arXiv:2511.13514cs.LGcs.IT2025-11被引 1

用量子张量网络建模时间序列,兼顾可解释性与不确定性量化。

A Quantum Tensor Network-Based Viewpoint for Modeling and Analysis of Time Series Data

  • 将时间序列映射到希尔伯特空间,构建类自旋链的量子哈密顿量。
  • 通过求解薛定谔方程与微扰理论,实现决策过程的不确定性量化。
  • 适合需要高可解释性与可信度评估的时间序列分析任务。

准确的不确定性量化是机器学习中的关键挑战。尽管神经网络具备强大模式识别能力,但其‘黑箱’特性导致可解释性差;而可解释的概率模型虽透明,性能常显著落后于神经网络。为此,我们提出一种基于量子物理的新型‘白箱’方法,兼具精准不确定性量化与增强可解释性。通过将时间序列数据向量的核均值嵌入(KME)映射至再生核希尔伯特空间(RKHS),构造类张量网络的1维自旋链哈密顿量,使KME成为其本征函数之一。随后求解关联的薛定谔方程,并应用微扰理论进行不确定性量化,从而提升模型决策过程的可解释性。在变点检测与时间序列聚类任务中,该方法相比现有先进‘白箱’模型表现更优,揭示了决策过程中各阶段的不确定性分布。

原文摘要 · Abstract (English)

Accurate uncertainty quantification is a critical challenge in machine learning. While neural networks are highly versatile and capable of learning complex patterns, they often lack interpretability due to their ``black box'' nature. On the other hand, probabilistic ``white box'' models, though interpretable, often suffer from a significant performance gap when compared to neural networks. To address this, we propose a novel quantum physics-based ``white box'' method that offers both accurate uncertainty quantification and enhanced interpretability. By mapping the kernel mean embedding (KME) of a time series data vector to a reproducing kernel Hilbert space (RKHS), we construct a tensor network-inspired 1D spin chain Hamiltonian, with the KME as one of its eigen-functions or eigen-modes. We then solve the associated Schr{ö}dinger equation and apply perturbation theory to quantify uncertainty, thereby improving the interpretability of tasks performed with the quantum tensor network-based model. We demonstrate the effectiveness of this methodology, compared to state-of-the-art ``white box" models, in change point detection and time series clustering, providing insights into the uncertainties associated with decision-making throughout the process.

时间序列量子计算可解释性不确定性

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