2018

Quantum-inspired low-rank stochastic regression with logarithmic dependence on the dimension

Gilyén, András, Lloyd, Seth, Tang, Ewin

Understand

We construct an efficient classical analogue of the quantum matrix inversion algorithm (HHL) for low-rank matrices.

  • Inspired by recent work of Tang, assuming length-square sampling access to input data, we implement the pseudoinverse of a low-rank matrix and sample from the solution to the problem $Ax=b$ using fast sampling techniques.
  • We implement the pseudo-inverse by finding an approximate singular value decomposition of $A$ via subsampling, then inverting the singular values.
  • In principle, the approach can also be used to apply any desired "smooth" function to the singular values.

Built on

  • Fast Monte-Carlo algorithms for finding low-rank approximations

    Alan Frieze, Ravi Kannan, and Santosh Vempala · 2004

    Earlier work this paper cites.

  • Quantum algorithm for linear systems of equations

    Original

    Aram W. Harrow, Avinatan Hassidim, and Seth Lloyd · 2009

    Earlier work this paper cites.

  • Quantum recommendation systems

    Original

    Iordanis Kerenidis and Anupam Prakash · 2017

    Earlier work this paper cites.

  • Randomized algorithms in numerical linear algebra

    Ravindran Kannan and Santosh Vempala · 2017

    Earlier work this paper cites.

Similar

Then

Beyond the bibliography

alphaXiv searches the wider corpus for related work and actual follow-ups.

Open on alphaXiv

alphaXiv is searching for related work…