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Backtesting Quantum Computing Algorithms for Portfolio Optimization 量子计算算法用于投资组合优化的回溯测试
Pub Date : 2023-11-28 DOI: 10.1109/TQE.2023.3337328
Ginés Carrascal;Paula Hernamperez;Guillermo Botella;Alberto del Barrio
In portfolio theory, the investment portfolio optimization problem is one of those problems whose complexity grows exponentially with the number of assets. By backtesting classical and quantum computing algorithms, we can get a sense of how these algorithms might perform in the real world. This work establishes a methodology for backtesting classical and quantum algorithms in equivalent conditions, and uses it to explore four quantum and three classical computing algorithms for portfolio optimization and compares the results. Running 10 000 experiments on equivalent conditions we find that quantum can match or slightly outperform classical results, showing a better escalability trend. To the best of our knowledge, this is the first work that performs a systematic backtesting comparison of classical and quantum portfolio optimization algorithms. In this work, we also analyze in more detail the variational quantum eigensolver algorithm, applied to solve the portfolio optimization problem, running on simulators and real quantum computers from IBM. The benefits and drawbacks of backtesting are discussed, as well as some of the challenges involved in using real quantum computers of more than 100 qubits. Results show quantum algorithms can be competitive with classical ones, with the advantage of being able to handle a large number of assets in a reasonable time on a future larger quantum computer.
在投资组合理论中,投资组合优化问题是复杂度随资产数量呈指数增长的问题之一。通过对经典和量子计算算法进行回溯测试,我们可以了解这些算法在现实世界中的表现。这项研究建立了在等效条件下对经典算法和量子算法进行回溯测试的方法,并利用这种方法探索了用于投资组合优化的四种量子计算算法和三种经典计算算法,并对结果进行了比较。我们在同等条件下进行了 10,000 次实验,发现量子算法的结果可以与经典算法相媲美或略胜一筹,并呈现出更好的可升级趋势。据我们所知,这是第一项对经典和量子投资组合优化算法进行系统回溯测试比较的工作。在这项工作中,我们还更详细地分析了应用于解决投资组合优化问题的变分量子eigensolver算法,该算法在模拟器和IBM公司的真实量子计算机上运行。讨论了回溯测试的好处和缺点,以及使用超过 100 量子位的真实量子计算机所面临的一些挑战。结果表明,量子算法可以与经典算法竞争,其优势在于能够在未来更大的量子计算机上以合理的时间处理大量资产。
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引用次数: 0
Quantum Computation via Multiport Discretized Quantum Fourier Optical Processors 通过多端口离散量子傅立叶光学处理器实现量子计算
Pub Date : 2023-11-24 DOI: 10.1109/TQE.2023.3336514
Mohammad Rezai;Jawad A. Salehi
The light's image is the primary source of information carrier in nature. Indeed, a single photon's image possesses a vast information capacity that can be harnessed for quantum information processing. Our scheme for implementing quantum information processing on a discretized photon wavefront via universal multiport processors employs a class of quantum Fourier optical systems composed of spatial phase modulators and 4f-processors with phase-only pupils having a characteristic periodicity that reduces the number of optical resources quadratically as compared to other conventional path-encoding techniques. In particular, this article employs quantum Fourier optics to implement some key quantum logical gates that can be instrumental in optical quantum computations. For instance, we demonstrate the principle by implementing the single-qubit Hadamard and the two-qubit controlled-not gates via simulation and optimization techniques. Due to various advantages of the proposed scheme, including the large information capacity of the photon wavefront, a quadratically reduced number of optical resources compared with other conventional path-encoding techniques, and dynamic programmability, the proposed scheme has the potential to be an essential contribution to linear optical quantum computing and optical quantum signal processing.
