Abstract:Specifically focusing on the landscape of abstractive text summarization, as opposed to extractive techniques, this survey presents a comprehensive overview, delving into state-of-the-art techniques, prevailing challenges, and prospective research directions. We categorize the techniques into traditional sequence-to-sequence models, pre-trained large language models, reinforcement learning, hierarchical methods, and multi-modal summarization. Unlike prior works that did not examine complexities, scalability and comparisons of techniques in detail, this review takes a comprehensive approach encompassing state-of-the-art methods, challenges, solutions, comparisons, limitations and charts out future improvements - providing researchers an extensive overview to advance abstractive summarization research. We provide vital comparison tables across techniques categorized - offering insights into model complexity, scalability and appropriate applications. The paper highlights challenges such as inadequate meaning representation, factual consistency, controllable text summarization, cross-lingual summarization, and evaluation metrics, among others. Solutions leveraging knowledge incorporation and other innovative strategies are proposed to address these challenges. The paper concludes by highlighting emerging research areas like factual inconsistency, domain-specific, cross-lingual, multilingual, and long-document summarization, as well as handling noisy data. Our objective is to provide researchers and practitioners with a structured overview of the domain, enabling them to better understand the current landscape and identify potential areas for further research and improvement.
Abstract:Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the functions, and training data uncertainty. However, their computational complexity quickly becomes intractable as the size of the data set grows. We propose a Hilbert space approximation-based quantum algorithm for Gaussian process regression to overcome this limitation. Our method consists of a combination of classical basis function expansion with quantum computing techniques of quantum principal component analysis, conditional rotations, and Hadamard and Swap tests. The quantum principal component analysis is used to estimate the eigenvalues while the conditional rotations and the Hadamard and Swap tests are employed to evaluate the posterior mean and variance of the Gaussian process. Our method provides polynomial computational complexity reduction over the classical method.