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Image Credit: Arxiv

Learning single-index models via harmonic decomposition

  • Study on learning single-index models where the label depends on the input only through a one-dimensional projection.
  • Prior work uses Hermite polynomials for recovering the projection under Gaussian inputs.
  • A new perspective proposes using spherical harmonics due to the problem's rotational symmetry.
  • Complexity of learning single-index models under spherically symmetric input distributions is characterized.
  • Introduction of estimators based on tensor unfolding and online SGD to achieve optimal sample complexity or runtime.
  • No single estimator may achieve both optimal sample complexity and runtime in general.
  • Specializing to Gaussian inputs, the theory clarifies existing results and uncovers new phenomena.

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