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We develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time $\widetilde{O} \left( n\sqrt{r} \frac{\zeta \kappa}{\delta^2} \log \left(1/\epsilon\right) \right)$, where $r$ is the…

Optimization and Control · Mathematics 2019-08-23 Iordanis Kerenidis , Anupam Prakash , Dániel Szilágyi

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

As the size and richness of available datasets grow larger, the opportunities for solving increasingly challenging problems with algorithms learning directly from data grow at the same pace. Consequently, the capability of learning…

Machine Learning · Computer Science 2019-12-13 Raffaello Camoriano

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

We give a quantum approximation scheme (i.e., $(1 + \varepsilon)$-approximation for every $\varepsilon > 0$) for the classical $k$-means clustering problem in the QRAM model with a running time that has only polylogarithmic dependence on…

Quantum Physics · Physics 2025-05-27 Ragesh Jaiswal

We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near the feasible set, we derive sharper worst-case complexity…

Optimization and Control · Mathematics 2026-01-06 Florentin Goyens , Geovani N. Grapiglia

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…

Quantum Physics · Physics 2019-05-28 Tongyang Li , Shouvanik Chakrabarti , Xiaodi Wu

Quantum computing (QC) seems to show potential for application in machine learning (ML). In particular quantum kernel methods (QKM) exhibit promising properties for use in supervised ML tasks. However, a major disadvantage of kernel methods…

Quantum Physics · Physics 2025-01-14 Kilian Tscharke , Sebastian Issel , Pascal Debus

Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…

Optimization and Control · Mathematics 2023-10-02 Billy Jin , Katya Scheinberg , Miaolan Xie

Sequential minimum optimization is a machine-learning global search training algorithm. It is applicable when the functional dependence of the cost function on a tunable parameter given the other parameters can be cheaply determined. This…

Quantum Physics · Physics 2023-03-03 Wojciech Roga , Takafumi Ono , Masahiro Takeoka

We propose an ensemble algorithm, which provides a new approach for evaluating and summing up a set of function samples. The proposed algorithm is not a quantum algorithm, insofar it does not involve quantum entanglement. The query…

Quantum Physics · Physics 2009-11-07 C. D'Helon , V. Protopopescu

We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…

Data Structures and Algorithms · Computer Science 2024-11-26 Antonios Antoniadis , Marek Eliáš , Adam Polak , Moritz Venzin

Experimental characterizations of a quantum system involve the measurement of expectation values of observables for a preparable state |psi> of the quantum system. Such expectation values can be measured by repeatedly preparing |psi> and…

Quantum Physics · Physics 2009-11-13 Emanuel Knill , Gerardo Ortiz , Rolando D. Somma

We propose quantum subroutines for the simplex method that avoid classical computation of the basis inverse. We show how to quantize all steps of the simplex algorithm, including checking optimality, unboundedness, and identifying a pivot…

Quantum Physics · Physics 2022-09-13 Giacomo Nannicini

This paper aims to solve machine learning optimization problem by using quantum circuit. Two approaches, namely the average approach and the Partial Swap Test Cut-off method (PSTC) was proposed to search for the global minimum/maximum of…

Quantum Physics · Physics 2020-08-11 Lanston Hau Man Chu , Tejas Bhojraj , Rui Huang

Quantum embedding is a fundamental prerequisite for applying quantum machine learning techniques to classical data, and has substantial impacts on performance outcomes. In this study, we present Neural Quantum Embedding (NQE), a method that…

Quantum Physics · Physics 2024-08-12 Tak Hur , Israel F. Araujo , Daniel K. Park

Universal fault-tolerant quantum computers will require error-free execution of long sequences of quantum gate operations, which is expected to involve millions of physical qubits. Before the full power of such machines will be available,…

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Machine Learning · Statistics 2023-04-21 Ryoya Yamasaki , Toshiyuki Tanaka

Recently, machine learning had a remarkable impact, from scientific to everyday-life applications. However, complex tasks often imply unfeasible energy and computational power consumption. Quantum computation might lower such requirements,…