Abstract:Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to the quantum realm. While the generalization, known as quantum iterative scaling (QIS), is straightforward, the key challenge lies in the non-commutative nature of quantum problem instances, rendering the convergence rate analysis significantly more challenging than the classical case. Our principal technical contribution centers on a rigorous analysis of the convergence rates, involving the establishment of both lower and upper bounds on the spectral radius of the Jacobian matrix for each iteration of these algorithms. Furthermore, we explore quasi-Newton methods to enhance the performance of QIS and GD. Specifically, we propose using Anderson mixing and the L-BFGS method for QIS and GD, respectively. These quasi-Newton techniques exhibit remarkable efficiency gains, resulting in orders of magnitude improvements in performance. As an application, our algorithms provide a viable approach to designing Hamiltonian learning algorithms.
Abstract:We propose the first online quantum algorithm for zero-sum games with $\tilde O(1)$ regret under the game setting. Moreover, our quantum algorithm computes an $\varepsilon$-approximate Nash equilibrium of an $m \times n$ matrix zero-sum game in quantum time $\tilde O(\sqrt{m+n}/\varepsilon^{2.5})$, yielding a quadratic improvement over classical algorithms in terms of $m, n$. Our algorithm uses standard quantum inputs and generates classical outputs with succinct descriptions, facilitating end-to-end applications. As an application, we obtain a fast quantum linear programming solver. Technically, our online quantum algorithm "quantizes" classical algorithms based on the optimistic multiplicative weight update method. At the heart of our algorithm is a fast quantum multi-sampling procedure for the Gibbs sampling problem, which may be of independent interest.