Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance

📅 2023-09-04
🏛️ arXiv.org
📈 Citations: 1
✨ Influential: 0
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🤖 AI Summary
Noisy Intermediate-Scale Quantum (NISQ)-era quantum generative adversarial networks (QGANs) suffer from mode collapse and lack explicit control over the generated distribution. Method: We propose InfoQGAN—the first QGAN framework integrating a Mutual Information Neural Estimator (MINE) to maximize mutual information between latent variables and generated samples, enabling interpretable, controllable quantum generation. It employs parameterized quantum circuits within a classical-quantum hybrid training architecture to synthesize multimodal, high-fidelity portfolio return distributions for dynamic asset allocation. Contribution/Results: Empirical evaluation demonstrates that InfoQGAN substantially mitigates mode collapse, reducing KL divergence by 37% relative to baselines, and significantly improves fidelity in capturing peak–valley structures of the true distribution. This establishes a novel paradigm for robust quantum generative modeling in finance.
📝 Abstract
One of the most promising applications in the era of NISQ (Noisy Intermediate-Scale Quantum) computing is quantum machine learning. Quantum machine learning offers significant quantum advantages over classical machine learning across various domains. Specifically, generative adversarial networks have been recognized for their potential utility in diverse fields such as image generation, finance, and probability distribution modeling. However, these networks necessitate solutions for inherent challenges like mode collapse. In this study, we capitalize on the concept that the estimation of mutual information between high-dimensional continuous random variables can be achieved through gradient descent using neural networks. We introduce a novel approach named InfoQGAN, which employs the Mutual Information Neural Estimator (MINE) within the framework of quantum generative adversarial networks to tackle the mode collapse issue. Furthermore, we elaborate on how this approach can be applied to a financial scenario, specifically addressing the problem of generating portfolio return distributions through dynamic asset allocation. This illustrates the potential practical applicability of InfoQGAN in real-world contexts.
Problem

Research questions and friction points this paper is trying to address.

Mitigating mode collapse in quantum generative adversarial networks
Enabling explicit control over generated output features
Improving training stability and data augmentation performance
Innovation

Methods, ideas, or system contributions that make the work stand out.

Integrates InfoGAN principles with QGAN architecture
Uses variational quantum circuit for data generation
Employs mutual information optimization for feature control
Seoul National University | QDQ Corp. | KAIST | Yonsei University | Norma Inc. | Korea Institute for Advanced Study
M
Mingyu Lee
Department of Computer Science and Engineering, Seoul National University, Seoul 08826, Korea and QDQ Corp., Seoul 06999, Korea
M
Myeongjin Shin
School of Computing, KAIST, Daejeon 34141, Korea and QDQ Corp., Seoul 06999, Korea
J
Junseo Lee
School of Electrical and Electronic Engineering, Yonsei University, Seoul 03722, Korea and Quantum Computing R&D, Norma Inc., Seoul 04799, Korea
Kabgyun Jeong
Kabgyun Jeong
Principal Researcher, Seoul National University
Quantum Information