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Published byClarence Harrison Modified over 9 years ago
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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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Part I. Linear regression –Output a “quantum sketch” of solution. Part II. Computing leverage scores and matrix coherence. –Output the target numbers.
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Part I: Linear regression
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Closed-form solution
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Relaxations *1. K. Clarkson, D. Woodruff. STOC, 2013. *2. J. Nelson, H. Nguyen. FOCS, 2013.
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Quantum sketch *1. *1. A. Harrow, A. Hassidim, S. Lloyd, PRL, 2009.
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Controversy
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LSR results *1. *1. N. Wiebe, D. Braun, S. Lloyd, PRL, 2012.
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Our algorithm for LSR
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Algorithm Tool: Phase Estimation quantum algorithm. Output eigenvalue for a given eigenvector.
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Extension 1: Ridge regression
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Extension 2: Truncated SVD
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Part II. statistic leverage scores *1. M. Mahoney, Randomized Algorithms for Matrices and Data, Foundations & Trends in Machine Learning, 2010.
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Computing leverage scores *1. P. Drineas, M. Magdon-Ismail, M. Mahoney, D. Woodruff. J. MLR, 2012.
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Algorithm for LSR
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Algorithm
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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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