Regressing a function on multidimensional space without the issues of statistical and computational complexity requires specific statistical models.
Compositional models involving a composition of functions, particularly when one function is nonlinear, are less explored in the context of avoiding the curse of dimensionality.
A proposed nonlinear model involves projecting data onto a regular curve parameter and applying a function, serving as a nonlinear extension of the single-index model.
A nonparametric conditional regression estimator for this model, under certain assumptions like coarse monotonicity, achieves close to optimal rates for non-parametric regression and can be implemented efficiently.