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Tensor principal component analysis for the spiked tensor model

In the spiked tensor model, an unknown signal vector v_sig in R^N of magnitude √N is hidden inside a p-th order tensor T0 = λ v_sig^⊗p + G, where G is noise whose entries are chosen independently from a Gaussian distribution of zero mean and unit variance and λ is a scalar representing a signal-to-noise ratio; the task called recovery is to infer v_sig to some accuracy given T0, and the simpler task called detection is to distinguish the case λ = 0 from λ = λ̄ for some λ̄ > 0, again just given T0. The paper treats the symmetrized and non-symmetrized cases as reducible to each other, and says that for odd p it is convenient in the analysis not to symmetrize T0 and to take complex G. Recovery is information-theoretically possible for λ much larger than N^((1-p)/2), but no polynomial-time algorithm is known that achieves that performance; the two best known algorithms are spectral and sum-of-squares, and for even p the spectral method works for λ much larger than N^(-p/4), with a variant conjectured to perform similarly for odd p. The regime this record is about is the hard one at and below that spectral threshold: write λ = α N^(-p/4), and the question is what recovery costs as α shrinks.

Attested & literatureUpdated

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  • Record typeLiterature reference
  • Speedup class (secondary source)Polynomial (quartic)
  • Primary source on the speedupStated by the primary source: "The quantum algorithm achieves a quartic speedup while using exponentially smaller space than the fastest classical spectral algorithm, and a super-polynomial speedup over classical algorithms that use only polynomial space."
  • Reported costBoth sides of the comparison are indexed by nbos, and the object whose size sets the cost is D(N, nbos), the dimension of the symmetric subspace of nbos qudits of dimension N, which the paper approximates by N^nbos / nbos! for N much greater than nbos; Emax is its high-probability bound on the largest eigenvalue of the noise Hamiltonian H(G) and E0 the signal energy scale, with the algorithms analysed for E0 at least (1 + c) Emax. Classically, one iteration of the power method on H(T0) takes time Õ(D(N, nbos)) in space Õ(D(N, nbos)), and O(log(D(N, nbos)) / log(E0/Emax)) iterations suffice for detection and recovery, so the paper's total is Õ(D(N, nbos))O(1 / log(E0/Emax)) with space exponential in nbos. Theorem 6 bounds the quantum algorithm's expected runtime by poly(N, nbos, 1/(E0 − Emax), log(D(N, nbos)/ε)) exp(O(nbos)) log(N)^(4 nbos) (N^(-p/4)/λ)^(nbos/p) D(N, nbos)^(1/4); the intermediate versions of the same algorithm cost D(N, nbos) and D(N, nbos)^(1/2) times that same poly factor, with plain phase estimation and with amplitude amplification respectively. The polynomial-space claim is not part of theorem 6: it is section 5.2's statement that, in contrast to the classical algorithms above, all these quantum algorithms take only polynomial space. The quartic is a statement about exponents in a stated limit — the log of the quantum runtime divided by the log of the classical runtime approaches 1/4 as N → ∞ at fixed N^(-p/4)/λ, that is, at fixed α. The regime is Assumption 1 together with the paper's standing assumption on λ: nbos = O(N^θ) for a p-dependent constant θ > 0 chosen sufficiently small, λ = Ω(N^(-θ′)) for a p-dependent constant θ′ > p/4, and λ = O(N^(-p/4)) — above that last bound the paper says simple spectral methods already succeed. Below the threshold the price is paid in nbos, which the paper states increases polynomially in λ^(-1) as polylog(N)(N^(-p/4)/λ)^(4/(p-2)) while the runtime increases exponentially. The Zoo's own form for the classical cost, exponential in α^(-1), is the one the paper gives for the sum-of-squares sequence and for the Kikuchi-hierarchy spectral algorithms of Wein, El Alaoui and Moore, not for Hastings's own nbos ladder, whose exponent 4/(p-2) equals 1 only at p = 6.
  • Papers3

A part this method uses, worked through

This page says amplitude amplification — here is a concrete, runnable instance of it.

Grover's algorithm finds |101⟩

3 qubits, searching for |101⟩ among 8 states, with 2 Grover iterations.

q0q1q2Hadamard layer(3)Phase oracle(101)Grover diffuser(3)Phase oracle(101)Grover diffuser(3)

Where it ends up

  • 10195%
  • 0001%
  • 1101%
  • 0011%
  • 4 more outcomes3%

Measuring gives 101, the marked state, with high probability.

One of its steps changes only phase: the outcome probabilities stay put while the state does not.

