We investigate sublinear classical and quantum algorithms for matrix games, a fundamental problem in optimization and machine learning, with provable guarantees. Given a matrix $Ainmathbb{R}^{ntimes d}$, sublinear algorithms for the matrix game $min_
{xinmathcal{X}}max_{yinmathcal{Y}} y^{top} Ax$ were previously known only for two special cases: (1) $mathcal{Y}$ being the $ell_{1}$-norm unit ball, and (2) $mathcal{X}$ being either the $ell_{1}$- or the $ell_{2}$-norm unit ball. We give a sublinear classical algorithm that can interpolate smoothly between these two cases: for any fixed $qin (1,2]$, we solve the matrix game where $mathcal{X}$ is a $ell_{q}$-norm unit ball within additive error $epsilon$ in time $tilde{O}((n+d)/{epsilon^{2}})$. We also provide a corresponding sublinear quantum algorithm that solves the same task in time $tilde{O}((sqrt{n}+sqrt{d})textrm{poly}(1/epsilon))$ with a quadratic improvement in both $n$ and $d$. Both our classical and quantum algorithms are optimal in the dimension parameters $n$ and $d$ up to poly-logarithmic factors. Finally, we propose sublinear classical and quantum algorithms for the approximate Caratheodory problem and the $ell_{q}$-margin support vector machines as applications.
We give an upper bound on the resources required for valuable quantum advantage in pricing derivatives. To do so, we give the first complete resource estimates for useful quantum derivative pricing, using autocallable and Target Accrual Redemption Fo
rward (TARF) derivatives as benchmark use cases. We uncover blocking challenges in known approaches and introduce a new method for quantum derivative pricing - the re-parameterization method - that avoids them. This method combines pre-trained variational circuits with fault-tolerant quantum computing to dramatically reduce resource requirements. We find that the benchmark use cases we examine require 8k logical qubits and a T-depth of 54 million. We estimate that quantum advantage would require executing this program at the order of a second. While the resource requirements given here are out of reach of current systems, we hope they will provide a roadmap for further improvements in algorithms, implementations, and planned hardware architectures.
Variational Quantum Circuits (VQCs), or the so-called quantum neural-networks, are predicted to be one of the most important near-term quantum applications, not only because of their similar promises as classical neural-networks, but also because of
their feasibility on near-term noisy intermediate-size quantum (NISQ) machines. The need for gradient information in the training procedure of VQC applications has stimulated the development of auto-differentiation techniques for quantum circuits. We propose the first formalization of this technique, not only in the context of quantum circuits but also for imperative quantum programs (e.g., with controls), inspired by the success of differentiable programming languages in classical machine learning. In particular, we overcome a few unique difficulties caused by exotic quantum features (such as quantum no-cloning) and provide a rigorous formulation of differentiation applied to bounded-loop imperative quantum programs, its code-transformation rules, as well as a sound logic to reason about their correctness. Moreover, we have implemented our code transformation in OCaml and demonstrated the resource-efficiency of our scheme both analytically and empirically. We also conduct a case study of training a VQC instance with controls, which shows the advantage of our scheme over existing auto-differentiation for quantum circuits without controls.
Estimating the volume of a convex body is a central problem in convex geometry and can be viewed as a continuous version of counting. We present a quantum algorithm that estimates the volume of an $n$-dimensional convex body within multiplicative err
or $epsilon$ using $tilde{O}(n^{3}+n^{2.5}/epsilon)$ queries to a membership oracle and $tilde{O}(n^{5}+n^{4.5}/epsilon)$ additional arithmetic operations. For comparison, the best known classical algorithm uses $tilde{O}(n^{4}+n^{3}/epsilon^{2})$ queries and $tilde{O}(n^{6}+n^{5}/epsilon^{2})$ additional arithmetic operations. To the best of our knowledge, this is the first quantum speedup for volume estimation. Our algorithm is based on a refined framework for speeding up simulated annealing algorithms that might be of independent interest. This framework applies in the setting of Chebyshev cooling, where the solution is expressed as a telescoping product of ratios, each having bounded variance. We develop several novel techniques when implementing our framework, including a theory of continuous-space quantum walks with rigorous bounds on discretization error.
We investigate quantum algorithms for classification, a fundamental problem in machine learning, with provable guarantees. Given $n$ $d$-dimensional data points, the state-of-the-art (and optimal) classical algorithm for training classifiers with con
stant margin runs in $tilde{O}(n+d)$ time. We design sublinear quantum algorithms for the same task running in $tilde{O}(sqrt{n} +sqrt{d})$ time, a quadratic improvement in both $n$ and $d$. Moreover, our algorithms use the standard quantization of the classical input and generate the same classical output, suggesting minimal overheads when used as subroutines for end-to-end applications. We also demonstrate a tight lower bound (up to poly-log factors) and discuss the possibility of implementation on near-term quantum machines. As a side result, we also give sublinear quantum algorithms for approximating the equilibria of $n$-dimensional matrix zero-sum games with optimal complexity $tilde{Theta}(sqrt{n})$.
While recent work suggests that quantum computers can speed up the solution of semidefinite programs, little is known about the quantum complexity of more general convex optimization. We present a quantum algorithm that can optimize a convex function
over an $n$-dimensional convex body using $tilde{O}(n)$ queries to oracles that evaluate the objective function and determine membership in the convex body. This represents a quadratic improvement over the best-known classical algorithm. We also study limitations on the power of quantum computers for general convex optimization, showing that it requires $tilde{Omega}(sqrt n)$ evaluation queries and $Omega(sqrt{n})$ membership queries.
