DROP: Dimensionality Reduction Optimization for Time Series

Dimensionality reduction is a critical step in scaling machine learning pipelines. Principal component analysis (PCA) is a standard tool for dimensionality reduction, but performing PCA over a full dataset can be prohibitively expensive. As a result, theoretical work has studied the effectiveness of iterative, stochastic PCA methods that operate over data samples. However, termination conditions for stochastic PCA either execute for a predetermined number of iterations, or until convergence of the solution, frequently sampling too many or too few datapoints for end-to-end runtime improvements. We show how accounting for downstream analytics operations during DR via PCA allows stochastic methods to efficiently terminate after operating over small (e.g., 1%) subsamples of input data, reducing whole workload runtime. Leveraging this, we propose DROP, a DR optimizer that enables speedups of up to 5x over Singular-Value-Decomposition-based PCA techniques, and exceeds conventional approaches like FFT and PAA by up to 16x in end-to-end workloads

Classical Optimizers for Noisy Intermediate-Scale Quantum Devices

We present a collection of optimizers tuned for usage on Noisy Intermediate-Scale Quantum (NISQ) devices. Optimizers have a range of applications in quantum computing, including the Variational Quantum Eigensolver (VQE) and Quantum Approximate Optimization (QAOA) algorithms. They are also used for calibration tasks, hyperparameter tuning, in machine learning, etc. We analyze the efficiency and effectiveness of different optimizers in a VQE case study. VQE is a hybrid algorithm, with a classical minimizer step driving the next evaluation on the quantum processor. While most results to date concentrated on tuning the quantum VQE circuit, we show that, in the presence of quantum noise, the classical minimizer step needs to be carefully chosen to obtain correct results. We explore state-of-the-art gradient-free optimizers capable of handling noisy, black-box, cost functions and stress-test them using a quantum circuit simulation environment with noise injection capabilities on individual gates. Our results indicate that specifically tuned optimizers are crucial to obtaining valid science results on NISQ hardware, and will likely remain necessary even for future fault tolerant circuits