Natural evolution strategies and variational Monte Carlo

A notion of quantum natural evolution strategies is introduced, which provides a geometric synthesis of a number of known quantum/classical algorithms for performing classical black-box optimization. Recent work of Gomes et al. [2019] on heuristic combinatorial optimization using neural quantum states is pedagogically reviewed in this context, emphasizing the connection with natural evolution strategies. The algorithmic framework is illustrated for approximate combinatorial optimization problems, and a systematic strategy is found for improving the approximation ratios. In particular it is found that natural evolution strategies can achieve approximation ratios competitive with widely used heuristic algorithms for Max-Cut, at the expense of increased computation time.

[1]  Bamdev Mishra,et al.  Manopt, a matlab toolbox for optimization on manifolds , 2013, J. Mach. Learn. Res..

[2]  E. Farhi,et al.  A Quantum Approximate Optimization Algorithm , 2014, 1411.4028.

[3]  Matteo Matteucci,et al.  An information geometry perspective on estimation of distribution algorithms: boundary analysis , 2008, GECCO '08.

[4]  Nicolas Boumal,et al.  The non-convex Burer-Monteiro approach works on smooth semidefinite programs , 2016, NIPS.

[5]  Lin Lin,et al.  Policy Gradient based Quantum Approximate Optimization Algorithm , 2020, MSML.

[6]  Stephen Boyd,et al.  A Rewriting System for Convex Optimization Problems , 2017, ArXiv.

[7]  Jimmy Ba,et al.  Adam: A Method for Stochastic Optimization , 2014, ICLR.

[8]  Francis R. Bach,et al.  Low-Rank Optimization on the Cone of Positive Semidefinite Matrices , 2008, SIAM J. Optim..

[9]  J. Stokes,et al.  Quantum Natural Gradient , 2019, Quantum.

[10]  Nihat Ay,et al.  Expressive Power and Approximation Errors of Restricted Boltzmann Machines , 2011, NIPS.

[11]  S. Sorella GREEN FUNCTION MONTE CARLO WITH STOCHASTIC RECONFIGURATION , 1998, cond-mat/9803107.

[12]  Stephen P. Boyd,et al.  CVXPY: A Python-Embedded Modeling Language for Convex Optimization , 2016, J. Mach. Learn. Res..

[13]  Xi Chen,et al.  Evolution Strategies as a Scalable Alternative to Reinforcement Learning , 2017, ArXiv.

[14]  Renato D. C. Monteiro,et al.  A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization , 2003, Math. Program..

[15]  Anne Auger,et al.  Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles , 2011, J. Mach. Learn. Res..

[16]  Geoffrey E. Hinton,et al.  On the importance of initialization and momentum in deep learning , 2013, ICML.

[17]  Guglielmo Mazzola,et al.  NetKet: A machine learning toolkit for many-body quantum systems , 2019, SoftwareX.

[18]  Matthew D. Zeiler ADADELTA: An Adaptive Learning Rate Method , 2012, ArXiv.

[19]  Matteo Matteucci,et al.  Towards the geometry of estimation of distribution algorithms based on the exponential family , 2011, FOGA '11.

[20]  David P. Williamson,et al.  Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming , 1995, JACM.

[21]  S. Benjamin,et al.  Quantum natural gradient generalised to non-unitary circuits , 2019 .

[22]  Shun-ichi Amari,et al.  Natural Gradient Works Efficiently in Learning , 1998, Neural Computation.

[23]  Eli Upfal,et al.  Probability and Computing: Randomized Algorithms and Probabilistic Analysis , 2005 .

[24]  Pierre-Antoine Absil,et al.  Trust-Region Methods on Riemannian Manifolds , 2007, Found. Comput. Math..

[25]  Matthias Troyer,et al.  Solving the quantum many-body problem with artificial neural networks , 2016, Science.

[26]  Vijay S. Pande,et al.  Classical Quantum Optimization with Neural Network Quantum States. , 2019, 1910.10675.

[27]  Tom Schaul,et al.  Natural Evolution Strategies , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).