Efficient Cluster Algorithm for Spin Glasses in Any Space Dimension

Sampling diverse near-optimal solutions via algorithmic quantum annealing

Sampling a diverse set of high-quality solutions for hard optimization problems is of great practical relevance in many scientific disciplines and applications, such as artificial intelligence and operations research. One of the main open problems is the lack of ergodicity, or mode collapse, for typical stochastic solvers based on Monte Carlo techniques leading to poor generalization or lack of robustness to uncertainties. Currently, there is no universal metric to quantify such performance deficiencies across various solvers. Here, we introduce a new diversity measure for quantifying the number of independent approximate solutions for NP-hard optimization problems. Among others, it allows benchmarking solver performance by a required time-to-diversity (TTD), a generalization of often used time-to-solution (TTS). We illustrate this metric by comparing the sampling power of various quantum annealing strategies. In particular, we show that the inhomogeneous quantum annealing schedules can redistribute and suppress the emergence of topological defects by controlling space-time separated critical fronts, leading to an advantage over standard quantum annealing schedules with respect to both TTS and TTD for finding rare solutions. Using path-integral Monte Carlo simulations for up to 1600 qubits, we demonstrate that nonequilibrium driving of quantum fluctuations, guided by efficient approximate tensor network contractions, can significantly reduce the fraction of hard instances for random frustrated 2D spin glasses with local fields. Specifically, we observe that by creating a class of algorithmic quantum phase transitions, the diversity of solutions can be enhanced by up to 40% with the fraction of hard-to-sample instances reducing by more than 25%.

Quantum-enhanced Markov chain Monte Carlo

Quantum computers promise to solve certain computational problems much faster than classical computers. However, current quantum processors are limited by their modest size and appreciable error rates. Recent efforts to demonstrate quantum speedups have therefore focused on problems that are both classically hard and naturally suited to current quantum hardware, such as sampling from complicated-although not explicitly useful-probability distributions^1-3. Here we introduce and experimentally demonstrate a quantum algorithm that is similarly well suited to current hardware, but which samples from complicated distributions arising in several applications. The algorithm performs Markov chain Monte Carlo (MCMC), a prominent iterative technique⁴, to sample from the Boltzmann distribution of classical Ising models. Unlike most near-term quantum algorithms, ours provably converges to the correct distribution, despite being hard to simulate classically. But like most MCMC algorithms, its convergence rate is difficult to establish theoretically, so we instead analysed it through both experiments and simulations. In experiments, our quantum algorithm converged in fewer iterations than common classical MCMC alternatives, suggesting unusual robustness to noise. In simulations, we observed a polynomial speedup between cubic and quartic over such alternatives. This empirical speedup, should it persist to larger scales, could ease computational bottlenecks posed by this sampling problem in machine learning⁵, statistical physics⁶ and optimization⁷. This algorithm therefore opens a new path for quantum computers to solve useful-not merely difficult-sampling problems.

Demonstration of Algorithmic Quantum Speedup

Despite the development of increasingly capable quantum computers, an experimental demonstration of a provable algorithmic quantum speedup employing today's non-fault-tolerant devices has remained elusive. Here, we unequivocally demonstrate such a speedup within the oracular model, quantified in terms of the scaling with the problem size of the time-to-solution metric. We implement the single-shot Bernstein-Vazirani algorithm, which solves the problem of identifying a hidden bitstring that changes after every oracle query, using two different 27-qubit IBM Quantum superconducting processors. The speedup is observed on only one of the two processors when the quantum computation is protected by dynamical decoupling but not without it. The quantum speedup reported here does not rely on any additional assumptions or complexity-theoretic conjectures and solves a bona fide computational problem in the setting of a game with an oracle and a verifier.

Cluster percolation in the two-dimensional Ising spin glass

Suitable cluster definitions have allowed researchers to describe many ordering transitions in spin systems as geometric phenomena related to percolation. For spin glasses and some other systems with quenched disorder, however, such a connection has not been fully established, and the numerical evidence remains incomplete. Here we use Monte Carlo simulations to study the percolation properties of several classes of clusters occurring in the Edwards-Anderson Ising spin-glass model in two dimensions. The Fortuin-Kasteleyn-Coniglio-Klein clusters originally defined for the ferromagnetic problem do percolate at a temperature that remains nonzero in the thermodynamic limit. On the Nishimori line, this location is accurately predicted by an argument due to Yamaguchi. More relevant for the spin-glass transition are clusters defined on the basis of the overlap of several replicas. We show that various such cluster types have percolation thresholds that shift to lower temperatures by increasing the system size, in agreement with the zero-temperature spin-glass transition in two dimensions. The overlap is linked to the difference in density of the two largest clusters, thus supporting a picture where the spin-glass transition corresponds to an emergent density difference of the two largest clusters inside the percolating phase.

