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Computational-Statistical Gaps in Gaussian Single-Index Models

Machine Learning 2024-03-14 v2 Machine Learning

Abstract

Single-Index Models are high-dimensional regression problems with planted structure, whereby labels depend on an unknown one-dimensional projection of the input via a generic, non-linear, and potentially non-deterministic transformation. As such, they encompass a broad class of statistical inference tasks, and provide a rich template to study statistical and computational trade-offs in the high-dimensional regime. While the information-theoretic sample complexity to recover the hidden direction is linear in the dimension dd, we show that computationally efficient algorithms, both within the Statistical Query (SQ) and the Low-Degree Polynomial (LDP) framework, necessarily require Ω(dk/2)\Omega(d^{k^\star/2}) samples, where kk^\star is a "generative" exponent associated with the model that we explicitly characterize. Moreover, we show that this sample complexity is also sufficient, by establishing matching upper bounds using a partial-trace algorithm. Therefore, our results provide evidence of a sharp computational-to-statistical gap (under both the SQ and LDP class) whenever k>2k^\star>2. To complete the study, we provide examples of smooth and Lipschitz deterministic target functions with arbitrarily large generative exponents kk^\star.

Keywords

Cite

@article{arxiv.2403.05529,
  title  = {Computational-Statistical Gaps in Gaussian Single-Index Models},
  author = {Alex Damian and Loucas Pillaud-Vivien and Jason D. Lee and Joan Bruna},
  journal= {arXiv preprint arXiv:2403.05529},
  year   = {2024}
}

Comments

61 pages

R2 v1 2026-06-28T15:13:55.928Z