Quantum-enhanced data science, also known as quantum machine learning (QML),
is of growing interest as an application of near-term quantum computers.
Variational QML algorithms have the potential to solve practical problems on
real hardware, particularly when involving quantum data. However, training
these algorithms can be challenging and calls for tailored optimization
procedures. Specifically, QML applications can require a large shot-count
overhead due to the large datasets involved. In this work, we advocate for
simultaneous random sampling over both the dataset as well as the measurement
operators that define the loss function. We consider a highly general loss
function that encompasses many QML applications, and we show how to construct
an unbiased estimator of its gradient. This allows us to propose a shot-frugal
gradient descent optimizer called Refoqus (REsource Frugal Optimizer for
QUantum Stochastic gradient descent). Our numerics indicate that Refoqus can
save several orders of magnitude in shot cost, even relative to optimizers that
sample over measurement operators alone.Comment: 22 pages, 6 figures - extra quantum autoencoder results adde