光的图像是自然界信息载体的主要来源。事实上,单个光子的图像拥有巨大的信息容量,可用于量子信息处理。我们通过通用多端口处理器在离散光子波面上实现量子信息处理的方案,采用了一类量子傅里叶光学系统,该系统由空间相位调制器和4f处理器组成,其纯相位瞳孔具有周期性特征,与其他传统路径编码技术相比,可四倍减少光学资源的数量。本文特别利用量子傅立叶光学来实现一些关键的量子逻辑门,这些逻辑门在光量子计算中非常重要。例如,我们通过模拟和优化技术实现了单量子比特哈达玛门和双量子比特受控不门,证明了这一原理。与其他传统路径编码技术相比,该方案具有光子波阵面信息容量大、光学资源数量四倍减少以及动态可编程等多种优势,有望为线性光量子计算和光量子信号处理做出重要贡献。
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引用次数: 0
Quantum Conformal Prediction for Reliable Uncertainty Quantification in Quantum Machine Learning 量子机器学习中可靠的不确定性量化量子共形预测
Pub Date : 2023-11-17 DOI: 10.1109/TQE.2023.3333224
Sangwoo Park;Osvaldo Simeone
Quantum machine learning is a promising programming paradigm for the optimization of quantum algorithms in the current era of noisy intermediate-scale quantum computers. A fundamental challenge in quantum machine learning is generalization, as the designer targets performance under testing conditions while having access only to limited training data. Existing generalization analyses, while identifying important general trends and scaling laws, cannot be used to assign reliable and informative “error bars” to the decisions made by quantum models. In this article, we propose a general methodology that can reliably quantify the uncertainty of quantum models, irrespective of the amount of training data, the number of shots, the ansatz, the training algorithm, and the presence of quantum hardware noise. The approach, which builds on probabilistic conformal prediction (CP), turns an arbitrary, possibly small, number of shots from a pretrained quantum model into a set prediction, e.g., an interval, that provably contains the true target with any desired coverage level. Experimental results confirm the theoretical calibration guarantees of the proposed framework, referred to as quantum CP.
量子机器学习是一种很有前途的编程范式,可用于优化当前噪声中等规模量子计算机时代的量子算法。量子机器学习的一个基本挑战是泛化,因为设计者的目标是测试条件下的性能,而只能获得有限的训练数据。现有的泛化分析虽然能识别重要的一般趋势和缩放规律,但却不能用于为量子模型做出的决策分配可靠且信息丰富的 "误差条"。在这篇文章中,我们提出了一种通用方法,它可以可靠地量化量子模型的不确定性,而不受训练数据量、拍摄次数、反演、训练算法和量子硬件噪声存在的影响。该方法以概率共形预测(CP)为基础,将来自预训练量子模型的任意数量(可能很少)的镜头转化为一组预测(例如一个区间),该区间可证明包含具有任何期望覆盖水平的真实目标。实验结果证实了拟议框架的理论校准保证,该框架被称为量子 CP。
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引用次数: 0
Multistream BertGCN for Sentiment Classification Based on Cross-Document Learning 基于跨文档学习的多流BertGCN情感分类
Pub Date : 2023-11-13 DOI: 10.1155/2023/3668960
Meng Li, Yujin Xie, Weifeng Yang, Shenyu Chen
Very recently, the BERT graph convolutional network (BertGCN) model has attracted much attention from researchers due to its good text classification performance. However, just using original documents in the corpus to construct the topology of graphs for GCN-based models may lose some effective information. In this paper, we focus on sentiment classification, an important branch of text classification, and propose the multistream BERT graph convolutional network (MS-BertGCN) for sentiment classification based on cross-document learning. In the proposed method, we first combine the documents in the training set based on within-class similarity. Then, each heterogeneous graph is constructed using a group of combinations of documents for the single-stream BertGCN model. Finally, we construct multistream-BertGCN (MS-BertGCN) based on multiple heterogeneous graphs constructed from different groups of combined documents. The experimental results show that our MS-BertGCN model outperforms state-of-the-art methods on sentiment classification tasks.
