & Related papers (2024-12-27T20:29:47Z) - Improving Discrete Optimisation Via Decoupled Straight-Through Gumbel-Softmax [4.427325225595673]
We show that our approach significantly enhances the original ST-GS through extensive experiments across multiple tasks and datasets.
Our findings contribute to the ongoing effort to improve discrete optimization in deep learning.
arXiv Detail & Related papers (2024-10-17T08:44:57Z) - Efficient Quantum Gradient and Higher-order Derivative Estimation via Generalized Hadamard Test [2.5545813981422882]
Gradient-based methods are crucial for understanding the behavior of parameterized quantum circuits (PQCs)
Existing gradient estimation methods, such as Finite Difference, Shift Rule, Hadamard Test, and Direct Hadamard Test, often yield suboptimal gradient circuits for certain PQCs.
We introduce the Flexible Hadamard Test, which, when applied to first-order gradient estimation methods, can invert the roles of ansatz generators and observables.
We also introduce Quantum Automatic Differentiation (QAD), a unified gradient method that adaptively selects the best gradient estimation technique for individual parameters within a PQ
arXiv Detail & Related papers (2024-08-10T02:08:54Z) - Diagonalisation SGD: Fast & Convergent SGD for Non-Differentiable Models
via Reparameterisation and Smoothing [1.6114012813668932]
We introduce a simple framework to define non-differentiable functions piecewisely and present a systematic approach to obtain smoothings.
Our main contribution is a novel variant of SGD, Diagonalisation Gradient Descent, which progressively enhances the accuracy of the smoothed approximation.
Our approach is simple, fast stable and attains orders of magnitude reduction in work-normalised variance.
arXiv Detail & Related papers (2024-02-19T00:43:22Z) - Adaptive Step Sizes for Preconditioned Stochastic Gradient Descent [0.3831327965422187]
This paper proposes a novel approach to adaptive step sizes in gradient descent (SGD)
We use quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local variance in search directions.
arXiv Detail & Related papers (2023-11-28T17:03:56Z) - Model-Based Reparameterization Policy Gradient Methods: Theory and
Practical Algorithms [88.74308282658133]
Reization (RP) Policy Gradient Methods (PGMs) have been widely adopted for continuous control tasks in robotics and computer graphics.
Recent studies have revealed that, when applied to long-term reinforcement learning problems, model-based RP PGMs may experience chaotic and non-smooth optimization landscapes.
We propose a spectral normalization method to mitigate the exploding variance issue caused by long model unrolls.
arXiv Detail & Related papers (2023-10-30T18:43:21Z) - Optimization of Annealed Importance Sampling Hyperparameters [77.34726150561087]
Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models.
We present a parameteric AIS process with flexible intermediary distributions and optimize the bridging distributions to use fewer number of steps for sampling.
We assess the performance of our optimized AIS for marginal likelihood estimation of deep generative models and compare it to other estimators.
arXiv Detail & Related papers (2022-09-27T07:58:25Z) - Zeroth-Order Hybrid Gradient Descent: Towards A Principled Black-Box
Optimization Framework [100.36569795440889]
This work is on the iteration of zero-th-order (ZO) optimization which does not require first-order information.
We show that with a graceful design in coordinate importance sampling, the proposed ZO optimization method is efficient both in terms of complexity as well as as function query cost.
arXiv Detail & Related papers (2020-12-21T17:29:58Z) - On Signal-to-Noise Ratio Issues in Variational Inference for Deep
Gaussian Processes [55.62520135103578]
We show that the gradient estimates used in training Deep Gaussian Processes (DGPs) with importance-weighted variational inference are susceptible to signal-to-noise ratio (SNR) issues.
We show that our fix can lead to consistent improvements in the predictive performance of DGP models.
arXiv Detail & Related papers (2020-11-01T14:38:02Z) - Variance Reduction for Deep Q-Learning using Stochastic Recursive
Gradient [51.880464915253924]
Deep Q-learning algorithms often suffer from poor gradient estimations with an excessive variance.
This paper introduces the framework for updating the gradient estimates in deep Q-learning, achieving a novel algorithm called SRG-DQN.
arXiv Detail & Related papers (2020-07-25T00:54:20Z)
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.