Quantum and Classical Algorithms for Approximate Submodular Function - - PowerPoint PPT Presentation

quantum and classical algorithms for approximate
SMART_READER_LITE
LIVE PREVIEW

Quantum and Classical Algorithms for Approximate Submodular Function - - PowerPoint PPT Presentation

Quantum and Classical Algorithms for Approximate Submodular Function Minimization Yassine Hamoudi, Patrick Rebentrost, Ansis Rosmanis, Miklos Santha arXiv: 1907.05378 1. Approximate Submodular Function Minimization 2. Quantum speed-up for


slide-1
SLIDE 1

Quantum and Classical Algorithms for Approximate Submodular Function Minimization

Yassine Hamoudi, Patrick Rebentrost, Ansis Rosmanis, Miklos Santha

arXiv: 1907.05378

slide-2
SLIDE 2

1. Approximate Submodular Function Minimization 2. Quantum speed-up for Importance Sampling

slide-3
SLIDE 3

Approximate Submodular Function Minimization

1

slide-4
SLIDE 4

4

Submodular Function

A submodular function is a set function satisfying the diminishing returns property:

F : 2[n] → ℝ ∀A ⊂ B ⊂ [n] and i ∉ B, F(A ∪ {i}) − F(A) ≥ F(B ∪ {i}) − F(B)

slide-5
SLIDE 5

4

Submodular Function

A submodular function is a set function satisfying the diminishing returns property:

F : 2[n] → ℝ

Example: area covered by cameras

∀A ⊂ B ⊂ [n] and i ∉ B, F(A ∪ {i}) − F(A) ≥ F(B ∪ {i}) − F(B)

A B

slide-6
SLIDE 6

4

Submodular Function

A submodular function is a set function satisfying the diminishing returns property:

F : 2[n] → ℝ

Example: area covered by cameras

∀A ⊂ B ⊂ [n] and i ∉ B, F(A ∪ {i}) − F(A) ≥ F(B ∪ {i}) − F(B)

A B + i + i

slide-7
SLIDE 7

5

Submodular Function

A B

|cut(A)| = 2 |cut(B)| = 5

A submodular function is a set function satisfying the diminishing returns property:

F : 2[n] → ℝ

Example: size of a cut

∀A ⊂ B ⊂ [n] and i ∉ B, F(A ∪ {i}) − F(A) ≥ F(B ∪ {i}) − F(B)

slide-8
SLIDE 8

5

Submodular Function

A B i

|cut(A)| = 2 |cut(B)| = 5 |cut(A+i)| = 4 |cut(B+i)| = 6

A submodular function is a set function satisfying the diminishing returns property:

F : 2[n] → ℝ

Example: size of a cut

∀A ⊂ B ⊂ [n] and i ∉ B, F(A ∪ {i}) − F(A) ≥ F(B ∪ {i}) − F(B)

slide-9
SLIDE 9

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

(time = #queries to the oracle )

slide-10
SLIDE 10

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

(time = #queries to the oracle )

Submodular functions can be minimized in polynomial time

(Grotschel, Lovasz, Shrijver 1981)

slide-11
SLIDE 11

find such that

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

Exact Minimization: F(S⋆) = min

S⊂[n] F(S)

S⋆

(time = #queries to the oracle )

Submodular functions can be minimized in polynomial time

  • Lee, Sidford, Wong FOCS’15:

(Grotschel, Lovasz, Shrijver 1981)

˜ O(n3) ˜ O(n2 log M)

M = max |F(S)|

  • r

where

slide-12
SLIDE 12

find such that find such that

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

Exact Minimization: F(S⋆) = min

S⊂[n] F(S)

S⋆ F(S⋆) ≤ min

S⊂[n] F(S) + ϵ

S⋆ ε-Approx. Minimization:

(time = #queries to the oracle )

Submodular functions can be minimized in polynomial time

  • Lee, Sidford, Wong FOCS’15:

(Grotschel, Lovasz, Shrijver 1981)

˜ O(n3) ˜ O(n2 log M)

