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Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

Machine Learning · Statistics 2014-11-17 Mengdi Wang , Ethan X. Fang , Han Liu

Logistic regression, the Support Vector Machine (SVM), and least squares are well-studied methods in the statistical and computer science community, with various practical applications. High-dimensional data arriving on a real-time basis…

Machine Learning · Computer Science 2024-11-07 Debbie Lim , Yixian Qiu , Patrick Rebentrost , Qisheng Wang

Gradient-based algorithms, popular strategies to optimization problems, are essential for many modern machine-learning techniques. Theoretically, extreme points of certain cost functions can be found iteratively along the directions of the…

Quantum Physics · Physics 2021-04-07 Keren Li , Pan Gao , Shijie Wei , Jiancun Gao , Guilu Long

We present a quantum algorithm for fitting a linear regression model to a given data set using the least squares approach. Different from previous algorithms which yield a quantum state encoding the optimal parameters, our algorithm outputs…

Quantum Physics · Physics 2017-08-01 Guoming Wang

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

In this paper, we introduce an unbiased gradient simulation algorithms for solving convex optimization problem with stochastic function compositions. We show that the unbiased gradient generated from the algorithm has finite variance and…

Optimization and Control · Mathematics 2017-11-22 Jose Blanchet , Donald Goldfarb , Garud Iyengar , Fengpei Li , Chaoxu Zhou

Linear equations play a pivotal role in many areas of science and engineering, making efficient solutions to linear systems highly desirable. The development of quantum algorithms for solving linear systems has been a significant…

Quantum Physics · Physics 2025-02-20 Nhat A. Nghiem

A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…

Optimization and Control · Mathematics 2026-05-19 Natasa Krklec Jerinkic , Benedetta Morini , Mahsa Yousefi

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

Optimization and Control · Mathematics 2026-02-13 Jan Harold Alcantara , Ching-pei Lee

We provide a new quantum algorithm that efficiently determines the quality of a least-squares fit over an exponentially large data set by building upon an algorithm for solving systems of linear equations efficiently (Harrow et al., Phys.…

Quantum Physics · Physics 2013-01-10 Nathan Wiebe , Daniel Braun , Seth Lloyd

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

Reconstructing the state of quantum many-body systems is of fundamental importance in quantum information tasks, but extremely challenging due to the curse of dimensionality. In this work, we present an efficient quantum tomography protocol…

Quantum Physics · Physics 2024-07-09 Yong Wang , Lijun Liu , Shuming Cheng , Li Li , Jie Chen

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

Optimization and Control · Mathematics 2025-08-05 Chenglong Bao , Liang Chen , Weizhi Shao

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

The main approach to hybrid quantum-classical neural networks (QNN) is employing quantum computing to build a neural network (NN) that has quantum features, which is then optimized classically. Here, we propose a different strategy: to use…

Quantum Physics · Physics 2025-04-22 Stefan-Alexandru Jura , Mihai Udrescu

We describe a quantum algorithm based on an interior point method for solving a linear program with $n$ inequality constraints on $d$ variables. The algorithm explicitly returns a feasible solution that is $\varepsilon$-close to optimal,…

Quantum Physics · Physics 2026-02-02 Simon Apers , Sander Gribling

The logarithm-determinant is an widely-present operation in many areas of physics and computer science. Derivatives of the logarithm-determinant compute physically relevant quantities in statistical physics models, quantum field theories,…

Quantum Physics · Physics 2025-09-23 Thomas E. Baker , Jaimie A. Greasley

Quantum computing not only holds the potential to solve long-standing problems in quantum physics, but also to offer speed-ups across a broad spectrum of other fields. However, due to the noise and the limited scale of current quantum…

Quantum Physics · Physics 2024-03-05 Julien Gacon