Computational-Statistical Gaps in Gaussian Single-Index Models (Extended Abstract)

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 $d$, we show that computationally efficient algorithms, both within the Statistical Query (SQ) and the Low-Degree Polynomial (LDP) framework, necessarily require $\Omega(d^{k^\star/2})$ samples, where $k^\star$ 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 $k^\star>2$. To complete the study, we construct smooth and Lipschitz deterministic target functions with arbitrarily large generative exponents $k^\star$.

Cite

Text

Damian et al. "Computational-Statistical Gaps in Gaussian Single-Index Models (Extended Abstract)." Conference on Learning Theory, 2024.

Markdown

[Damian et al. "Computational-Statistical Gaps in Gaussian Single-Index Models (Extended Abstract)." Conference on Learning Theory, 2024.](https://mlanthology.org/colt/2024/damian2024colt-computationalstatistical/)

BibTeX

@inproceedings{damian2024colt-computationalstatistical,
  title     = {{Computational-Statistical Gaps in Gaussian Single-Index Models (Extended Abstract)}},
  author    = {Damian, Alex and Pillaud-Vivien, Loucas and Lee, Jason and Bruna, Joan},
  booktitle = {Conference on Learning Theory},
  year      = {2024},
  pages     = {1262-1262},
  volume    = {247},
  url       = {https://mlanthology.org/colt/2024/damian2024colt-computationalstatistical/}
}