QCNN with Rough Path Signature Kernels
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Abstract (arXiv)
Time series analysis plays a vital role across a wide range of scientific and engineering domains but poses substantial computational challenges. A major difficulty arises from the time reparameterization invariance of time series data, which complicates the extraction of meaningful temporal features. In this work, we address the problem of time series classification by exploring the application of quantum computation techniques. We propose a hybrid quantum-classical architecture that integrates recent advances in quantum neural networks with the mathematical framework of path signatures, mitigating the impact of time reparametrization invariance. The architecture employs feature layers that compute a signature kernel between pairs of input paths, consisting of a reference path and a target path for classification, using either classical or quantum variational linear solvers (VQLS). These feature layers are followed by a Quantum Convolutional Neural Network (QCNN) to perform downstream learning tasks. We evaluate several realizations of the proposed architecture, differing in QCNN configurations, on a binary classification task involving time series representations of handwritten digits. Our experiments demonstrate the potential advantages of implementing path signature kernel layers within quantum circuits and provide an analysis of the computational limitations associated with the VQLS component.
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References · 6
- 2018Deep learning for time series classification: a reviewcited by 576
- 2020Time Series Forecasting With Deep Learning: A Surveycited by 459
- 2016A Primer on the Signature Method in Machine Learningcited by 104
- 2016Kernels for sequentially ordered datacited by 84
- 2020The Signature Kernel is the solution of a Goursat PDEcited by 58
- 2023A Unified Framework to Enforce, Discover, and Promote Symmetry in Machine Learningcited by 22
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