cs.LGSep 3, 2026
SaveA Quantum Variational Approach to Prototypical Recurrent Unit
Organizations: School of Electrical Engineering and Computer Science, University of Ottawa, Canada · School of Computer Science, Carleton University, Ottawa, Canada
Abstract
We introduce a lightweight Quantum Prototypical Recurrent Unit (QPRU) that requires significantly fewer parameters than both classical recurrent architectures, such as Long Short- Term Memory (LSTM) and Gated Recurrent Unit (GRU), and quantum variants, including Quantum LSTM (QLSTM) and Quantum GRU (QGRU). Despite its compact design, the QPRU achieves competitive forecasting performance, matching state-of-the-art baselines while offering important structural and practical advantages, including enhanced scalability and a reduced number of trainable parameters.
Figures & tables
Figure 1: Architecture of the proposed QPRU.
Figure 2: VQC exploited in QPRU.
| Model | Quantum Params | Total Params |
|---|---|---|
| QPRU | ||
| QGRU | ||
| QLSTM |
Table 1: Parameter complexity of QLSTM, QGRU, and the proposed QPRU model.
| Model | Classical | Quantum | Total |
|---|---|---|---|
| Params | Params | Params | |
| QPRU (PRU) | |||
| QGRU (GRU) | |||
| QLSTM (LSTM) |
Table 2: Parameter comparison of classical and quantum recurrent units for hidden state dimension , input feature dimension , qubits, and ansatz layers. Classical counterparts are shown in parentheses.
Figure 3: Sinusoidal Function Forecasting using QPRU . The red solid line represents the absolute error, and the dashed red line represents the training/validation split.
| Model | ) | ) | |
|---|---|---|---|
| QPRU | |||
| QGRU | |||
| QLSTM | |||
| PRU | |||
| GRU | |||
| LSTM |
Table 3: Experiment I results. Norm values are averaged over 10 independent validation runs for each model. Values are expressed in format.
Figure 4: Forecasting of AAPL closing prices. Predictions on training and validation sets are shown, with the dashed line marking the split. Validation MSE and MAE (computed on denormalized data) are and , respectively, indicating consistent performance on unseen data.
| Model | |||
|---|---|---|---|
| QPRU | |||
| QGRU | |||
| QLSTM | |||
| PRU | |||
| GRU | |||
| LSTM |
Table 4: Experiment II results. Norm values are averaged over 10 independent validation runs for each model and are computed on data normalized to the range . Values of the table are of the form mean STD.
Figure 5: Confidence intervals for stock forecasting for different models. The intervals are computed using , with , representing the half-width of the interval at a high confidence level. The intervals for all methods overlap, indicating that none of the pairwise differences is statistically significant. Within this experimental setup, our QPRU model performs on par with state-of-the-art baselines while retaining the structural and practical advantages discussed earlier.