Deep Single-Index Fréchet Regression
- URL: http://arxiv.org/abs/2606.06957v1
- Date: Fri, 05 Jun 2026 06:35:28 GMT
- Title: Deep Single-Index Fréchet Regression
- Abstract summary: We propose DeSI (Deep Single-Index Fréchet Regression), a semiparametric framework for regression with metric space-valued outputs and multivariate inputs.<n>DeSI estimates an interpretable index direction, which quantifies the relative importance of inputs, using a deep neural network, and performs Fréchet regression along the resulting one-dimensional index in the target metric space.<n>We demonstrate its strong predictive performance through simulations on distributions, networks, and symmetric positive-definite matrices, as well as an application to compositional mood data from New Jersey.
- Score: 4.44483539967295
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Predicting outputs that are located in non-Euclidean spaces, such as probability distributions, networks, and symmetric positive-definite matrices, is becoming increasingly important in modern data analysis, particularly when inputs are high-dimensional. We propose DeSI (Deep Single-Index Fréchet Regression), a semiparametric framework for regression with metric space-valued outputs and multivariate inputs that assumes a single-index structure for the conditional Fréchet mean. DeSI estimates an interpretable index direction, which quantifies the relative importance of inputs, using a deep neural network, and performs Fréchet regression along the resulting one-dimensional index in the target metric space. This structure mitigates the curse of dimensionality while retaining interpretability, which stands in contrast to standard deep neural networks. We establish theoretical guarantees for DeSI, including uniform approximation and convergence rates, and demonstrate its strong predictive performance through simulations on distributions, networks, and symmetric positive-definite matrices, as well as an application to compositional mood data from New Jersey.
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