Open this part in Studio

References

  • Classical and Quantum Algorithms for Tensor Principal Component Analysis

    M. B. Hastings · 2019

    Primary source. It gives the spectral algorithm, the mean-field Hamiltonian H(T0) that encodes the tensor, recovery guarantees for even p in theorem 3 and for odd p in theorem 5, and the runtime bound in theorem 6 whose exponent is the quartic the Zoo's class quotes. Consult it for what Assumption 1 restricts, for the definition of the quartic as a ratio of logarithms at fixed N^(-p/4)/λ, for the prefactors theorem 6 leaves as poly and exp(O(nbos)), and for section 5's own emphasis that it is not necessary to find the leading eigenvector itself — the paper explicitly declines to prove that the mean-field product state approximates that eigenvector.

  • The Kikuchi Hierarchy and Tensor PCA

    Alexander S. Wein, Ahmed El Alaoui, Cristopher Moore · 2019

    The classical work Hastings's spectral algorithm is closest to and whose normalization he adopts; his abstract describes his classical algorithms as related to, but slightly different from those presented recently in it, with an improved threshold for recovery and coverage of both even and odd order tensors. His remark that no guarantees were given there for odd p is version-scoped: the April 2019 version's abstract states that its results hold for even-order tensors and conjectures that they also hold for odd-order tensors, while the revision now served at this link states that the results apply to tensor PCA for tensors of all orders, and Hastings did not update the remark. Consult it for the classical side of the runtime-versus-statistical-power tradeoff the quantum bound is measured against — its abstract describes a hierarchy of increasingly powerful algorithms with increasing runtime, based on the Kikuchi Hessian, that matches the performance of sum-of-squares in polynomial time and yields a continuum of subexponential-time algorithms.

  • A statistical model for tensor PCA

    Andrea Montanari, Emile Richard · 2014

    Where the spiked tensor model this record states comes from: Hastings cites it as the paper that introduced this statistical model, which it terms the spiked tensor problem, and as where spectral algorithms for it were first suggested. Its abstract uses information theory to establish necessary and sufficient conditions under which the principal component can be estimated using unbounded computational resources, and then analyses polynomial-time estimation algorithms based on tensor unfolding, power iteration and message passing, showing that unless the signal-to-noise ratio diverges in the system dimensions none of those approaches succeeds. Consult it for the information-theoretic threshold that the algorithmic thresholds quoted here fall short of.