近年来,BERT图卷积网络(BertGCN)模型因其良好的文本分类性能而受到研究人员的广泛关注。然而,仅仅使用语料库中的原始文档来构建基于gcn的模型的图拓扑可能会丢失一些有效信息。本文针对文本分类的一个重要分支——情感分类,提出了基于跨文档学习的多流BERT图卷积网络(MS-BertGCN)进行情感分类。在该方法中,我们首先基于类内相似度对训练集中的文档进行组合。然后,使用单流BertGCN模型的一组文档组合构造每个异构图。最后,我们基于不同组合文档组构建的多个异构图构建了multistream-BertGCN (MS-BertGCN)。实验结果表明,我们的MS-BertGCN模型在情感分类任务上优于最先进的方法。
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引用次数: 0
Multiuser Entanglement Distribution in Quantum Networks Using Multipath Routing 量子网络中使用多路径路由的多用户纠缠分发
Pub Date : 2023-11-02 DOI: 10.1109/TQE.2023.3329714
Evan Sutcliffe;Alejandra Beghelli
Quantum networks facilitate numerous applications including secure communication and distributed quantum computation by performing entanglement distribution. For some multiuser quantum applications, access to a shared multipartite state is required. We consider the problem of designing protocols for distributing such states, at an increased rate. For this, we propose three protocols that leverage multipath routing to increase the distribution rate for multiuser applications. The protocols are evaluated on quantum networks with noisy intermediate scale quantum (NISQ) constraints, including limited quantum memories and probabilistic entanglement generation. Simulation results show that the developed protocols achieve an exponential increase in the distribution rate of multipartite states compared to single-path routing techniques, with a maximum increase of four orders of magnitude for the cases studied. Furthermore, the relative increase in the distribution rate was also found to improve for larger sets of users. When the protocols were tested in scaled-down real-world topologies, it was found that a topology had a significant effect on the multipartite state distribution rates achieved by the protocols. Finally, we found that the benefits of multipath routing are maximum for short quantum memory decoherence times and intermediate values of entanglement generation probability. Hence, the protocols developed can benefit NISQ quantum network control and design.
量子网络通过执行纠缠分发,促进了许多应用,包括安全通信和分布式量子计算。对于某些多用户量子应用,需要访问共享的多方状态。我们考虑的问题是如何设计以更高的速率分发这种状态的协议。为此,我们提出了三个协议,利用多路径路由来提高多用户应用的分发率。我们在具有噪声中间量子(NISQ)限制(包括有限量子存储器和概率纠缠生成)的量子网络上对这些协议进行了评估。仿真结果表明,与单路径路由技术相比,所开发的协议实现了多方状态分布率的指数级增长,在所研究的情况下,最大增长幅度达到四个数量级。此外,对于更大的用户群,分配率的相对增幅也有所提高。在缩小的实际拓扑结构中测试协议时,我们发现拓扑结构对协议实现的多方状态分配率有显著影响。最后,我们发现在量子存储器退相干时间较短和纠缠生成概率处于中间值时,多路径路由的优势最大。因此,所开发的协议可为 NISQ 量子网络控制和设计带来益处。
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引用次数: 1
A Proposed Quantum Framework for Low-Complexity Quantum Simulation and Spectrum Estimation of Hankel-Patterned Systems 一种用于hankel模式系统低复杂度量子模拟和频谱估计的量子框架
Pub Date : 2023-11-01 DOI: 10.1109/TQE.2023.3329213
Mostafizur Rahaman Laskar;Amit Kumar Dutta
The structured matrix completion problem (SMCP) is ubiquitous in several signal processing applications. In this article, we consider a fixed pattern, namely, the Hankel-structure for the SMCP under quantum formalism. By exploiting its structure, a lower-gate-complexity quantum circuit realization of a Hankel system is demonstrated. Further, we propose a quantum simulation algorithm for the Hankel-structured Hamiltonian with an advantage in quantum gate-operation complexity in comparison with the standard quantum Hamiltonian simulation technique. We show its application in eigenvalue spectrum estimation for signal processing applications. An error bound associated with this proposed quantum evolution is proposed with the consideration of spectrum estimation and measurement uncertainty. Numerical results are reported adopting random matrix theory in its fold to evaluate the efficacy of the proposed architecture and algorithm for large-dimensional systems, including an example application in delay estimation for ranging operations in a wireless communication system.
结构矩阵补全问题(SMCP)在许多信号处理应用中普遍存在。在此工作中,我们考虑了量子形式下SMCP的固定模式,即汉克尔结构。利用其结构,展示了一种低门复杂度的量子电路实现汉克尔系统。此外,我们提出了一种汉克尔结构哈密顿量的量子模拟算法,与标准量子哈密顿模拟技术相比,该算法在量子门操作复杂度方面具有优势。我们展示了它在信号处理应用的特征值谱估计中的应用。考虑到频谱估计和测量不确定性,提出了与量子演化相关的误差界。采用随机矩阵理论对所提出的体系结构和算法在大维系统中的有效性进行了数值评价,并给出了在无线通信系统测距操作延迟估计中的应用实例。
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引用次数: 0
Continuous-Variable Pairwise Entanglement Based on Optoelectromechanical System 基于光电系统的连续变量成对纠缠
Pub Date : 2023-10-31 DOI: 10.1155/2023/8993363
Qizhi Cai, Jinkun Liao, Qiang Zhou
We show how to generate stationary continuous-variable pairwise entanglement between microwave modes in a hybrid optoelectromechanical system, which consists of a single Fabry–Pérot cavity, a parallel-plate capacitor with a moving element as the mechanical resonator, and several pairs of microwave cavities. The optical mode and mechanical resonator are coupled via radiation pressure; meanwhile, several pairs of the microwave mode and mechanical resonator are capacitively coupled. Under an experimentally reachable parameter regime, we show the influence of different key parameters on pairwise entanglement and find that it is also robust against temperature. Our model and results are expected to provide a new perspective on quantum networks with increasingly large scales, quantum internet with multiple local users, and multiport microwave quantum illumination radar.
