Sharp low-degree prediction exponents for noisy polynomial single-index models
Abstract
Let be standard Gaussian in and let , where is an unknown unit vector, is independent standard Gaussian noise, and is a fixed centered polynomial with for standard Gaussian . Suppose its lowest nonzero Hermite order is . For , , we determine the sample exponent for polynomial prediction of from finitely many transformed-moment indices. Below by any fixed positive margin, expected minimax risk tends to one for label degree a positive power of , even with arbitrary measurable design and query coefficients. Above it by any fixed positive margin, an explicit predictor of total degree in the design, labels and query has expected risk tending to zero, with supplied link coefficients and no noise parameters. The upper constructions use known transformed-moment recovery ingredients. For pure odd Hermite links, the upper scale already follows for recovery, up to logarithms, from existing quantitative single-index bounds. The unrestricted fixed-accuracy sample requirement is for link degree at most . Hermite rank alone does not determine the polynomial exponent: for fixed odd rank-three links of arbitrary degree, the possible curves are exactly for even . Thus every fixed admits a fixed link attaining , whose degree may depend on . A degree- example gives at , versus the pure cubic's .
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