Optimization and benchmarking of the thermal cycling algorithm

Optimization plays a significant role in many areas of science and technology. Most of the industrial optimization problems have inordinately complex structures that render finding their global minima a daunting task. Therefore, designing heuristics that can efficiently solve such problems is of utmost importance. In this paper we benchmark and improve the thermal cycling algorithm [Phys. Rev. Lett. 79, 4297 (1997)PRLTAO0031-900710.1103/PhysRevLett.79.4297] that is designed to overcome energy barriers in nonconvex optimization problems by temperature cycling of a pool of candidate solutions. We perform a comprehensive parameter tuning of the algorithm and demonstrate that it competes closely with other state-of-the-art algorithms such as parallel tempering with isoenergetic cluster moves, while overwhelmingly outperforming more simplistic heuristics such as simulated annealing.

Approximate optimization, sampling, and spin-glass droplet discovery with tensor networks

We devise a deterministic algorithm to efficiently sample high-quality solutions of certain spin-glass systems that encode hard optimization problems. We employ tensor networks to represent the Gibbs distribution of all possible configurations. Using approximate tensor-network contractions, we are able to efficiently map the low-energy spectrum of some quasi-two-dimensional Hamiltonians. We exploit the local nature of the problems to compute spin-glass droplets geometries, which provides a new form of compression of the low-energy spectrum. It naturally extends to sampling, which otherwise, for exact contraction, is #P-complete. In particular, for one of the hardest known problem-classes devised on chimera graphs known as deceptive cluster loops and for up to 2048 spins, we find on the order of 10^{10} degenerate ground states in a single run of our algorithm, computing better solutions than have been reported on some hard instances. Our gradient-free approach could provide new insight into the structure of disordered spin-glass complexes, with ramifications both for machine learning and noisy intermediate-scale quantum devices.

Ordering behavior of the two-dimensional Ising spin glass with long-range correlated disorder

The standard short-range two-dimensional Ising spin glass is numerically well accessible, in particular, because there are polynomial-time ground-state algorithms. On the other hand, in contrast to higher dimensional spin glasses, it does not exhibit a rich behavior, i.e., no ordered phase at finite temperature. Here, we investigate whether long-range correlated bonds change this behavior. This would still keep the model numerically well accessible while exhibiting a more interesting behavior. The bonds are drawn from a Gaussian distribution with a two-point correlation for bonds at distance r that decays as (1+r^{2})^{-a/2}, a≥0. We study numerically with exact algorithms the ground-state and domain-wall excitations. Our results indicate that the inclusion of bond correlations still does not lead to a spin-glass order at any finite temperature. A further analysis reveals that bond correlations have a strong effect at local length scales, inducing ferro- and antiferromagnetic domains into the system. The length scale of ferro- and antiferromagnetic order diverges exponentially as the correlation exponent approaches a critical value, a→a_{crit}=0. Thus, our results suggest that the system becomes a ferro- or antiferromagnet only in the limit a→0.

Percolation of Fortuin-Kasteleyn clusters for the random-bond Ising model

We apply generalizations of the Swendson-Wang and Wolff cluster algorithms, which are based on the construction of Fortuin-Kasteleyn clusters, to the three-dimensional ±1 random-bond Ising model. The behavior of the model is determined by the temperature T and the concentration p of negative (antiferromagnetic) bonds. The ground state is ferromagnetic for 0≤p<p_{c}, and a spin glass for p_{c}<p≤0.5 where p_{c}≃0.222. We investigate the percolation transition of the Fortuin-Kasteleyn clusters as a function of temperature for large system sizes up to N=200^{3} spins. Except for p=0 the Fortuin-Kasteleyn percolation transition occurs at a higher temperature than the magnetic ordering temperature. This was known before for p=1/2 but here we provide evidence for a difference in transition temperatures even for p arbitrarily small. Furthermore, for all values of p>0, our data suggest that the percolation transition is universal, irrespective of whether the ground state exhibits ferromagnetic or spin-glass order, and is in the universality class of standard percolation. This shows that correlations in the bond occupancy of the Fortuin-Kasteleyn clusters are irrelevant, except for p=0 where the clusters are strictly tied to Ising correlations so the percolation transition is in the Ising universality class.

Boosting Monte Carlo simulations of spin glasses using autoregressive neural networks

The autoregressive neural networks are emerging as a powerful computational tool to solve relevant problems in classical and quantum mechanics. One of their appealing functionalities is that, after they have learned a probability distribution from a dataset, they allow exact and efficient sampling of typical system configurations. Here we employ a neural autoregressive distribution estimator (NADE) to boost Markov chain Monte Carlo (MCMC) simulations of a paradigmatic classical model of spin-glass theory, namely, the two-dimensional Edwards-Anderson Hamiltonian. We show that a NADE can be trained to accurately mimic the Boltzmann distribution using unsupervised learning from system configurations generated using standard MCMC algorithms. The trained NADE is then employed as smart proposal distribution for the Metropolis-Hastings algorithm. This allows us to perform efficient MCMC simulations, which provide unbiased results even if the expectation value corresponding to the probability distribution learned by the NADE is not exact. Notably, we implement a sequential tempering procedure, whereby a NADE trained at a higher temperature is iteratively employed as proposal distribution in a MCMC simulation run at a slightly lower temperature. This allows one to efficiently simulate the spin-glass model even in the low-temperature regime, avoiding the divergent correlation times that plague MCMC simulations driven by local-update algorithms. Furthermore, we show that the NADE-driven simulations quickly sample ground-state configurations, paving the way to their future utilization to tackle binary optimization problems.

Perspectives of quantum annealing: methods and implementations

Quantum annealing is a computing paradigm that has the ambitious goal of efficiently solving large-scale combinatorial optimization problems of practical importance. However, many challenges have yet to be overcome before this goal can be reached. This perspectives article first gives a brief introduction to the concept of quantum annealing, and then highlights new pathways that may clear the way towards feasible and large scale quantum annealing. Moreover, since this field of research is to a strong degree driven by a synergy between experiment and theory, we discuss both in this work. An important focus in this article is on future perspectives, which complements other review articles, and which we hope will motivate further research.

Computational hardness of spin-glass problems with tile-planted solutions

We investigate the computational hardness of spin-glass instances on a square lattice, generated via a recently introduced tunable and scalable approach for planting solutions. The method relies on partitioning the problem graph into edge-disjoint subgraphs and planting frustrated, elementary subproblems that share a common local ground state, which guarantees that the ground state of the entire problem is known a priori. Using population annealing Monte Carlo, we compare the typical hardness of problem classes over a large region of the multidimensional tuning parameter space. Our results show that the problems have a wide range of tunable hardness. Moreover, we observe multiple transitions in the hardness phase space, which we further corroborate using simulated annealing and simulated quantum annealing. By investigating thermodynamic properties of these planted systems, we demonstrate that the harder samples undergo magnetic ordering transitions which are also ultimately responsible for the observed hardness transitions on changing the sample composition.

Taming a nonconvex landscape with dynamical long-range order: Memcomputing Ising benchmarks

Recent work on quantum annealing has emphasized the role of collective behavior in solving optimization problems. By enabling transitions of clusters of variables, such solvers are able to navigate their state space and locate solutions more efficiently despite having only local connections between elements. However, collective behavior is not exclusive to quantum annealers, and classical solvers that display collective dynamics should also possess an advantage in navigating a nonconvex landscape. Here we give evidence that a benchmark derived from quantum annealing studies is solvable in polynomial time using digital memcomputing machines, which utilize a collection of dynamical components with memory to represent the structure of the underlying optimization problem. To illustrate the role of memory and clarify the structure of these solvers we propose a simple model of these machines that demonstrates the emergence of long-range order. This model, when applied to finding the ground state of the Ising frustrated-loop benchmarks, undergoes a transient phase of avalanches which can span the entire lattice and demonstrates a connection between long-range behavior and their probability of success. These results establish the advantages of computational approaches based on collective dynamics of continuous dynamical systems.

Fair sampling of ground-state configurations of binary optimization problems

Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing-the heuristic employed in current commercially available quantum annealing machines-has been shown to often be exponentially biased when sampling the solution space. Here we present an approach to sample ground-state (or low-energy) configurations for binary optimization problems. The method samples degenerate states with almost equal probability and is based on a combination of parallel tempering Monte Carlo with isoenergetic cluster moves. We illustrate the approach using two-dimensional Ising spin glasses, as well as spin glasses on the D-Wave Systems quantum annealer chimera topology. In addition, a simple heuristic to approximate the number of solutions of a degenerate problem is introduced.

Binary optimization by momentum annealing

One of the vital roles of computing is to solve large-scale combinatorial optimization problems in a short time. In recent years, methods have been proposed that map optimization problems to ones of searching for the ground state of an Ising model by using a stochastic process. Simulated annealing (SA) is a representative algorithm. However, it is inherently difficult to perform a parallel search. Here we propose an algorithm called momentum annealing (MA), which, unlike SA, updates all spins of fully connected Ising models simultaneously and can be implemented on GPUs that are widely used for scientific computing. MA running in parallel on GPUs is 250 times faster than SA running on a modern CPU at solving problems involving 100 000 spin Ising models.

Feeding the multitude: A polynomial-time algorithm to improve sampling

A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution space tends to be favored while, in the worst case, some solutions can never be accessed by the algorithm used. Here we present a simple postprocessing technique that improves sampling for any optimization approach, either quantum or classical. More precisely, starting from a pool of a few optimal configurations, the algorithm generates potentially new solutions via rejection-free cluster updates at zero temperature. Although the method is not ergodic and there is no guarantee that all the solutions can be found, fair sampling is typically improved. We illustrate the effectiveness of our method by improving the exponentially biased data produced by the D-Wave 2X quantum annealer [S. Mandrà et al., Phys. Rev. Lett. 118, 070502 (2017)PRLTAO0031-900710.1103/PhysRevLett.118.070502], as well as data from three-dimensional Ising spin glasses. As part of the study, we also show that sampling is improved when suboptimal states are included and discuss sampling at a finite fixed temperature.

From near to eternity: Spin-glass planting, tiling puzzles, and constraint-satisfaction problems

We present a methodology for generating Ising Hamiltonians of tunable complexity and with a priori known ground states based on a decomposition of the model graph into edge-disjoint subgraphs. The idea is illustrated with a spin-glass model defined on a cubic lattice, where subproblems, whose couplers are restricted to the two values {-1,+1}, are specified on unit cubes and are parametrized by their local degeneracy. The construction is shown to be equivalent to a type of three-dimensional constraint-satisfaction problem known as the tiling puzzle. By varying the proportions of subproblem types, the Hamiltonian can span a dramatic range of typical computational complexity, from fairly easy to many orders of magnitude more difficult than prototypical bimodal and Gaussian spin glasses in three space dimensions. We corroborate this behavior via experiments with different algorithms and discuss generalizations and extensions to different types of graphs.

Pattern Storage, Bifurcations, and Groupwise Correlation Structure of an Exactly Solvable Asymmetric Neural Network Model

Despite their biological plausibility, neural network models with asymmetric weights are rarely solved analytically, and closed-form solutions are available only in some limiting cases or in some mean-field approximations. We found exact analytical solutions of an asymmetric spin model of neural networks with arbitrary size without resorting to any approximation, and we comprehensively studied its dynamical and statistical properties. The network had discrete time evolution equations and binary firing rates, and it could be driven by noise with any distribution. We found analytical expressions of the conditional and stationary joint probability distributions of the membrane potentials and the firing rates. By manipulating the conditional probability distribution of the firing rates, we extend to stochastic networks the associating learning rule previously introduced by Personnaz and coworkers. The new learning rule allowed the safe storage, under the presence of noise, of point and cyclic attractors, with useful implications for content-addressable memories. Furthermore, we studied the bifurcation structure of the network dynamics in the zero-noise limit. We analytically derived examples of the codimension 1 and codimension 2 bifurcation diagrams of the network, which describe how the neuronal dynamics changes with the external stimuli. This showed that the network may undergo transitions among multistable regimes, oscillatory behavior elicited by asymmetric synaptic connections, and various forms of spontaneous symmetry breaking. We also calculated analytically groupwise correlations of neural activity in the network in the stationary regime. This revealed neuronal regimes where, statistically, the membrane potentials and the firing rates are either synchronous or asynchronous. Our results are valid for networks with any number of neurons, although our equations can be realistically solved only for small networks. For completeness, we also derived the network equations in the thermodynamic limit of infinite network size and we analytically studied their local bifurcations. All the analytical results were extensively validated by numerical simulations.

Effective optimization using sample persistence: A case study on quantum annealers and various Monte Carlo optimization methods

We present and apply a general-purpose, multistart algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to values that have a high probability of being optimal. The resulting problems are smaller and less connected, and samplers tend to give better low-energy samples for these problems. The algorithm is trivially parallelizable since each start in the multistart algorithm is independent, and could be applied to any heuristic solver that can be run multiple times to give a sample. We present results for several classes of hard problems solved using simulated annealing, path-integral quantum Monte Carlo, parallel tempering with isoenergetic cluster moves, and a quantum annealer, and show that the success metrics and the scaling are improved substantially. When combined with this algorithm, the quantum annealer's scaling was substantially improved for native Chimera graph problems. In addition, with this algorithm the scaling of the time to solution of the quantum annealer is comparable to the Hamze-de Freitas-Selby algorithm on the weak-strong cluster problems introduced by Boixo et al. Parallel tempering with isoenergetic cluster moves was able to consistently solve three-dimensional spin glass problems with 8000 variables when combined with our method, whereas without our method it could not solve any.

Patch-planting spin-glass solution for benchmarking

We introduce an algorithm to generate (not solve) spin-glass instances with planted solutions of arbitrary size and structure. First, a set of small problem patches with open boundaries is solved either exactly or with a heuristic, and then the individual patches are stitched together to create a large problem with a known planted solution. Because in these problems frustration is typically smaller than in random problems, we first assess the typical computational complexity of the individual patches using population annealing Monte Carlo, and introduce an approach that allows one to fine-tune the typical computational complexity of the patch-planted system. The scaling of the typical computational complexity of these planted instances with various numbers of patches and patch sizes is investigated and compared to random instances.

Matching Microscopic and Macroscopic Responses in Glasses

We first reproduce on the Janus and Janus II computers a milestone experiment that measures the spin-glass coherence length through the lowering of free-energy barriers induced by the Zeeman effect. Secondly, we determine the scaling behavior that allows a quantitative analysis of a new experiment reported in the companion Letter [S. Guchhait and R. Orbach, Phys. Rev. Lett. 118, 157203 (2017)].PRLTAO0031-900710.1103/PhysRevLett.118.157203 The value of the coherence length estimated through the analysis of microscopic correlation functions turns out to be quantitatively consistent with its measurement through macroscopic response functions. Further, nonlinear susceptibilities, recently measured in glass-forming liquids, scale as powers of the same microscopic length.

Exponentially Biased Ground-State Sampling of Quantum Annealing Machines with Transverse-Field Driving Hamiltonians

We study the performance of the D-Wave 2X quantum annealing machine on systems with well-controlled ground-state degeneracy. While obtaining the ground state of a spin-glass benchmark instance represents a difficult task, the gold standard for any optimization algorithm or machine is to sample all solutions that minimize the Hamiltonian with more or less equal probability. Our results show that while naive transverse-field quantum annealing on the D-Wave 2X device can find the ground-state energy of the problems, it is not well suited in identifying all degenerate ground-state configurations associated with a particular instance. Even worse, some states are exponentially suppressed, in agreement with previous studies on toy model problems [New J. Phys. 11, 073021 (2009)NJOPFM1367-263010.1088/1367-2630/11/7/073021]. These results suggest that more complex driving Hamiltonians are needed in future quantum annealing machines to ensure a fair sampling of the ground-state manifold.

Site- and bond-percolation thresholds in K_{n,n}-based lattices: Vulnerability of quantum annealers to random qubit and coupler failures on chimera topologies

We estimate the critical thresholds of bond and site percolation on nonplanar, effectively two-dimensional graphs with chimeralike topology. The building blocks of these graphs are complete and symmetric bipartite subgraphs of size 2n, referred to as K_{n,n} graphs. For the numerical simulations we use an efficient union-find-based algorithm and employ a finite-size scaling analysis to obtain the critical properties for both bond and site percolation. We report the respective percolation thresholds for different sizes of the bipartite subgraph and verify that the associated universality class is that of standard two-dimensional percolation. For the canonical chimera graph used in the D-Wave Systems Inc. quantum annealer (n=4), we discuss device failure in terms of network vulnerability, i.e., we determine the critical fraction of qubits and couplers that can be absent due to random failures prior to losing large-scale connectivity throughout the device.

Maximum-Entropy Inference with a Programmable Annealer

Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition.

Population annealing: Theory and application in spin glasses

Population annealing is an efficient sequential Monte Carlo algorithm for simulating equilibrium states of systems with rough free-energy landscapes. The theory of population annealing is presented, and systematic and statistical errors are discussed. The behavior of the algorithm is studied in the context of large-scale simulations of the three-dimensional Ising spin glass and the performance of the algorithm is compared to parallel tempering. It is found that the two algorithms are similar in efficiency though with different strengths and weaknesses.