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Deterministic quantum annealing expectation-maximization algorithm. (English) Zbl 1456.68159

J. Stat. Mech. Theory Exp. 2017, No. 11, Article ID 113404, 22 p. (2017); erratum ibid. 2020, No. 10, Article ID 109901, 3 p. (2020).
Summary: Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field of physics, quantum annealing (QA) was proposed as a novel optimization approach. Motivated by QA, we propose a quantum annealing extension of EM, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. We also discuss its advantage in terms of the path integral formulation. Furthermore, by employing numerical simulations, we illustrate how DQAEM works in MLE and show that DQAEM moderate the problem of local optima in EM.

MSC:

68T05 Learning and adaptive systems in artificial intelligence
62F12 Asymptotic properties of parametric estimators
68Q12 Quantum algorithms and complexity in the theory of computing
81P15 Quantum measurement theory, state operations, state preparations

Software:

PRMLT; PMTK

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