1,463 research outputs found
Efficient Scalable Accurate Regression Queries in In-DBMS Analytics
Recent trends aim to incorporate advanced data analytics capabilities within DBMSs. Linear regression queries are fundamental to exploratory analytics and predictive modeling. However, computing their exact answers leaves a lot to be desired in terms of efficiency and scalability. We contribute a novel predictive analytics model and associated regression query processing algorithms, which are efficient, scalable and accurate. We focus on predicting the answers to two key query types that reveal dependencies between the values of different attributes: (i) mean-value queries and (ii) multivariate linear regression queries, both within specific data subspaces defined based on the values of other attributes. Our algorithms achieve many orders of magnitude improvement in query processing efficiency and nearperfect approximations of the underlying relationships among data attributes
Quantum singular value transformation and beyond: exponential improvements for quantum matrix arithmetics
Quantum computing is powerful because unitary operators describing the
time-evolution of a quantum system have exponential size in terms of the number
of qubits present in the system. We develop a new "Singular value
transformation" algorithm capable of harnessing this exponential advantage,
that can apply polynomial transformations to the singular values of a block of
a unitary, generalizing the optimal Hamiltonian simulation results of Low and
Chuang. The proposed quantum circuits have a very simple structure, often give
rise to optimal algorithms and have appealing constant factors, while usually
only use a constant number of ancilla qubits. We show that singular value
transformation leads to novel algorithms. We give an efficient solution to a
certain "non-commutative" measurement problem and propose a new method for
singular value estimation. We also show how to exponentially improve the
complexity of implementing fractional queries to unitaries with a gapped
spectrum. Finally, as a quantum machine learning application we show how to
efficiently implement principal component regression. "Singular value
transformation" is conceptually simple and efficient, and leads to a unified
framework of quantum algorithms incorporating a variety of quantum speed-ups.
We illustrate this by showing how it generalizes a number of prominent quantum
algorithms, including: optimal Hamiltonian simulation, implementing the
Moore-Penrose pseudoinverse with exponential precision, fixed-point amplitude
amplification, robust oblivious amplitude amplification, fast QMA
amplification, fast quantum OR lemma, certain quantum walk results and several
quantum machine learning algorithms. In order to exploit the strengths of the
presented method it is useful to know its limitations too, therefore we also
prove a lower bound on the efficiency of singular value transformation, which
often gives optimal bounds.Comment: 67 pages, 1 figur
Postprocessing can speed up general quantum search algorithms
A general quantum search algorithm aims to evolve a quantum system from a
known source state to an unknown target state . It uses
a diffusion operator having source state as one of its eigenstates and
, where denotes the selective phase inversion of
state. It evolves to a particular state ,
call it w-state, in time steps where is and is a characteristic of the diffusion operator. Measuring
the w-state gives the target state with the success probability of
and applications of the algorithm can boost it from to
, making the total time complexity . In the special case
of Grover's algorithm, is and is very close to . A more
efficient way to boost the success probability is quantum amplitude
amplification provided we can efficiently implement . Such an efficient
implementation is not known so far. In this paper, we present an efficient
algorithm to approximate selective phase inversions of the unknown eigenstates
of an operator using phase estimation algorithm. This algorithm is used to
efficiently approximate which reduces the time complexity of general
algorithm to . Though algorithms are known to exist,
our algorithm offers physical implementation advantages.Comment: Accepted for publication in Physical Review A. arXiv admin note:
substantial text overlap with arXiv:1210.464
Large-scale predictive modeling and analytics through regression queries in data management systems
Regression analytics has been the standard approach to modeling the relationship between input and output variables, while recent trends aim to incorporate advanced regression analytics capabilities within data management systems (DMS). Linear regression queries are fundamental to exploratory analytics and predictive modeling. However, computing their exact answers leaves a lot to be desired in terms of efficiency and scalability. We contribute with a novel predictive analytics model and an associated statistical learning methodology, which are efficient, scalable and accurate in discovering piecewise linear dependencies among variables by observing only regression queries and their answers issued to a DMS. We focus on in-DMS piecewise linear regression and specifically in predicting the answers to mean-value aggregate queries, identifying and delivering the piecewise linear dependencies between variables to regression queries and predicting the data dependent variables within specific data subspaces defined by analysts and data scientists. Our goal is to discover a piecewise linear data function approximation over the underlying data only through query–answer pairs that is competitive with the best piecewise linear approximation to the ground truth. Our methodology is analyzed, evaluated and compared with exact solution and near-perfect approximations of the underlying relationships among variables achieving orders of magnitude improvement in analytics processing
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