For unknown 1-Lipschitz link functions, non-adaptive Lewis-weight sampling solves ℓ_p single-index active regression to (1+ε) accuracy with nearly the same query complexity as the known-link case.
Cohen and Richard Peng
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Active Regression for Single-Index Models with Unknown Link Functions
For unknown 1-Lipschitz link functions, non-adaptive Lewis-weight sampling solves ℓ_p single-index active regression to (1+ε) accuracy with nearly the same query complexity as the known-link case.