Quantum algorithms for hedging and the learning of Ising models


A paradigmatic algorithm for online learning is the Hedge algorithm by Freund and Schapire. An allocation into different strategies is chosen for multiple rounds and each round incurs corresponding losses for each strategy. The algorithm obtains a favorable guarantee for the total losses even in an adversarial situation. This work presents quantum algorithms for such online learning in an oracular setting. For T time steps and N strategies, we exhibit run times of about Opoly(T)N for estimating the losses and for betting on individual strategies by sampling. In addition, we discuss a quantum analog of the Sparsitron, a machine learning algorithm based on the Hedge algorithm. The quantum algorithm inherits the provable learning guarantees from the classical algorithm and exhibits polynomial speedups. The speedups may find relevance in finance, for example, for hedging risks, and machine learning, for example, for learning generalized linear models or Ising models.

Physical Review A
Xin Wang
Xin Wang
Associate Professor

Prof. Xin Wang founded the QuAIR lab at HKUST(Guangzhou) in June 2023. His research primarily focuses on better understanding the limits of information processing with quantum systems and the power of quantum artificial intelligence. Prior to establishing the QuAIR lab, Prof. Wang was a Staff Researcher at the Institute for Quantum Computing at Baidu Research, where he concentrated on quantum computing research and the development of the Baidu Quantum Platform. Notably, he spearheaded the development of Paddle Quantum, a Python library designed for quantum machine learning. From 2018 to 2019, Prof. Wang held the position of Hartree Postdoctoral Fellow at the Joint Center for Quantum Information and Computer Science (QuICS) at the University of Maryland, College Park. He earned his doctorate in quantum information from the University of Technology Sydney in 2018, under the guidance of Prof. Runyao Duan and Prof. Andreas Winter. In 2014, Prof. Wang obtained his B.S. in mathematics (with Wu Yuzhang Honor) from Sichuan University.