我们展示了如何在混合光电系统中产生微波模式之间的平稳连续变量成对纠缠,该系统由单个法布里-帕姆罗特腔、具有运动元件作为机械谐振器的平行板电容器和几对微波腔组成。光模和机械谐振腔通过辐射压力耦合;同时,对微波模式和机械谐振腔进行了电容耦合。在实验可达的参数范围内,我们展示了不同关键参数对双纠缠的影响,并发现它对温度也具有鲁棒性。我们的模型和结果有望为越来越大规模的量子网络、具有多个本地用户的量子互联网和多端口微波量子照明雷达提供新的视角。
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引用次数: 0
Quantum Approximate Bayesian Optimization Algorithms With Two Mixers and Uncertainty Quantification 双混频器和不确定性量化的量子近似贝叶斯优化算法
Pub Date : 2023-10-25 DOI: 10.1109/TQE.2023.3327055
Jungin E. Kim;Yan Wang
The searching efficiency of the quantum approximate optimization algorithm is dependent on both the classical and quantum sides of the algorithm. Recently, a quantum approximate Bayesian optimization algorithm (QABOA) that includes two mixers was developed, where surrogate-based Bayesian optimization is applied to improve the sampling efficiency of the classical optimizer. A continuous-time quantum walk mixer is used to enhance exploration, and the generalized Grover mixer is also applied to improve exploitation. In this article, an extension of the QABOA is proposed to further improve its searching efficiency. The searching efficiency is enhanced through two aspects. First, two mixers, including one for exploration and the other for exploitation, are applied in an alternating fashion. Second, uncertainty of the quantum circuit is quantified with a new quantum Matérn kernel based on the kurtosis of the basis state distribution, which increases the chance of obtaining the optimum. The proposed new two-mixer QABOA's with and without uncertainty quantification are compared with three single-mixer QABOA's on five discrete and four mixed-integer problems. The results show that the proposed two-mixer QABOA with uncertainty quantification has the best performance in efficiency and consistency for five out of the nine tested problems. The results also show that QABOA with the generalized Grover mixer performs the best among the single-mixer algorithms, thereby demonstrating the benefit of exploitation and the importance of dynamic exploration–exploitation balance in improving searching efficiency.
量子近似优化算法的搜索效率取决于算法的经典和量子两方面。最近,提出了一种包含两个混频器的量子近似贝叶斯优化算法(QABOA),该算法采用基于代理的贝叶斯优化来提高经典优化器的采样效率。采用连续时间量子行走混频器增强探测能力,采用广义Grover混频器增强探测能力。为了进一步提高QABOA的搜索效率,本文对QABOA进行了扩展。从两个方面提高了搜索效率。首先,以交替的方式应用两个混合器,其中一个用于勘探,另一个用于开发。其次,利用基于基态分布峰度的新量子mat核量化量子电路的不确定性,增加了获得最优的机会;在5个离散问题和4个混合整数问题上,比较了带不确定度量化和不带不确定度量化的双混频器QABOA与3个单混频器QABOA。结果表明,本文提出的带不确定度量化的双混合器QABOA在效率和一致性方面表现最佳。结果还表明,采用广义Grover混合器的QABOA算法在单混合器算法中表现最好,从而证明了开发的好处以及动态探索-开发平衡对提高搜索效率的重要性。
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引用次数: 0
A Cost and Power Feasibility Analysis of Quantum Annealing for NextG Cellular Wireless Networks 下一代蜂窝无线网络量子退火的成本和功耗可行性分析
Pub Date : 2023-10-23 DOI: 10.1109/TQE.2023.3326469
Srikar Kasi;Paul Warburton;John Kaewell;Kyle Jamieson
In order to meet mobile cellular users' ever-increasing data demands, today's 4G and 5G wireless networks are designed mainly with the goal of maximizing spectral efficiency. While they have made progress in this regard, controlling the carbon footprint and operational costs of such networks remains a long-standing problem among network designers. This article takes a long view on this problem, envisioning a NextG scenario where the network leverages quantum annealing for cellular baseband processing. We gather and synthesize insights on power consumption, computational throughput and latency, spectral efficiency, operational cost, and feasibility timelines surrounding quantum annealing technology. Armed with these data, we project the quantitative performance targets future quantum annealing hardware must meet in order to provide a computational and power advantage over complementary metal–oxide semiconductor (CMOS) hardware, while matching its whole-network spectral efficiency. Our quantitative analysis predicts, that with 82.32 $mu$s problem latency and 2.68 M qubits, quantum annealing will achieve a spectral efficiency equal to CMOS while reducing power consumption by 41 kW (45% lower) in a large MIMO base station with 400-MHz bandwidth and 64 antennas, and a 160-kW power reduction (55% lower) using 8.04 M qubits in a centralized radio access network setting with three large MIMO base stations.
