Gradient ascent Created 2026-10-14 Updated 2026-10-18
Gradient ascent seeks a maximum by stepping along the gradient of a differentiable objective. It is gradient descent applied to . Taylor expansion gives , so sufficiently small positive steps improve the objective when the gradient is nonzero. Line search, projection onto admissible controls, and noise-aware gradient estimates are common practical modifications; a local stationary result need not be globally optimal.
In adaptive experimental quantum control, parametrize a reproducible pulse by a finite real vector , for example in a calibrated waveform basis. Prepare the same initial state for each trial, apply that pulse without feedback during the run, and estimate the objective from repeated measurements. No accurate dynamical model is required if the laboratory can evaluate the objective.
One concrete algorithm is experimental finite-difference gradient ascent. For every parameter, run trials at and estimate
Update to an admissible projection of , test the new pulse, and reduce the step size if performance deteriorates. Averaging many shots controls statistical noise; choose large enough for the difference to exceed the measurement uncertainty but small enough to approximate a derivative. Repeat until no statistically significant improvement remains. Multiple starting pulses help explore distinct basins, but this does not guarantee a global optimum. Resource penalties and hardware restrictions belong in the objective or the admissible parameter set.
The feedback is across experimental runs: a measured objective chooses the next pulse. Each individual trial is open-loop control. This distinction matters because the algorithm does not require an instantaneous nondestructive state measurement on the system being controlled.
Here a dense -by- matrix has entries, about GB even with eight-byte storage per entry. Use limited-memory BFGS on the negative of the objective, or equivalently its positive-definite approximate-metric form of gradient ascent. It stores only a fixed small number of vector pairs, costing memory rather than .
Let and put . Direct use of the chain rule gives
If denotes the positive-definite inverse-Hessian matrix approximation for , the iteration is
with a line search increasing and the usual safeguarded limited-memory updates. No exact Hessian matrix is required. With fixed memory and the usual bounded-metric and line search hypotheses, expect local linear convergence near a nondegenerate strict maximum; fixed-memory limited-memory BFGS does not generally inherit the superlinear theorem for full-memory BFGS.
Unlike the preceding objective, is not generally a concave function. Thus this is a method for finding a local maximum; comparison of different converged candidates or a global search is needed to certify a global maximum for arbitrary centres. The symbolic problem supplies no assumption that would justify an unconditional global-convergence claim.[ref]
Take two visible bipolar units, no hidden units, zero thresholds, , and . As original training data, assign probabilities each to and and each to and . The data pair product averages to . Enumeration of all four states gives two weights and two , hence the partition function and
Starting at , the positive-minus-negative difference is . A gradient ascent step of size gives . Each aligned state now has probability and each opposed state , bringing the model toward the data. The log-likelihood increases from to . Solving gives , which reproduces the data exactly. Since , this is the unique maximum. These are exact enumerations and their decimal evaluations, with no sampling or laboratory measurements.
Figure 1.
Exact probabilities and positive-minus-negative learning for two visible units
. Left: data and model probabilities before and after one gradient ascent step. Right: the data pair-product average and the model average determine the log-likelihood derivative; their intersection gives the optimal coupling. Details.