Mean dimension of ridge functions is bounded for Lipschitz cases as d grows to infinity, scales as O(sqrt(d)) for discontinuous non-sparse cases, and preintegration reduces it to O(1) under a non-vanishing coefficient condition.
Hoeffding, A class of statistics with asymptotically normal distribution , Annals of Math- ematical Statistics, 19 (1948), pp
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Mean Dimension of Ridge Functions
Mean dimension of ridge functions is bounded for Lipschitz cases as d grows to infinity, scales as O(sqrt(d)) for discontinuous non-sparse cases, and preintegration reduces it to O(1) under a non-vanishing coefficient condition.