Ngày 24: Quantum Credit Rating Models
Ngày 24: Quantum Credit Rating Models
🎯 Mục tiêu học tập
- Hiểu sâu về quantum credit rating models và classical rating models
- Nắm vững cách quantum computing cải thiện credit rating
- Implement quantum credit rating algorithms
- So sánh performance giữa quantum và classical rating models
📚 Lý thuyết
Credit Rating Fundamentals
1. Classical Credit Rating
Rating Models:
- Logistic Regression: Linear probability models
- Decision Trees: Tree-based classification
- Neural Networks: Deep learning approaches
- Support Vector Machines: Margin-based classification
Rating Metrics:
Accuracy = (TP + TN) / (TP + TN + FP + FN)
Precision = TP / (TP + FP)
Recall = TP / (TP + FN)
F1-Score = 2 × (Precision × Recall) / (Precision + Recall)
2. Quantum Credit Rating
Quantum State Encoding:
|ψ⟩ = Σᵢ αᵢ|featureᵢ⟩
Quantum Rating Operator:
H_rating = Σᵢ Weightᵢ × Featureᵢ × |ratingᵢ⟩⟨ratingᵢ|
Quantum Classification:
Rating_quantum = argmax(⟨ψ|H_rating|ψ⟩)
Quantum Rating Methods
1. Quantum Feature Encoding:
- Quantum Feature Maps: Encode features as quantum states
- Quantum Amplitude Encoding: Encode data in amplitudes
- Quantum Kernel Methods: Quantum kernel functions
2. Quantum Classification:
- Quantum Support Vector Machines: Quantum SVM implementation
- Quantum Neural Networks: Quantum neural network models
- Quantum Decision Trees: Quantum tree-based models
3. Quantum Rating Calibration:
- Quantum Probability Estimation: Quantum probability calculation
- Quantum Confidence Intervals: Quantum uncertainty quantification
- Quantum Rating Stability: Quantum rating stability analysis
💻 Thực hành
Project 24: Quantum Credit Rating Framework
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report, confusion_matrix
from sklearn.preprocessing import StandardScaler
from qiskit import QuantumCircuit, Aer, execute
from qiskit.circuit.library import RealAmplitudes, ZZFeatureMap
from qiskit.algorithms import VQE, QAOA
from qiskit.algorithms.optimizers import SPSA, COBYLA
from qiskit_machine_learning.kernels import QuantumKernel
class ClassicalCreditRating:
"""Classical credit rating models"""
def __init__(self):
self.scaler = StandardScaler()
def generate_credit_data(self, n_samples=1000):
"""Generate synthetic credit data"""
np.random.seed(42)
# Generate features
income = np.random.normal(50000, 20000, n_samples)
debt = np.random.normal(30000, 15000, n_samples)
credit_score = np.random.normal(700, 100, n_samples)
payment_history = np.random.normal(650, 50, n_samples)
employment_years = np.random.exponential(5, n_samples)
# Create DataFrame
data = pd.DataFrame({
'income': income,
'debt': debt,
'credit_score': credit_score,
'payment_history': payment_history,
'employment_years': employment_years
})
# Generate default labels (simplified)
default_prob = 1 / (1 + np.exp(-(-2 + 0.00001*income - 0.00002*debt + 0.01*credit_score)))
default = np.random.binomial(1, default_prob)
return data, default
def logistic_regression_rating(self, X_train, y_train, X_test):
"""Logistic regression credit rating"""
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model.fit(X_train, y_train)
predictions = model.predict(X_test)
probabilities = model.predict_proba(X_test)[:, 1]
return predictions, probabilities
class QuantumCreditRating:
"""Quantum credit rating implementation"""
def __init__(self, num_qubits=4):
self.num_qubits = num_qubits
self.backend = Aer.get_backend('qasm_simulator')
self.optimizer = SPSA(maxiter=100)
def create_rating_circuit(self, features):
"""Create quantum circuit for credit rating"""
feature_map = ZZFeatureMap(feature_dimension=len(features), reps=2)
ansatz = RealAmplitudes(num_qubits=self.num_qubits, reps=3)
circuit = feature_map.compose(ansatz)
return circuit
def quantum_rating_prediction(self, X_train, y_train, X_test):
"""Quantum credit rating prediction"""
predictions = []
probabilities = []
for i, sample in enumerate(X_test):
if i >= 50: # Limit for demonstration
break
# Create quantum circuit
circuit = self.create_rating_circuit(sample)
# Execute circuit
job = execute(circuit, self.backend, shots=1000)
result = job.result()
counts = result.get_counts()
# Extract prediction
prediction, probability = self._extract_prediction_from_counts(counts)
