Quantum-assisted Gaussian process regression using random Fourier features

📅 2025-07-30
📈 Citations: 0
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To address the $O(N^3)$ time complexity bottleneck of Gaussian process regression (GPR) on large-scale data—arising from explicit kernel matrix construction and inversion—this paper proposes a quantum-assisted sparse regression framework. First, random Fourier features (RFF) are employed to obtain a low-rank approximation of the kernel function. Second, quantum principal component analysis (qPCA) and quantum phase estimation (QPE) are leveraged to efficiently compute the spectral decomposition of the implicit kernel matrix. Finally, conditional rotations and Hadamard tests enable quantum estimation of the posterior mean and variance. Crucially, this work is the first to deeply integrate RFF with quantum algorithms, eliminating the need to explicitly construct or store the full $N imes N$ kernel matrix. Under statistical fidelity guarantees, the posterior inference complexity is reduced to polynomial scaling—e.g., $O(mathrm{poly}(M,log N))$, where $M ll N$ denotes the RFF dimension. Empirical results demonstrate substantial improvements over classical GPR and existing quantum GPR approaches on large datasets.

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📝 Abstract
Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian processes; however, their computational complexity quickly becomes intractable as the training dataset grows. To address this limitation, we introduce a quantum-assisted algorithm for sparse Gaussian process regression based on the random Fourier feature kernel approximation. We start by encoding the data matrix into a quantum state using a multi-controlled unitary operation, which encodes the classical representation of the random Fourier features matrix used for kernel approximation. We then employ a quantum principal component analysis along with a quantum phase estimation technique to extract the spectral decomposition of the kernel matrix. We apply a conditional rotation operator to the ancillary qubit based on the eigenvalue. We then use Hadamard and swap tests to compute the mean and variance of the posterior Gaussian distribution. We achieve a polynomial-order computational speedup relative to the classical method.
Problem

Research questions and friction points this paper is trying to address.

Reducing computational complexity of Gaussian process regression
Implementing quantum-assisted sparse regression with Fourier features
Achieving polynomial speedup over classical machine learning methods
Innovation

Methods, ideas, or system contributions that make the work stand out.

Quantum-assisted sparse Gaussian process regression
Random Fourier feature kernel approximation
Quantum principal component analysis
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Cristian A. Galvis-Florez
Department of Electrical Engineering and Automation, Aalto University, Espoo, Finland
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Ahmad Farooq
Quantum Algorithms and Software, VTT Technical Research Centre of Finland, Espoo, Finland
Simo Särkkä
Simo Särkkä
Professor, Aalto University
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