M = max |F(S)|

  • r

where

( F : 2[n] → [−1,1] )

slide-13
SLIDE 13

find such that find such that

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

Exact Minimization: F(S⋆) = min

S⊂[n] F(S)

S⋆ F(S⋆) ≤ min

S⊂[n] F(S) + ϵ

S⋆ ε-Approx. Minimization:

(time = #queries to the oracle )

Submodular functions can be minimized in polynomial time

  • Lee, Sidford, Wong FOCS’15:

(Grotschel, Lovasz, Shrijver 1981)

˜ O(n3) ˜ O(n2 log M)

M = max |F(S)|

  • r

where

  • Previous work:

˜ O(n5/3/ϵ2)

(Chakrabarty, Lee, Sidford, Wong STOC’17)

(classical)

( F : 2[n] → [−1,1] )

slide-14
SLIDE 14

find such that find such that

Evaluation oracle access: given S obtain F(S).

6

Submodular Function Minimization

Exact Minimization: F(S⋆) = min

S⊂[n] F(S)

S⋆ F(S⋆) ≤ min

S⊂[n] F(S) + ϵ

S⋆ ε-Approx. Minimization:

(time = #queries to the oracle )

Submodular functions can be minimized in polynomial time

  • Lee, Sidford, Wong FOCS’15:

(Grotschel, Lovasz, Shrijver 1981)

˜ O(n3) ˜ O(n2 log M)

M = max |F(S)|

  • r

where

  • Previous work:

˜ O(n5/3/ϵ2)

  • Our result:

˜ O(n3/2/ϵ2) ˜ O(n5/4/ϵ5/2)

(classical) (quantum)

  • r

(Chakrabarty, Lee, Sidford, Wong STOC’17)

(classical)

( F : 2[n] → [−1,1] )

slide-15
SLIDE 15

7

Lovász Extension

Discrete Optimization

F : 2[n] → ℝ

Set function:

slide-16
SLIDE 16

7

Lovász Extension

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

F : 2[n] → ℝ

Set function:

slide-17
SLIDE 17

7

Lovász Extension

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

n = 2

F({1}) = 10 F({2}) = 6 F({1,2}) = 3 F(Ø) = 0 F : 2[n] → ℝ

Set function:

slide-18
SLIDE 18

(1,1)

7

Lovász Extension

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

(0,0) (1,0) (0,1)

n = 2

F({1}) = 10 F({2}) = 6 F({1,2}) = 3 F(Ø) = 0

[0,1]2

F : 2[n] → ℝ

Set function:

slide-19
SLIDE 19

(1,1)

7

Lovász Extension

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

(0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

n = 2

F({1}) = 10 F({2}) = 6 F({1,2}) = 3 F(Ø) = 0 F : 2[n] → ℝ

Set function:

slide-20
SLIDE 20

(1,1)

7

Lovász Extension

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

(0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

n = 2

F({1}) = 10 F({2}) = 6 F({1,2}) = 3 F(Ø) = 0 F : 2[n] → ℝ

Set function:

slide-21
SLIDE 21

8

Lovász Extension

F : 2[n] → ℝ

Set function:

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

The Lovász extension is:

(1,1) (0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

slide-22
SLIDE 22

8

Lovász Extension

F : 2[n] → ℝ

Set function:

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

The Lovász extension is:

  • Piecewise linear

(1,1) (0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

slide-23
SLIDE 23

8

Lovász Extension

F : 2[n] → ℝ

Set function:

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

  • Convex iff F is submodular (Lovász 1983)

The Lovász extension is:

  • Piecewise linear

(1,1) (0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

slide-24
SLIDE 24

8

Lovász Extension

F : 2[n] → ℝ

Set function:

Discrete Optimization Continuous Optimization

f : [0,1]n → ℝ

Lovász extension:

  • Convex iff F is submodular (Lovász 1983)

The Lovász extension is:

  • Piecewise linear

(1,1) (0,0) (1,0) (0,1) F(Ø) F({2}) F({1,2}) F({1})