为了满足移动蜂窝用户日益增长的数据需求,当今的4g和5g无线网络的设计主要以频谱效率最大化为目标。虽然他们在这方面取得了进展,但控制这类网络的碳足迹和运营成本仍然是网络设计者面临的一个长期问题。本文从长远的角度看待这个问题,设想了一个NextG场景,其中网络利用量子退火进行蜂窝基带处理。我们收集并综合有关功耗,计算吞吐量和延迟,频谱效率,运营成本和量子退火技术可行性时间表的见解。有了这些数据,我们预测了未来量子退火硬件必须满足的定量性能目标,以便提供比CMOS硬件更大的计算和功率优势,同时匹配其全网频谱效率。我们的定量分析预测,在82.32 $mu$ s问题延迟和2.68 M量子比特的情况下,量子退火将实现与CMOS相同的频谱效率,同时在400 MHz带宽和64个天线的大型MIMO基站中降低41 kW(降低45%)的功耗,在具有三个大型MIMO基站的CRAN设置中使用8.04 M量子比特降低160 kW(降低55%)的功耗。
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引用次数: 4
Scalable QKD Postprocessing System With Reconfigurable Hardware Accelerator 可扩展的QKD后处理系统与可重构的硬件加速器
Pub Date : 2023-10-19 DOI: 10.1109/TQE.2023.3326093
Natarajan Venkatachalam;Foram P. Shingala;Selvagangai C;Hema Priya S;Dillibabu S;Pooja Chandravanshi;Ravindra P. Singh
Key distillation is an essential component of every quantum key distribution (QKD) system because it compensates for the inherent transmission errors of a quantum channel. However, the interoperability and throughput aspects of the postprocessing components are often neglected. In this article, we propose a high-throughput key distillation framework that supports multiple QKD protocols, implemented in a field-programmable gate array (FPGA). The proposed design adapts a MapReduce programming model to efficiently process large chunks of raw data across the limited computing resources of an FPGA. We present a novel hardware-efficient integrated postprocessing architecture that offers dynamic error correction, mutual authentication with a physically unclonable function, and an inbuilt high-speed encryption application that utilizes the key for secure communication. In addition, we have developed a semiautomated high-level synthesis framework that is compatible with any discrete variable QKD system, showing promising speedup. Overall, the experimental results demonstrate a noteworthy enhancement in scalability achieved through the utilization of a single FPGA platform.
密钥蒸馏是每个量子密钥分发系统的重要组成部分,因为它补偿了量子信道固有的传输误差。然而,后处理组件的互操作性和吞吐量方面经常被忽略。在本文中,我们提出了一个支持多种QKD协议的高通量密钥蒸馏框架,该框架在现场可编程门阵列(FPGA)中实现。提出的设计采用MapReduce编程模型,在FPGA有限的计算资源上有效地处理大块原始数据。我们提出了一种新颖的硬件高效集成后处理架构,提供动态纠错,具有物理不可克隆功能的相互认证,以及利用密钥进行安全通信的内置高速加密应用程序。此外,我们还开发了一种半自动高级合成(HLS)框架,该框架与任何离散变量QKD系统兼容,显示出有希望的加速。总体而言,实验结果表明,通过使用单个FPGA平台,可扩展性得到了显著增强。
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引用次数: 0
期刊
IEEE Transactions on Quantum Engineering
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