Related papers: Quantum spectral method for gradient and Hessian e…
We consider a generic framework of optimization algorithms based on gradient descent. We develop a quantum algorithm that computes the gradient of a multi-variate real-valued function $f:\mathbb{R}^d\rightarrow \mathbb{R}$ by evaluating it…
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,…
Optimization problems are prevalent in various fields, and the gradient-based gradient descent algorithm is a widely adopted optimization method. However, in classical computing, computing the numerical gradient for a function with $d$…
We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian…
We initiate the study of quantum algorithms for escaping from saddle points with provable guarantee. Given a function $f\colon\mathbb{R}^{n}\to\mathbb{R}$, our quantum algorithm outputs an $\epsilon$-approximate second-order stationary…
Recent results suggest that quantum computers possess the potential to speed up nonconvex optimization problems. However, a crucial factor for the implementation of quantum optimization algorithms is their robustness against experimental…
Quantum machine learning and optimization are exciting new areas that have been brought forward by the breakthrough quantum algorithm of Harrow, Hassidim and Lloyd for solving systems of linear equations. The utility of {classical} linear…
We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (up to poly-logarithmic factors) for zeroth-order convex…
We present a finite-time analysis of two smoothed functional stochastic approximation algorithms for simulation-based optimization. The first is a two time-scale gradient-based method, while the second is a three time-scale Newton-based…
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,…
A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…
Gradient-based numerical methods are ubiquitous in optimization techniques frequently applied in industry to solve practical problems. Often times, evaluating the objective function is a complicated process, so estimating the gradient of a…
We study gradient testing and gradient estimation of smooth functions using only a comparison oracle that, given two points, indicates which one has the larger function value. For any smooth $f\colon\mathbb R^n\to\mathbb R$,…
Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…
With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these…
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…
We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian…