Assessing quantum advantage for Gaussian process regression

Abstract

Abstract Gaussian Process Regression is a machine learning technique with established applications for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by rigorously proving that the condition number of a kernel matrix scales at least linearly with the matrix size under general assumptions on the data and kernel. We additionally prove that the sparsity and Frobenius norm of a kernel matrix scale linearly under similar assumptions. Our results give similar conclusions for kernel ridge regression and quantum support vector machines under the same assumptions. The implications for the quantum algorithms runtime are independent of the complexity of loading classical data on a quantum computer and also apply to dequantised algorithms. We supplement our theoretical analysis with numerical verification for popular kernels in machine learning.