Single-Index Models
Overview
A single-index model compresses an input into one direction, then uses a possibly nonlinear function to predict its outcome, offering a structured alternative to fitting an unrestricted model. Researchers study spectral and Stein-based estimators, stochastic gradient descent, neural networks, and kernel methods to recover the direction and learn the link, including when labels are noisy or data are collected adaptively. These methods are used in regression, contextual bandits, robust learning, and in-context learning, where the model must infer a new task from examples. A central tension is that direction and link recovery may be statistically possible but computationally difficult, especially in high dimensions or with non-monotone links; understanding when efficient algorithms reach optimal rates remains open.
Latest papers
16 papers2 papers in the last four weeks, against 1 the four weeks before. 0.0% of all new papers.