Quantum-Assisted Hilbert-Space Gaussian Process Regression
Ahmad Farooq, Cristian A. Galvis-Florez, Simo Särkkä
TL;DR
Gaussian process regression provides principled uncertainty estimates but scales cubically with data size, hindering large-scale use. The paper introduces a quantum-assisted Hilbert-space GPR (QA-HSGPR) that combines a classical Hilbert-space kernel approximation with quantum routines (qPCA, Hadamard tests, Swap tests) to compute the posterior mean and variance with reduced dependence on the dataset size. By expressing mean/variance in terms of low-rank factors and eigenpairs, the method achieves a polynomial speedup over classical HS-GPR for low-rank kernels. Numerical simulations on quantum-circuit models demonstrate close agreement with HS-GPR and highlight potential scalability benefits on fault-tolerant quantum hardware.
Abstract
Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the functions, and training data uncertainty. However, their computational complexity quickly becomes intractable as the size of the data set grows. We propose a Hilbert space approximation-based quantum algorithm for Gaussian process regression to overcome this limitation. Our method consists of a combination of classical basis function expansion with quantum computing techniques of quantum principal component analysis, conditional rotations, and Hadamard and Swap tests. The quantum principal component analysis is used to estimate the eigenvalues while the conditional rotations and the Hadamard and Swap tests are employed to evaluate the posterior mean and variance of the Gaussian process. Our method provides polynomial computational complexity reduction over the classical method.