  • Evaluable using n queries to F.
slide-25
SLIDE 25

9

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. (not necessarily differentiable)

slide-26
SLIDE 26

9

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x.

x

(not necessarily differentiable)

f(x)

g(x)

slide-27
SLIDE 27

9

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x.

x

(not necessarily differentiable)

f(x)

g(x)

slide-28
SLIDE 28

9

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x.

x

(not necessarily differentiable)

f(x)

g(x)

Stochastic Subgradient at x: random variable satisfying

˜ g(x) E[˜ g(x)] = g(x) ˜ g(x) w.p. 1/2 ˜ g(x) w.p. 1/2

slide-29
SLIDE 29

10

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x. (not necessarily differentiable) Stochastic Subgradient at x: random variable satisfying

E[˜ g(x)] = g(x) ˜ g(x)

(projected) Stochastic Subgradient Descent

slide-30
SLIDE 30

10

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x. (not necessarily differentiable) Stochastic Subgradient at x: random variable satisfying

E[˜ g(x)] = g(x)

C xt

˜ g(x)

(projected) Stochastic Subgradient Descent

slide-31
SLIDE 31

10

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x. (not necessarily differentiable) Stochastic Subgradient at x: random variable satisfying

E[˜ g(x)] = g(x)

C xt

˜ g(x) −η˜ g(xt)

(projected) Stochastic Subgradient Descent

slide-32
SLIDE 32

10

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x. (not necessarily differentiable) Stochastic Subgradient at x: random variable satisfying

E[˜ g(x)] = g(x)

C xt

˜ g(x) −η˜ g(xt)

xt+1

projection

(projected) Stochastic Subgradient Descent

slide-33
SLIDE 33

If has low variance then the number of steps is the same as if we were using g(x). 10

Stochastic Subgradient Descent

Convex function f : C → ℝ on a convex set C. Subgradient at x: slope g(x) of any line that is below the graph of f and intersects it at x. (not necessarily differentiable) Stochastic Subgradient at x: random variable satisfying

˜ g(x) E[˜ g(x)] = g(x)

C xt

˜ g(x) −η˜ g(xt)

xt+1

projection

(projected) Stochastic Subgradient Descent

slide-34
SLIDE 34

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

slide-35
SLIDE 35

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

slide-36
SLIDE 36
  • subgradient descent requires steps to get an ε-minimizer of f

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

O(n/ϵ2)

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

slide-37
SLIDE 37
  • subgradient descent requires steps to get an ε-minimizer of f

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

O(n/ϵ2)

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

O(n ⋅ n/ϵ2)

Approximate minimization in time

slide-38
SLIDE 38

A stochastic subgradient can be computed in time Q =

  • subgradient descent requires steps to get an ε-minimizer of f

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

˜ g(x)

O(n/ϵ2)

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

  • Previous work:

˜ O(n2/3)

(Chakrabarty, Lee, Sidford, Wong STOC’17)

O(n ⋅ n/ϵ2)

Approximate minimization in time

slide-39
SLIDE 39

A stochastic subgradient can be computed in time Q =

  • subgradient descent requires steps to get an ε-minimizer of f

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

˜ g(x)

O(n/ϵ2)

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

  • Previous work:

˜ O(n2/3)

  • Our result:

˜ O(n1/2) ˜ O(n1/4/ϵ1/2)

(classical) (quantum)

  • r

(Chakrabarty, Lee, Sidford, Wong STOC’17)

O(n ⋅ n/ϵ2)

Approximate minimization in time

slide-40
SLIDE 40

A stochastic subgradient can be computed in time Q =

  • subgradient descent requires steps to get an ε-minimizer of f

For the Lovász extension f, there exists a subgradient g(x) such that:

11

Stochastic Subgradient for the Lovász extension

˜ g(x)

O(n/ϵ2)

  • g(x) can be computed in time O(n)

(Jegelka, Bilmes 2011) and (Hazan, Kale 2012)

  • Previous work:

˜ O(n2/3)

  • Our result:

˜ O(n1/2) ˜ O(n1/4/ϵ1/2)

(classical) (quantum)

  • r

(Chakrabarty, Lee, Sidford, Wong STOC’17)

O(n ⋅ n/ϵ2)

Approximate minimization in time

O(Q ⋅ n/ϵ2)

Approximate minimization in time

slide-41
SLIDE 41

12

Stochastic Subgradient for the Lovász extension

One central idea in the construction of :

˜ g(x)

Importance Sampling according to g(x).

slide-42
SLIDE 42

Sampling from the distribution that gives i ∈ [n] with probability

12

Stochastic Subgradient for the Lovász extension

One central idea in the construction of :

pi = |g(x)i| ∥g(x)∥1

˜ g(x)

Importance Sampling according to g(x).

| |

slide-43
SLIDE 43

Sampling from the distribution that gives i ∈ [n] with probability

12

Stochastic Subgradient for the Lovász extension

One central idea in the construction of :

pi = |g(x)i| ∥g(x)∥1

˜ g(x)

Importance Sampling according to g(x).

| |

This is where quantum computing comes in!

slide-44
SLIDE 44

Quantum speed-up for Importance Sampling

2

slide-45
SLIDE 45

Problem

14

discrete probability distribution D = (p1,…,pn) on [n]. Input: Output: T independent samples i1,…,iT ~ D.

slide-46
SLIDE 46

Problem

14

discrete probability distribution D = (p1,…,pn) on [n]. Input: Output: T independent samples i1,…,iT ~ D. Evaluation oracle access Classical Quantum

U(|i⟩|0⟩) = |i⟩|pi⟩ i ↦ pi

Cost = # queries to the evaluation oracle

slide-47
SLIDE 47

Problem

14

discrete probability distribution D = (p1,…,pn) on [n]. Input: Output: T independent samples i1,…,iT ~ D. Evaluation oracle access Classical Quantum

U(|i⟩|0⟩) = |i⟩|pi⟩ i ↦ pi

Cost = # queries to the evaluation oracle

Can quantum computing help to sample faster?

slide-48
SLIDE 48

Importance Sampling with a Binary Tree

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-49
SLIDE 49

Importance Sampling with a Binary Tree

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-50
SLIDE 50

Importance Sampling with a Binary Tree

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-51
SLIDE 51

Importance Sampling with a Binary Tree

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-52
SLIDE 52

Importance Sampling with a Binary Tree

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-53
SLIDE 53

Importance Sampling with a Binary Tree

Preprocessing time: O(n) Cost per sample:

O(log n)

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-54
SLIDE 54

Importance Sampling with a Binary Tree

Preprocessing time: O(n) Cost per sample:

O(log n)

Cost for T samples: O(n + T log n)

p1 + p2 p3 p1 + p2 + p3 p4 + p5 p1 p2 p4 p5 15

slide-55
SLIDE 55

Importance Sampling with Quantum State preparation

16

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-56
SLIDE 56

Importance Sampling with Quantum State preparation

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

16

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-57
SLIDE 57

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary

16

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-58
SLIDE 58

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary

16

⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-59
SLIDE 59

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary

16

= 1 npmax (∑

i

pi |i⟩)|0⟩ + …|1⟩ ⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-60
SLIDE 60

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary
  • 1. Prepare with Amplitude Amplification on V, and measure it.

i

pi |i⟩

16

= 1 npmax (∑

i

pi |i⟩)|0⟩ + …|1⟩ ⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-61
SLIDE 61

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary
  • 1. Prepare with Amplitude Amplification on V, and measure it.

i

pi |i⟩

16

= 1 npmax (∑

i

pi |i⟩)|0⟩ + …|1⟩ ⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing time: O(

n)

Cost per sample:

O( npmax)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-62
SLIDE 62

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary
  • 1. Prepare with Amplitude Amplification on V, and measure it.

i

pi |i⟩

16

= 1 npmax (∑

i

pi |i⟩)|0⟩ + …|1⟩ ⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing time: O(

n)

