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Yang Liu Shengyu Zhang The Chinese University of Hong Kong Fast quantum algorithms for Least Squares Regression and Statistic Leverage Scores.

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Presentation on theme: "Yang Liu Shengyu Zhang The Chinese University of Hong Kong Fast quantum algorithms for Least Squares Regression and Statistic Leverage Scores."— Presentation transcript:

1 Yang Liu Shengyu Zhang The Chinese University of Hong Kong Fast quantum algorithms for Least Squares Regression and Statistic Leverage Scores

2 Part I. Linear regression –Output a “quantum sketch” of solution. Part II. Computing leverage scores and matrix coherence. –Output the target numbers.

3 Part I: Linear regression

4 Closed-form solution

5 Relaxations *1. K. Clarkson, D. Woodruff. STOC, 2013. *2. J. Nelson, H. Nguyen. FOCS, 2013.

6 Quantum sketch *1. *1. A. Harrow, A. Hassidim, S. Lloyd, PRL, 2009.

7 Controversy

8 LSR results *1. *1. N. Wiebe, D. Braun, S. Lloyd, PRL, 2012.

9 Our algorithm for LSR

10 Algorithm Tool: Phase Estimation quantum algorithm. Output eigenvalue for a given eigenvector.

11 Extension 1: Ridge regression

12 Extension 2: Truncated SVD

13 Part II. statistic leverage scores *1. M. Mahoney, Randomized Algorithms for Matrices and Data, Foundations & Trends in Machine Learning, 2010.

14 Computing leverage scores *1. P. Drineas, M. Magdon-Ismail, M. Mahoney, D. Woodruff. J. MLR, 2012.

15 Algorithm for LSR

16 Algorithm

17 Summary We give efficient quantum algorithms for two canonical problems on sparse inputs –Least squares regression –Statistical leverage score The problems are linear algebraic, not group/number/polynomial theoretic


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