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Bibliographic Details
Main Authors: Bruna, Joan, Hsu, Daniel
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2504.05426
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author Bruna, Joan
Hsu, Daniel
author_facet Bruna, Joan
Hsu, Daniel
contents We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is guaranteed by these methods, and their sample complexity. In many cases, a gap is observed between the sample complexity of the best known computationally efficient methods and the information-theoretical minimum. We also review algorithms based on estimating the span of gradients using nonparametric methods, and algorithms based on fitting neural networks using gradient descent
format Preprint
id arxiv_https___arxiv_org_abs_2504_05426
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Survey on Algorithms for multi-index models
Bruna, Joan
Hsu, Daniel
Machine Learning
Methodology
We review the literature on algorithms for estimating the index space in a multi-index model. The primary focus is on computationally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is guaranteed by these methods, and their sample complexity. In many cases, a gap is observed between the sample complexity of the best known computationally efficient methods and the information-theoretical minimum. We also review algorithms based on estimating the span of gradients using nonparametric methods, and algorithms based on fitting neural networks using gradient descent
title Survey on Algorithms for multi-index models
topic Machine Learning
Methodology
url https://arxiv.org/abs/2504.05426