论文标题
用于对冲和学习模型的量子算法
Quantum algorithms for hedging and the learning of Ising models
论文作者
论文摘要
用于在线学习的范式算法是Freund和Schapire的对冲算法。选择多个回合中的不同策略分配,每一轮都会为每种策略造成相应的损失。即使在对抗情况下,该算法也为总损失获得了有利的保证。这项工作介绍了在口腔环境中的这种在线学习的量子算法。对于$ t $ time步骤和$ n $策略,我们展示了大约$ o \ left的运行时间({\ rm poly}(t)\ sqrt {n} \ right)$,用于估计损失和通过抽样来押注单个策略的赌注。此外,我们讨论了基于树篱算法的机器学习算法的刺激量子类似物。量子算法从经典算法中继承了可证明的学习保证,并显示了多项式加速。加速器可能会发现与金融有关的相关性,例如,用于对冲风险和机器学习,例如学习通用线性模型或ISING模型。
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 $O \left ({\rm poly} (T) \sqrt{N} \right)$ for estimating the losses and for betting on individual strategies by sampling. In addition, we discuss a quantum analogue 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.