Related papers: Quantum Algorithms and Lower Bounds for Linear Reg…
We study the stochastic linear bandit problem with multiple arms over $T$ rounds, where the covariate dimension $d$ may exceed $T$, but each arm-specific parameter vector is $s$-sparse. We begin by analyzing the sequential estimation…
A major challenge in machine learning is the computational expense of training these models. Model training can be viewed as a form of optimization used to fit a machine learning model to a set of data, which can take up significant amount…
Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…
The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…
Solving linear systems of equations is an important problem in science and engineering. Many quantum algorithms, such as the Harrow-Hassidim-Lloyd (HHL) algorithm (for quantum-gate computers) and the box algorithm (for quantum-annealing…
Longest common substring (LCS), longest palindrome substring (LPS), and Ulam distance (UL) are three fundamental string problems that can be classically solved in near linear time. In this work, we present sublinear time quantum algorithms…
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a…
We study the performance of local quantum algorithms such as the Quantum Approximate Optimization Algorithm (QAOA) for the maximum cut problem, and their relationship to that of classical algorithms. (1) We prove that every (quantum or…
Quantum annealing (QA) holds promise for optimization problems in quantum computing, especially for combinatorial optimization. This analog framework attracts attention for its potential to address complex problems. Its gate-based…
Recent results by Harrow et. al. and by Ta-Shma, suggest that quantum computers may have an exponential advantage in solving a wealth of linear algebraic problems, over classical algorithms. Building on the quantum intuition of these…
We study the estimation of repeatedly nested expectations (RNEs) with a constant horizon (number of nestings) using quantum computing. We propose a quantum algorithm that achieves $\varepsilon$-error with cost $\tilde O(\varepsilon^{-1})$,…
Finding the solution to linear systems is at the heart of many applications in science and technology. Over the years a number of algorithms have been proposed to solve this problem on a digital quantum device, yet most of these are too…
We propose fast and practical quantum-inspired classical algorithms for solving linear systems. Specifically, given sampling and query access to a matrix $A\in\mathbb{R}^{m\times n}$ and a vector $b\in\mathbb{R}^m$, we propose classical…
We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…
This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…
We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…
The $L_0$-regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, machine learning, and optimization communities. Recent work has…
Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time…
We consider the problem of robustly predicting as well as the best linear combination of $d$ given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. For…
The $\ell_p$-norm regression problem is a classic problem in optimization with wide ranging applications in machine learning and theoretical computer science. The goal is to compute $x^{\star} =\arg\min_{Ax=b}\|x\|_p^p$, where $x^{\star}\in…