Attested & literature
  • Peer-reviewed paper
Method
Curation only. The problem statement was recorded from the literature; the speedup class is checked against the record's own primary paper, which states it; the primary reference's title, authors and submission year were read from its arXiv abs page; the complexity claim was taken from a clause of that paper's abstract (Abstract of arXiv:1907.12724, read off the arXiv abs page: "The quantum algorithm achieves a quartic speedup while using exponentially smaller space than the fastest classical spectral algorithm, and a super-polynomial speedup over classical algorithms that use only polynomial space." What "quartic" is defined to mean is in section 1.2 of the same paper: "The runtime bound for the fastest quantum algorithm is in theorem 6. This theorem gives a quartic improvement in the runtime compared to the fastest classical spectral algorithm; more precisely the log of the runtime with the quantum algorithm divided by the log of the runtime of the classical algorithm approaches 1/4 as N → ∞ at fixed N^(-p/4)/λ." Theorem 6: "Let Assumption 1 hold. For E0 ≥ Emax · (1 + c), for any c > 0, with high probability, the expected runtime of the algorithm is at most poly(N, nbos, 1/(E0 − Emax, log(D(N, nbos)/ε)) exp(O(nbos)) log(N)^(4 nbos) (N^(-p/4)/λ)^(nbos/p) D(N, nbos)^(1/4)." (The unbalanced bracket after 1/(E0 − Emax is the source's own and is reproduced here as printed rather than repaired; subscripts and superscripts are flattened by pdftotext and restored, and the ε was checked against the ar5iv MathML of the same theorem, which spells that symbol out as epsilon inside the same expression.) Classical side, section 5.1: "The space required is then only Õ(D(N, nbos)). The time required for a single iteration of the power method is Õ(D(N, nbos))", and "So, the time is Õ(D(N, nbos))O(1/ log(E0/Emax))". Polynomial space is claimed in section 5.2, not in theorem 6: "In contrast to the classical algorithms above, all these algorithms take only polynomial space." Intermediate quantum bounds, section 5.2.1: "with high probability the time for phase estimation is poly(N, nbos, 1/(E0 − Emax), log(D(N, nbos)/ε)), giving an algorithm runtime D(N, nbos) poly(N, nbos, 1/(E0 − Emax), log(D(N, nbos)/ε))", and "applying amplitude amplification, with high probability the algorithm succeeds in expected time D(N, nbos)^(1/2) poly(N, nbos, 1/(E0 − Emax), log(D(N, nbos)/ε))". Regime, Assumption 1 in section 1.1: "We assume that nbos = O(N^θ) for some p-dependent constant θ > 0 chosen sufficiently small. We will also assume that λ is Ω(N^(-θ′)) for some p-dependent constant θ′ > p/4.", followed by "Finally, we assume that λ = O(N^(-p/4)). Remark: there is of course no reason to consider λ larger than this since simple spectral methods succeed if λ is ω(N^(-p/4))". Cost of dropping below the threshold, section 1: "the required nbos increases polynomially in λ^(-1) as polylog(N)(N^(-p/4)/λ)^(4/(p-2)), but the runtime increases exponentially." The exponential-in-α^(-1) form belongs to different algorithms, same section: "The sum-of-squares method [4, 5] for this problem gives rise to a sequence of algorithms [6, 7], in which one can recover at λ smaller than N^(-p/4) at the cost of runtime and space increasing exponentially in polylog(N)N^(-p/4)/λ. In Ref. [1], a sequence of spectral algorithms with similar performance was shown." Symmetric-subspace dimension, section 3.1: "For N ≫ nbos, we can approximate D(N, nbos) ≈ N^nbos/nbos!". Recovery guarantee, theorem 3 (even p) and the word-for-word identical theorem 5 (odd p): "Given any vector Ψ such that ⟨Ψ|H(T0)|Ψ⟩ ≥ (1 + c′)Emax for any scalar c′ > 0, then with high probability the corresponding single particle density matrix ρ1 obeys ⟨vsig|ρ1|vsig⟩ / N ≥ (c′ − o(1)) Emax/E0." The Zoo entry "Tensor Principal Component Analysis" does its own arithmetic on the same quantities: "Consider λ = α N^(-p/4). The best classical algorithms succeed when α ≫ 1 and have time and space complexity that scale exponentially in α^(-1). The quantum algorithm of [424] solves this problem in polynomial space and with runtime scaling quartically better in α^(-1) than the classical spectral algorithm."). No circuit was constructed, simulated or run.
Result
Pass · the record's problem, speedup class and primary reference agree with the two sources named above.
Caveat
This is a literature record: nothing was built, compiled, simulated, or run here, and no spiked tensor was recovered. The quartic is an exponent, not a factor on a wall clock — it is defined as the log of the quantum runtime divided by the log of the classical runtime tending to 1/4, taken at fixed N^(-p/4)/λ as N grows, and both runtimes are exponential in nbos, so the exp(O(nbos)), log(N)^(4 nbos) and poly(N, nbos, 1/(E0 − Emax), log(D(N, nbos)/ε)) factors that theorem 6 leaves unnamed are bounded nowhere in this record. The regime is narrow on both sides: for λ = ω(N^(-p/4)) the paper says simple spectral methods already succeed, so there is nothing to speed up, while below the threshold the required nbos increases as polylog(N)(N^(-p/4)/λ)^(4/(p-2)) and the runtime increases exponentially in it, so a quartic exponent improvement is being applied to a quantity that is itself blowing up. The Zoo's statement that the best classical algorithms have time and space complexity scaling exponentially in α^(-1) is the paper's form for the sum-of-squares sequence and for the spectral sequence of Wein, El Alaoui and Moore, and is not the same expression as the paper's own polylog(N)(N^(-p/4)/λ)^(4/(p-2)); the two coincide only at p = 6. The classical baseline is what standard algorithms achieve, not a lower bound — Hastings writes that the classical time and space requirements "are of course not intended to represent a lower bound" — and the comparison is only against spectral methods: the paper states that it is "not able to make an accurate comparison of the runtime to sum-of-squares methods" and that it expects many of these estimates of thresholds to be off by a polylogarithmic factor. The noise is Gaussian, the symmetrized and non-symmetrized cases are treated as reducible to each other, and for odd p the analysis takes T0 unsymmetrized with complex G; the paper also notes that some of the best sum-of-squares results are for a different, biased distribution on entries drawn from minus one and plus one, which it avoids treating. The proven runtime bound belongs to the modified algorithm behind theorem 6; for the earlier amplified algorithm 6 the paper gives "heuristic evidence (not a proof)" and records only a conjecture that it too has a quartic speedup. Nothing here is a gate count, a qubit count, an error-correction budget, or a statement about hardware; the algorithm assumes controlled simulation of H(T0) and Kitaev-style phase estimation as black boxes costed by citation, and the paper reports no numerics of its own.
Classical and Quantum Algorithms for Tensor Principal Component Analysis ↗
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Citation metadata only; source publication terms apply
tensor pcaspiked tensorsignal recoveryspectral algorithmphase estimationamplitude amplification

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