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Quantum Algorithms and Lower Bounds for Linear Regression with Norm Constraints

Authors Yanlin Chen, Ronald de Wolf

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Author Details

Yanlin Chen
  • QuSoft and CWI, Amsterdam, The Netherlands
Ronald de Wolf
  • QuSoft and CWI, Amsterdam, The Netherlands
  • University of Amsterdam, The Netherlands

Funding

  • de Wolf, Ronald: Partially supported by the Dutch Research Council (NWO) through Gravitation-grant Quantum Software Consortium, 024.003.037, and through QuantERA ERA-NET Cofund project QuantAlgo 680-91-034.

Acknowledgements

We thank Yi-Shan Wu and Christian Majenz for useful discussions, and Armando Bellante for pointing us to [Armando Bellante and Stefano Zanero, 2022].

Cite AsGet BibTex

Yanlin Chen and Ronald de Wolf. Quantum Algorithms and Lower Bounds for Linear Regression with Norm Constraints. In 50th International Colloquium on Automata, Languages, and Programming (ICALP 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 261, pp. 38:1-38:21, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2023)
https://doi.org/10.4230/LIPIcs.ICALP.2023.38

Abstract

Lasso and Ridge are important minimization problems in machine learning and statistics. They are versions of linear regression with squared loss where the vector θ ∈ ℝ^d of coefficients is constrained in either 𝓁₁-norm (for Lasso) or in 𝓁₂-norm (for Ridge). We study the complexity of quantum algorithms for finding ε-minimizers for these minimization problems. We show that for Lasso we can get a quadratic quantum speedup in terms of d by speeding up the cost-per-iteration of the Frank-Wolfe algorithm, while for Ridge the best quantum algorithms are linear in d, as are the best classical algorithms. As a byproduct of our quantum lower bound for Lasso, we also prove the first classical lower bound for Lasso that is tight up to polylog-factors.

Subject Classification

ACM Subject Classification
  • Mathematics of computing → Mathematical optimization
  • Theory of computation → Quantum computation theory
Keywords
  • Quantum algorithms
  • Regularized linear regression
  • Lasso
  • Ridge
  • Lower bounds

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