Learning single index models via harmonic decomposition

Nati Srebro (TTI-Chicago) · Theodor Misiakiewicz (Yale University) · Nirmit Joshi (Toyota Technological Institute at Chicago) · Hugo Koubbi (Yale University/Dauphine)
computational complexityestimatorsgaussian inputshermite expansionlearning theorylink functionone-dimensional projectiononline sgdoptimal runtimeoptimal sample complexityrotational symmetrysingle-index modelsspherical harmonicsspherically symmetric distributionsstatistical complexitytensor-unfolding

We study the problem of learning single-index models, where the label $y \in \mathbb{R}$ depends on the input $\boldsymbol{x} \in \mathbb{R}^d$ only through an unknown one-dimensional projection $\langle \boldsymbol{w_*}, \boldsymbol{x} \rangle$. Prior work has shown that under Gaussian inputs, the statistical and computational complexity of recovering $\boldsymbol{w}_*$ is governed by the Hermite expansion of the link function. In this paper, we propose a new perspective: we argue that *spherical harmonics*