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Quantum computing is arguably one of the most revolutionary and disruptive technologies of this century. Due to the ever-increasing number of potential applications as well as the continuing rise in complexity, the development, simulation, optimization, and physical realization of quantum circuits is of utmost importance for designing novel algorithms. We show
how matrix product states (MPSs) and matrix product operators (MPOs) can be used to express certain quantum states, quantum gates, and entire quantum circuits as low-rank tensors. This enables the analysis and simulation of complex quantum circuits on classical computers and to gain insight into the underlying structure of the system. We present different examples to demonstrate the advantages of MPO formulations and show that they are more efficient than conventional techniques if the bond dimensions of the wave function representation can be kept small throughout the simulation.
Stochastic optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. Because the latter is often unknown, distributionally robust optimization (DRO) provides a strong alternative that determines the best guaranteed solution over a set of distributions (ambiguity set). In this work, we present an approach for DRO over time that uses online learning and scenario observations arriving as a data stream to learn more about the uncertainty. Our robust solutions adapt over time and reduce the cost of protection with shrinking ambiguity. For various kinds of ambiguity sets, the robust solutions converge to the SO solution. Our algorithm achieves the optimization and learning goals without solving the DRO problem exactly at any step. We also provide a regret bound for the quality of the online strategy that converges at a rate of O(log T/T−−√), where T is the number of iterations. Furthermore, we illustrate the effectiveness of our procedure by numerical experiments on mixed-integer optimization instances from popular benchmark libraries and give practical examples stemming from telecommunications and routing. Our algorithm is able to solve the DRO over time problem significantly faster than standard reformulations.
In Bell scenarios with two outcomes per party, we algorithmically consider the two sides of the membership problem for the local polytope: Constructing local models and deriving separating hyperplanes, that is, Bell inequalities. We take advantage of the recent developments in so-called Frank-Wolfe algorithms to significantly increase the convergence rate of existing methods. First, we study the threshold value for the nonlocality of two-qubit Werner states under projective measurements. Here, we improve on both the upper and lower bounds present in the literature. Importantly, our bounds are entirely analytical; moreover, they yield refined bounds on the value of the Grothendieck constant of order three: 1.4367⩽KG(3)⩽1.4546. Second, we demonstrate the efficiency of our approach in multipartite Bell scenarios, and present local models for all projective measurements with visibilities noticeably higher than the entanglement threshold. We make our entire code accessible as a julia library called BellPolytopes.jl.
In Bell scenarios with two outcomes per party, we algorithmically consider the two sides of the membership problem for the local polytope: Constructing local models and deriving separating hyperplanes, that is, Bell inequalities. We take advantage of the recent developments in so-called Frank-Wolfe algorithms to significantly increase the convergence rate of existing methods. First, we study the threshold value for the nonlocality of two-qubit Werner states under projective measurements. Here, we improve on both the upper and lower bounds present in the literature. Importantly, our bounds are entirely analytical; moreover, they yield refined bounds on the value of the Grothendieck constant of order three: 1.4367⩽KG(3)⩽1.4546. Second, we demonstrate the efficiency of our approach in multipartite Bell scenarios, and present local models for all projective measurements with visibilities noticeably higher than the entanglement threshold. We make our entire code accessible as a julia library called BellPolytopes.jl.
This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw comparisons both to current state-of-the-art stochastic Gradient Descent methods as well as across different variants of stochastic Conditional Gradients. In particular, we show the general feasibility of training Neural Networks whose parameters are constrained by a convex feasible region using Frank-Wolfe algorithms and compare different stochastic variants. We then show that, by choosing an appropriate region, one can achieve performance exceeding that of unconstrained stochastic Gradient Descent and matching state-of-the-art results relying on L2-regularization. Lastly, we also demonstrate that, besides impacting performance, the particular choice of constraints can have a drastic impact on the learned representations.
The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational burdens, by querying only approximate first-order information from the objective and by maintaining feasibility of the iterates without using projections. In this paper, we improve the quality of their first-order information by blending in adaptive gradients. We derive convergence rates and demonstrate the computational advantage of our method over the state-of-the-art stochastic Frank-Wolfe algorithms on both convex and nonconvex objectives. The experiments further show that our method can improve the performance of adaptive gradient algorithms for constrained optimization.
Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning
[Namkoong and Duchi, 2016, Curi et al., 2020] or learning with non-standard aggregated losses [Shalev-
Shwartz and Wexler, 2016, Fan et al., 2017]. More specifically, these problems are convex-linear problems
where the minimization is carried out over the model parameters w ∈ W and the maximization over the
empirical distribution p ∈ K of the training set indexes, where K is the simplex or a subset of it. To design
efficient methods, we let an online learning algorithm play against a (combinatorial) bandit algorithm.
We argue that the efficiency of such approaches critically depends on the structure of K and propose two
properties of K that facilitate designing efficient algorithms. We focus on a specific family of sets Sn,k
encompassing various learning applications and provide high-probability convergence guarantees to the
minimax values.
Linear bandit algorithms yield O~(n√T) pseudo-regret bounds on compact convex action sets K⊂Rn and two types of structural assumptions lead to better pseudo-regret bounds. When K is the simplex or an ℓp ball with p∈]1,2], there exist bandits algorithms with O~(√n√T) pseudo-regret bounds. Here, we derive bandit algorithms for some strongly convex sets beyond ℓp balls that enjoy pseudo-regret bounds of O~(√n√T), which answers an open question from [BCB12, §5.5.]. Interestingly, when the action set is uniformly convex but not necessarily strongly convex, we obtain pseudo-regret bounds with a dimension dependency smaller than O(√n). However, this comes at the expense of asymptotic rates in T varying between O(√T) and O(T).
The proportional fair resource allocation problem is a major problem studied in flow control of networks, operations research, and economic theory, where it has found numerous applications. This problem, defined as the constrained maximization of sum_i log x_i, is known as the packing proportional fairness problem when the feasible set is defined by positive linear constraints and x ∈ R≥0. In this work, we present a distributed accelerated first-order method for this problem which improves upon previous approaches. We also design an algorithm for the optimization of its dual problem. Both algorithms are width-independent.
Generalized self-concordance is a key property present in the objective function of many important learning problems. We establish the convergence rate of a simple Frank-Wolfe variant that uses the open-loop step size strategy 𝛾𝑡 = 2/(𝑡 + 2), obtaining a O (1/𝑡) convergence rate for this class of functions in terms of primal gap and Frank-Wolfe gap, where 𝑡 is the iteration count. This avoids the use of second-order information or the need to estimate local smoothness parameters of previous work. We also show improved convergence rates for various common cases, e.g., when the feasible region under consideration is uniformly convex or polyhedral.