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Quantum Machine Learning and Optimisation in Finance

You're reading from   Quantum Machine Learning and Optimisation in Finance Drive financial innovation with quantum-powered algorithms and optimisation strategies

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Product type Paperback
Published in Dec 2024
Publisher Packt
ISBN-13 9781836209614
Length 494 pages
Edition 2nd Edition
Languages
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Authors (2):
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Jacquier Antoine Jacquier Antoine
Author Profile Icon Jacquier Antoine
Jacquier Antoine
Alexei Kondratyev Alexei Kondratyev
Author Profile Icon Alexei Kondratyev
Alexei Kondratyev
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Toc

Table of Contents (21) Chapters Close

Preface 1. Chapterย 1 The Principles of Quantum Mechanics FREE CHAPTER 2. Part I Analog Quantum Computing โ€“ Quantum Annealing
3. Chapterย 2 Adiabatic Quantum Computing 4. Chapterย 3 Quadratic Unconstrained Binary Optimisation 5. Chapterย 4 Quantum Boosting 6. Chapterย 5 Quantum Boltzmann Machine 7. Part II Gate Model Quantum Computing
8. Chapterย 6 Qubits and Quantum Logic Gates 9. Chapterย 7 Parameterised Quantum Circuits and Data Encoding 10. Chapterย 8 Quantum Neural Network 11. Chapterย 9 Quantum Circuit Born Machine 12. Chapterย 10 Variational Quantum Eigensolver 13. Chapterย 11 Quantum Approximate Optimisation Algorithm 14. Chapterย 12 Quantum Kernels and Quantum Two-Sample Test 15. Chapterย 13 The Power of Parameterised Quantum Circuits 16. Chapterย 14 Advanced QML Models 17. Chapterย 15 Beyond NISQ 18. Bibliography
19. Index 20. Other Books You Might Enjoy

8.3 Training QNN with Gradient Descent

Since we are not only interested in building QNNs as standalone QML tools but also in comparing and contrasting them with classical neural networks, we start our review of QNN training methods with gradient descent โ€“ a ubiquitous classical ML algorithm.

8.3.1 The finite difference scheme

Training QNNs consists of specifying and executing a procedure that finds an optimal configuration of the adjustable rotation parametersย ๐œƒ. Assume that a QNN is specified on n quantum registers withย l layers of adjustable quantum gates, where each adjustable gate is controlled by a single parameter (๐œƒij)i=1,โ€ฆ,n; j=1,โ€ฆ,l. In this case,ย ๐œƒ โˆˆMn,l is anย nร—l matrix of adjustable network parameters:

 โŒŠ 1 lโŒ‹ |๐œƒ1 ... ๐œƒ1| ๐œƒ = || .. ... .. ||. โŒˆ . . โŒ‰ ๐œƒ1n ... ๐œƒln

Without loss of generality, we assume that we work with a binary classifier. The latter takes an input (a quantum state that encodes a sample from the dataset), applies a sequence...

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