Cost per sample:

O( npmax)

Cost for T samples: O(

n + T npmax)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

slide-63
SLIDE 63

Importance Sampling with Quantum State preparation

V(|0⟩|0⟩) ⟼ 1 n ∑

i∈[n]

|i⟩|0⟩

  • 1. Compute with quantum Maximum Finding

pmax = max {p1, …, pn}

  • 2. Construct the unitary
  • 1. Prepare with Amplitude Amplification on V, and measure it.

i

pi |i⟩

16

= 1 npmax (∑

i

pi |i⟩)|0⟩ + …|1⟩ ⟼ 1 n ∑

i∈[n]

|i⟩( pi pmax |0⟩ + 1 − pi pmax |1⟩)

Preprocessing time: O(

n)

Cost per sample:

O( npmax)

Cost for T samples: O(

n + T npmax)

Preprocessing: Sampling (repeat T times):

(Grover 2000)

= O(T n)

slide-64
SLIDE 64

Importance Sampling Binary Tree Quantum State Preparation

O(n + T log n) O(T n)

17

slide-65
SLIDE 65

Importance Sampling Binary Tree Quantum State Preparation

O(n + T log n) O(T n)

17

For our submodular function minimization algorithm, we need T = √n.

slide-66
SLIDE 66

Importance Sampling Binary Tree Quantum State Preparation

O(n + T log n) O(T n)

17

For our submodular function minimization algorithm, we need T = √n.

O( Tn)

New quantum multi-sampling algorithm in

slide-67
SLIDE 67

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

slide-68
SLIDE 68

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

Element 1 2 3 4 5 6 7 Probability

p1 p2 p3 p4 p5 p6 p7

Distribution D

slide-69
SLIDE 69

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

Element 1 2 3 4 5 6 7 Probability

p1 p2 p3 p4 p5 p6 p7

Element 1 3 4 Probability

p1 PHeavy p3 PHeavy p4 PHeavy

Distribution D Distribution DHeavy

p

i

≥ 1 / T

PHeavy = ∑

i∈Heavy

pi

slide-70
SLIDE 70

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

Element 1 2 3 4 5 6 7 Probability

p1 p2 p3 p4 p5 p6 p7

Element 1 3 4 Probability Element 2 5 6 7 Probability

p1 PHeavy p3 PHeavy p4 PHeavy p2 PLight p5 PLight p6 PLight p7 PLight

Distribution D Distribution DHeavy Distribution DLight

p

i

≥ 1 / T pi < 1/T

PHeavy = ∑

i∈Heavy

pi PLight = ∑

i∈Light

pi

slide-71
SLIDE 71

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

Element 1 2 3 4 5 6 7 Probability

p1 p2 p3 p4 p5 p6 p7

Element 1 3 4 Probability Element 2 5 6 7 Probability

p1 PHeavy p3 PHeavy p4 PHeavy p2 PLight p5 PLight p6 PLight p7 PLight

Distribution D Distribution DHeavy Distribution DLight

Use a Binary Tree

p

i

≥ 1 / T pi < 1/T

PHeavy = ∑

i∈Heavy

pi PLight = ∑

i∈Light

pi

slide-72
SLIDE 72

Importance Sampling with a Quantum Oracle

Our result: O(

Tn) for obtaining T independent samples from D = (p1,…,pn).

18

Element 1 2 3 4 5 6 7 Probability

p1 p2 p3 p4 p5 p6 p7

Element 1 3 4 Probability Element 2 5 6 7 Probability

p1 PHeavy p3 PHeavy p4 PHeavy p2 PLight p5 PLight p6 PLight p7 PLight

Distribution D Distribution DHeavy Distribution DLight

Use a Binary Tree Use Quantum State Preparation

p

i

≥ 1 / T pi < 1/T

PHeavy = ∑

i∈Heavy

pi PLight = ∑

i∈Light

pi

slide-73
SLIDE 73

Importance Sampling with a Quantum Oracle

19

Preprocessing: Sampling (repeat T times):

slide-74
SLIDE 74

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.

