Revisiting Quantum Algorithms for Linear Regressions: Quadratic Speedups without Data-Dependent Parameters
Not on the map. Why?
Abstract (arXiv)
Linear regression is one of the most fundamental linear algebra problems. Given a dense matrix A ∈ ℝn × d and a vector b, the goal is to find x' such that | Ax' - b |22 ≤ (1+ε) minx | A x - b |22 . The best classical algorithm takes O(nd) + poly(d/ε) time [Clarkson and Woodruff STOC 2013, Nelson and Nguyen FOCS 2013]. On the other hand, quantum linear regression algorithms can achieve exponential quantum speedups, as shown in [Wang Phys. Rev. A 96, 012335, Kerenidis and Prakash ITCS 2017, Chakraborty, Gily'en and Jeffery ICALP 2019]. However, the running times of these algorithms depend on some quantum linear algebra-related parameters, such as kappa(A), the condition number of A. In this work, we develop a quantum algorithm that runs in widetildeO(ε-1√nd1.5) + poly(d/ε) time. It provides a quadratic quantum speedup in n over the classical lower bound without any dependence on data-dependent parameters. In addition, we also show our result can be generalized to multiple regression and ridge linear regression.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 15 of its 55 references that are in the map. First posted on arXiv 24 Nov 2023.
Builds on
15 of 55 references.
References · 15
- 2014Sketching as a Tool for Numerical Linear Algebracited by 285
- 2015High-Dimensional Asymptotics of Prediction: Ridge Regression and Classificationcited by 146
- 2016Quantum Recommendation Systemscited by 69
- 2020A Refined Laser Method and Faster Matrix Multiplicationcited by 56
- 2017Relative Error Tensor Low Rank Approximationcited by 45
- 2019Sampling-based sublinear low-rank matrix arithmetic framework for dequantizing quantum machine learningcited by 37
- 2023New Bounds for Matrix Multiplication: from Alpha to Omegacited by 34
- 2018The power of block-encoded matrix powers: improved regression techniques via faster Hamiltonian simulationcited by 30
- 2016Sharper Bounds for Regularized Data Fittingcited by 19
- 2022Faster Matrix Multiplication via Asymmetric Hashingcited by 19
- 2023A Nearly-Optimal Bound for Fast Regression with ℓ_∞ Guaranteecited by 14
- 2021Quantum Algorithms and Lower Bounds for Linear Regression with Norm Constraintscited by 11
3 more
Built on by
Citing papers per year: 2024: 4; 2025: 3.
7 papers.
- 2024The Computational Limits of State-Space Models and Mamba via the Lens of Circuit Complexitycited by 21
- 2025Only Large Weights (And Not Skip Connections) Can Prevent the Perils of Rank Collapsecited by 7
- 2024How to Inverting the Leverage Score Distribution?cited by 5
- 2025Scaling Law Phenomena Across Regression Paradigms: Multiple and Kernel Approachescited by 4
- 2024Inverting the Leverage Score Gradient: An Efficient Approximate Newton Methodcited by 3
- 2025Time and Memory Trade-off of KV-Cache Compression in Tensor Transformer Decodingcited by 2
- 2024Quantum Algorithm for Sparse Online Learning with Truncated Gradient Descentcited by 0
- 2025Only Large Weights (And Not Skip Connections) Can Prevent the Perils of Rank Collapse22 May 2025
- 2025Time and Memory Trade-off of KV-Cache Compression in Tensor Transformer Decoding14 Mar 2025
- 2025Scaling Law Phenomena Across Regression Paradigms: Multiple and Kernel Approaches3 Mar 2025
- 2024The Computational Limits of State-Space Models and Mamba via the Lens of Circuit Complexity9 Dec 2024
- 2024Quantum Algorithm for Sparse Online Learning with Truncated Gradient Descent6 Nov 2024
- 2024Inverting the Leverage Score Gradient: An Efficient Approximate Newton Method21 Aug 2024
- 2024How to Inverting the Leverage Score Distribution?21 Apr 2024