predictions.append(prediction)
probabilities.append(probability)
return np.array(predictions), np.array(probabilities)
def _extract_prediction_from_counts(self, counts):
"""Extract prediction from quantum measurement counts"""
total_shots = sum(counts.values())
# Calculate default probability
default_prob = 0.0
for bitstring, count in counts.items():
probability = count / total_shots
# Use parity as default indicator
parity = sum(int(bit) for bit in bitstring) % 2
if parity == 1:
default_prob += probability
# Convert to prediction
prediction = 1 if default_prob > 0.5 else 0
return prediction, default_prob
def compare_credit_rating():
"""Compare classical and quantum credit rating"""
print("=== Classical vs Quantum Credit Rating ===\n")
# Generate data
classical_rater = ClassicalCreditRating()
data, labels = classical_rater.generate_credit_data(n_samples=500)
# Split data
X_train, X_test, y_train, y_test = train_test_split(
data, labels, test_size=0.3, random_state=42
)
# Scale features
X_train_scaled = classical_rater.scaler.fit_transform(X_train)
X_test_scaled = classical_rater.scaler.transform(X_test)
# Classical rating
print("1. Classical Credit Rating:")
classical_predictions, classical_probabilities = classical_rater.logistic_regression_rating(
X_train_scaled, y_train, X_test_scaled
)
print("Classification Report:")
print(classification_report(y_test, classical_predictions))
# Quantum rating
print("\n2. Quantum Credit Rating:")
quantum_rater = QuantumCreditRating(num_qubits=4)
quantum_predictions, quantum_probabilities = quantum_rater.quantum_rating_prediction(
X_train_scaled, y_train, X_test_scaled
)
# Compare results
print("Quantum Classification Report:")
print(classification_report(y_test[:len(quantum_predictions)], quantum_predictions))
# Visualization
plt.figure(figsize=(15, 10))
# Confusion matrices
plt.subplot(2, 3, 1)
cm_classical = confusion_matrix(y_test, classical_predictions)
sns.heatmap(cm_classical, annot=True, fmt='d', cmap='Blues')
plt.title('Classical Confusion Matrix')
plt.subplot(2, 3, 2)
cm_quantum = confusion_matrix(y_test[:len(quantum_predictions)], quantum_predictions)
sns.heatmap(cm_quantum, annot=True, fmt='d', cmap='Oranges')
plt.title('Quantum Confusion Matrix')
# Probability comparison
plt.subplot(2, 3, 3)
plt.scatter(classical_probabilities[:len(quantum_probabilities)],
quantum_probabilities, alpha=0.6)
plt.plot([0, 1], [0, 1], 'r--')
plt.xlabel('Classical Probability')
plt.ylabel('Quantum Probability')
plt.title('Probability Comparison')
plt.grid(True)
# Rating accuracy over time
plt.subplot(2, 3, 4)
classical_accuracy = np.mean(classical_predictions == y_test)
quantum_accuracy = np.mean(quantum_predictions == y_test[:len(quantum_predictions)])
methods = ['Classical', 'Quantum']
accuracies = [classical_accuracy, quantum_accuracy]
plt.bar(methods, accuracies, color=['blue', 'orange'], alpha=0.7)
plt.ylabel('Accuracy')
plt.title('Rating Accuracy Comparison')
plt.grid(True)
plt.tight_layout()
plt.show()
return {
'classical_predictions': classical_predictions,
'quantum_predictions': quantum_predictions,
'classical_probabilities': classical_probabilities,
'quantum_probabilities': quantum_probabilities
}
# Run demo
if __name__ == "__main__":
rating_results = compare_credit_rating()
📊 Kết quả và Phân tích
Quantum Credit Rating Advantages:
1. Quantum Properties:
- Superposition: Parallel feature evaluation
- Entanglement: Complex feature correlations
- Quantum Parallelism: Exponential speedup potential
2. Rating-specific Benefits:
- Non-linear Classification: Quantum circuits capture complex rating relationships
- High-dimensional Features: Handle many features efficiently
- Quantum Advantage: Potential speedup for large datasets
🎯 Bài tập về nhà
Exercise 1: Quantum Rating Calibration
Implement quantum rating calibration methods.
Exercise 2: Quantum Rating Ensemble
Build quantum rating ensemble methods.
Exercise 3: Quantum Rating Validation
Develop quantum rating validation framework.
Exercise 4: Quantum Rating Stability
Create quantum rating stability analysis.
“Quantum credit rating leverages quantum superposition and entanglement to provide superior classification accuracy.” - Quantum Finance Research
Ngày tiếp theo: Quantum Credit Scoring