Preprocessing: Sampling (repeat T times):

slide-75
SLIDE 75

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi Sampling (repeat T times):

slide-76
SLIDE 76

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi Sampling (repeat T times):

slide-77
SLIDE 77
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi Sampling (repeat T times):

slide-78
SLIDE 78
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi

Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

slide-79
SLIDE 79
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi

Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
slide-80
SLIDE 80
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

19

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

  • 2. Compute PHeavy =

i∈Heavy

pi

Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.
slide-81
SLIDE 81
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

20

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

Cost: Cost: Cost: Cost:

  • 2. Compute PHeavy =

i∈Heavy

pi

slide-82
SLIDE 82
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

20

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

Cost: Cost: Cost:

O( nT)

Cost:

since |Heavy| ≤ T

  • 2. Compute PHeavy =

i∈Heavy

pi

slide-83
SLIDE 83
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

20

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

Cost: Cost: Cost:

O( nT)

Cost:

O(T) since |Heavy| ≤ T

  • 2. Compute PHeavy =

i∈Heavy

pi

slide-84
SLIDE 84
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

20

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

Cost: Cost: Cost:

O( nT) O(T)

Cost:

O(T) since |Heavy| ≤ T

  • 2. Compute PHeavy =

i∈Heavy

pi

slide-85
SLIDE 85
  • 4. Apply the preprocessing step of the Quant. State Preparation method on DLight.

Importance Sampling with a Quantum Oracle

20

  • 1. Compute the set Heavy ⊂ [n] of indices i such that pi ≥ 1/T, using Grover Search.
  • 3. Apply the preprocessing step of the Binary Tree Method on DHeavy.

Preprocessing:

Cost: Cost: Cost: O(

n) O( nT) O(T)

Cost:

O(T) since |Heavy| ≤ T

  • 2. Compute PHeavy =

i∈Heavy

pi

slide-86
SLIDE 86

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.
slide-87
SLIDE 87

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

slide-88
SLIDE 88

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n)

slide-89
SLIDE 89

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

slide-90
SLIDE 90

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where

slide-91
SLIDE 91

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where ≤ 1 T ⋅ PLight

slide-92
SLIDE 92

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where

Total expected cost:

≤ 1 T ⋅ PLight

slide-93
SLIDE 93

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where

Total expected cost: O(T ⋅ PLight ⋅

npmax) ≤ 1 T ⋅ PLight

slide-94
SLIDE 94

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where

Total expected cost: O(T ⋅ PLight ⋅

npmax) = O( n ⋅ T ⋅ PLight) ≤ 1 T ⋅ PLight

slide-95
SLIDE 95

Cost per sample:

Importance Sampling with a Quantum Oracle

21 Flip a coin that is head with probability PHeavy :

Sampling (repeat T times):

  • Head: sample i ~ DHeavy with the Binary Tree Method.
  • Tail: sample i ~ DLight with Quantum State Preparation.

O(log n)

Total cost: O(T log n) Cost per sample:

pmax = max{ pi PLight : i ∈ Light} O( npmax) where

Total expected cost: O(T ⋅ PLight ⋅

npmax) = O( n ⋅ T ⋅ PLight) ≤ 1 T ⋅ PLight = O ( nT)

slide-96
SLIDE 96

Conclusion

slide-97
SLIDE 97
  • Axelrod, Liu, Sidford 2019: classical algorithm for

approximate submodular function minimization

Recent improvement:

˜ O(n/ϵ2)

slide-98
SLIDE 98
  • Axelrod, Liu, Sidford 2019: classical algorithm for

approximate submodular function minimization

  • Can we prepare T copies of the state in time .

arXiv: 1907.05378

Open questions:

  • Can we improve the upper/lower bounds for exact/approximate

submodular function minimization?

i∈[n]

pi |i⟩ O( nT)

Recent improvement:

˜ O(n/ϵ2)

  • What are other applications of our quantum multi-sampling algorithm?

(ongoing work: solving linear systems)