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Sample and Computationally Efficient Robust Learning of Gaussian Single-Index Models

NeurIPS 2024 · Learning theory and algorithms › Sample complexity · approach: Learning under log-concave distributions · 0 citations (OpenAlex)

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Gives the first sample- and computationally efficient constant-factor agnostic proper learner for Gaussian single-index models under a general Hermite-based link-function assumption, combining tensor-PCA initialization with Riemannian SGD on a truncated L2 loss.

Problem

Agnostically (adversarial label noise) learning single-index models with arbitrary (not necessarily monotone or Lipschitz) link functions under Gaussian marginals with respect to squared loss, with efficient sample and computational complexity.

Approach

Initialize via tensor unfolding (tensor PCA) applied to the empirical k*-Chow tensor E[y He_k(x)] to get a warm start with constant alignment to w*, then run Riemannian minibatch SGD on the sphere for a truncated loss keeping only the first nonzero Hermite term; a sharpness property of the Riemannian gradient ensures geometric convergence despite agnostic noise.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use tensor PCA initialization followed by warm-started Riemannian minibatch SGD on the truncated lossGaussian SIM learning under agnostic noise · Gaussian SIMs, agnosticL2^2 errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Gaussian-input labeled samples with adversarial label noise

Metrics: L2^2 loss relative to OPT sample complexity iteration complexity

Baselines: Chen and Meka 2020 smoothing-based SGD Goel et al. 2020 bounded activation agnostic learner Damian et al. 2023 / Dudeja and Hsu 2018 partial trace SQ algorithm

Builds on: tensor unfolding (Hopkins et al.) Chow parameters Wedin's theorem Riemannian SGD Soltanolkotabi-type SIM learning under Gaussian inputs

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