Affiliation:
1. Center of Finance DHBW Stuttgart Stuttgart Germany
2. DHBW Ravensburg Ravensburg Germany
3. Fraunhofer‐Institut für Angewandte Festkörperphysik IAF Freiburg Germany
Abstract
AbstractThe problem of selecting an appropriate number of features in supervised learning problems is investigated. Starting with common methods in machine learning, the feature selection task is treated as a quadratic unconstrained optimisation problem (QUBO), which can be tackled with classical numerical methods as well as within a quantum computing framework. The different results in small problem instances are compared. According to the results of the authors’ study, whether the QUBO method outperforms other feature selection methods depends on the data set. In an extension to a larger data set with 27 features, the authors compare the convergence behaviour of the QUBO methods via quantum computing with classical stochastic optimisation methods. Due to persisting error rates, the classical stochastic optimisation methods are still superior.
Funder
Ministerium für Wirtschaft, Arbeit und Wohnungsbau Baden-Württemberg
Publisher
Institution of Engineering and Technology (IET)
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