We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><spa...We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><span style="font-family:Verdana;">Agnostic Meta-Learning and Fast Context Adaptation Via Meta-learning using an evolutionary strategy for parameter optimization, as well as propose two novel quantum adaptations of those algorithms using continuous quantum neural networks, for learning to trade portfolios of stocks on the stock market. The goal of meta-learning is to train a model on a variety of tasks, such that it can solve new learning tasks using only a small number of training samples. In our classical approach, we trained our meta-learning models on a variety of portfolios that contained 5 randomly sampled Consumer Cyclical stocks from a pool of 60. In our quantum approach, we trained our </span><span style="font-family:Verdana;">quantum meta-learning models on a simulated quantum computer with</span><span style="font-family:Verdana;"> portfolios containing 2 randomly sampled Consumer Cyclical stocks. Our findings suggest that both classical models could learn a new portfolio with 0.01% of the number of training samples to learn the original portfolios and can achieve a comparable performance within 0.1% Return on Investment of the Buy and Hold strategy. We also show that our much smaller quantum meta-learned models with only 60 model parameters and 25 training epochs </span><span style="font-family:Verdana;">have a similar learning pattern to our much larger classical meta-learned</span><span style="font-family:Verdana;"> models that have over 250,000 model parameters and 2500 training epochs. Given these findings</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">,</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> we also discuss the benefits of scaling up our experiments from a simulated quantum computer to a real quantum computer. To the best of our knowledge, we are the first to apply the ideas of both classical meta-learning as well as quantum meta-learning to enhance stock trading.展开更多
An adaptive quantum-inspired evolutionary algorithm based on Hamming distance （HD-QEA） was presented to optimize the network coding resources in multicast networks. In the HD-QEA, the diversity among individuals was...An adaptive quantum-inspired evolutionary algorithm based on Hamming distance （HD-QEA） was presented to optimize the network coding resources in multicast networks. In the HD-QEA, the diversity among individuals was taken into consideration, and a suitable rotation angle step （RAS） was assigned to each individual according to the Hamming distance. Performance comparisons were conducted among the HD-QEA, a basic quantum-inspired evolutionary algorithm （QEA） and an individual＇s fitness based adaptive QEA. A solid demonstration was provided that the proposed HD-QEA is better than the other two algorithms in terms of the convergence speed and the global optimization capability when they are employed to optimize the network coding resources in multicast networks.展开更多
文摘We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><span style="font-family:Verdana;">Agnostic Meta-Learning and Fast Context Adaptation Via Meta-learning using an evolutionary strategy for parameter optimization, as well as propose two novel quantum adaptations of those algorithms using continuous quantum neural networks, for learning to trade portfolios of stocks on the stock market. The goal of meta-learning is to train a model on a variety of tasks, such that it can solve new learning tasks using only a small number of training samples. In our classical approach, we trained our meta-learning models on a variety of portfolios that contained 5 randomly sampled Consumer Cyclical stocks from a pool of 60. In our quantum approach, we trained our </span><span style="font-family:Verdana;">quantum meta-learning models on a simulated quantum computer with</span><span style="font-family:Verdana;"> portfolios containing 2 randomly sampled Consumer Cyclical stocks. Our findings suggest that both classical models could learn a new portfolio with 0.01% of the number of training samples to learn the original portfolios and can achieve a comparable performance within 0.1% Return on Investment of the Buy and Hold strategy. We also show that our much smaller quantum meta-learned models with only 60 model parameters and 25 training epochs </span><span style="font-family:Verdana;">have a similar learning pattern to our much larger classical meta-learned</span><span style="font-family:Verdana;"> models that have over 250,000 model parameters and 2500 training epochs. Given these findings</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">,</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> we also discuss the benefits of scaling up our experiments from a simulated quantum computer to a real quantum computer. To the best of our knowledge, we are the first to apply the ideas of both classical meta-learning as well as quantum meta-learning to enhance stock trading.
基金supported by the National Natural Science Foundation of China (61473179)the Doctor Foundation of Shandong Province (BS2013DX032)the Youth Scholars Development Program of Shandong University of Technology (2014-09)
文摘An adaptive quantum-inspired evolutionary algorithm based on Hamming distance （HD-QEA） was presented to optimize the network coding resources in multicast networks. In the HD-QEA, the diversity among individuals was taken into consideration, and a suitable rotation angle step （RAS） was assigned to each individual according to the Hamming distance. Performance comparisons were conducted among the HD-QEA, a basic quantum-inspired evolutionary algorithm （QEA） and an individual＇s fitness based adaptive QEA. A solid demonstration was provided that the proposed HD-QEA is better than the other two algorithms in terms of the convergence speed and the global optimization capability when they are employed to optimize the network coding resources in multicast networks.
