Cited by 19Quantum Computing Algorithms and ArchitectureGaussian Processes and Bayesian InferenceQuantum Information and Cryptography

Quantum algorithms for training Gaussian processes

Open access
Zhao, Zhikuan, Fitzsimons, Jack K., Osborne, Michael A., Roberts, Stephen J., Fitzsimons, Joseph F.·2019·Physical Review A

Abstract

Gaussian processes (GPs) are important models in supervised machine learning. Training in Gaussian processes refers to selecting the covariance functions and the associated parameters in order to improve the outcome of predictions, the core of which amounts to evaluating the logarithm of the marginal likelihood ($\mathrm{LML}$) of a given model. The $\mathrm{LML}$ gives a concrete measure of the quality of prediction that a GP model is expected to achieve. The classical computation of the $\mathrm{LML}$ typically carries a polynomial time overhead with respect to the input size. We propose a quantum algorithm that computes the logarithm of the determinant of a Hermitian matrix, which runs in logarithmic time for sparse matrices. This is applied in conjunction with a variant of the quantum linear system algorithm that allows for logarithmic-time computation of the form ${\mathbf{y}}^{T}{A}^{\ensuremath{-}1}\mathbf{y}$, where $\mathbf{y}$ is a dense vector and $A$ is the covariance matrix. We hence show that quantum computing can be used to estimate the $\mathrm{LML}$ of a GP with exponentially improved efficiency under certain conditions.

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  • The HHL-based algorithm was extended to compute the logarithm of the marginal likelihood, a crucial step for hyperparameter optimization.

    “More importantly, this algorithm was extended to compute the logarithm of the marginal likelihood [70], which is a crucial step for hyperparameter optimization.”

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Cited by

Sorted by citations

Authors
Zhao, Z., Fitzsimons, J. K., Osborne, M. A., Roberts, S. J., & Fitzsimons, J. F.
Affiliations
  • Centre for Quantum Technologies (SG)
  • University of Oxford (GB)
Venue
Physical Review A
Published
2019-07-08
Volume
100
Issue
1
ISSN
  • 0556-2791 (ISSN-L)
  • 2469-9926
  • 2469-9934
OpenAlex
W2795095398
Cited by
19
References
29
Citations by year
2026: 2 · 2025: 2 · 2023: 4 · 2022: 1 · 2021: 2 · 2020: 7 · 2019: 1
FWCI
1.27
Type
journal article
Language
en
Open access
Locations
  • Physical Review A (publishedVersion)
  • arXiv (Cornell University) (submittedVersion)
  • arXiv (Cornell University)
Funders
  • Ministry of Education - Singapore
  • Air Force Office of Scientific Research (FA2386-15-1-4082)
  • National Research Foundation Singapore (NRF-NRFF2013-01)
Topics
  • Physical Sciences › Computer Science › Artificial Intelligence › Quantum Computing Algorithms and Architecture
  • Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
  • Physical Sciences › Computer Science › Artificial Intelligence › Quantum Information and Cryptography
Keywords
Gaussian processes, quantum algorithms, marginal likelihood, sparse matrices, quantum machine learning, computational complexity

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