# Optimal thresholds and algorithms for a model of multi-modal learning in high dimensions

arXiv: https://arxiv.org/abs/2407.03522 · HTML: https://mlsanity.com/paper/2407.03522/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 61 references that are in the map.
- First posted on arXiv 3 Jul 2024.

## Builds on (most cited first, 24 of 24)

- [Multimodal Machine Learning: A Survey and Taxonomy](https://mlsanity.com/paper/1705.09406/) (2017)
- [Multimodal Deep Learning](https://mlsanity.com/paper/2301.04856/) (2023)
- [A Cookbook of Self-Supervised Learning](https://mlsanity.com/paper/2304.12210/) (2023)
- [Contextual Stochastic Block Models](https://mlsanity.com/paper/1807.09596/) (2018)
- [Statistical physics of inference: Thresholds and algorithms](https://mlsanity.com/paper/1511.02476/) (2015)
- [Spectral redemption: clustering sparse networks](https://mlsanity.com/paper/1306.5550/) (2013)
- [A unifying tutorial on Approximate Message Passing](https://mlsanity.com/paper/2105.02180/) (2021)
- [Estimation of Low-Rank Matrices via Approximate Message Passing](https://mlsanity.com/paper/1711.01682/) (2017)
- [The estimation error of general first order methods](https://mlsanity.com/paper/2002.12903/) (2020)
- [Marvels and Pitfalls of the Langevin Algorithm in Noisy High-dimensional Inference](https://mlsanity.com/paper/1812.09066/) (2018)
- [MMSE of probabilistic low-rank matrix estimation: Universality with respect to the output channel](https://mlsanity.com/paper/1507.03857/) (2015)
- [Local convexity of the TAP free energy and AMP convergence for Z2-synchronization](https://mlsanity.com/paper/2106.11428/) (2021)
- [Empirical Bayes PCA in high dimensions](https://mlsanity.com/paper/2012.11676/) (2020)
- [Information-Theoretic Limits for the Matrix Tensor Product](https://mlsanity.com/paper/2005.11273/) (2020)
- [Detection limits in the high-dimensional spiked rectangular model](https://mlsanity.com/paper/1802.07309/) (2018)
- [Fundamental limits of community detection from multi-view data: multi-layer, dynamic and partially labeled block models](https://mlsanity.com/paper/2401.08167/) (2024)
- [Approximate Message Passing for the Matrix Tensor Product Model](https://mlsanity.com/paper/2306.15580/) (2023)
- [Simultaneous Dimensionality Reduction: A Data Efficient Approach for Multimodal Representations Learning](https://mlsanity.com/paper/2310.04458/) (2023)
- [One-Way Matching of Datasets with Low Rank Signals](https://mlsanity.com/paper/2204.13858/) (2022)
- [Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods](https://mlsanity.com/paper/2405.13912/) (2024)
- [Statistical mechanics of low-rank tensor decomposition](https://mlsanity.com/paper/1810.10065/) (2018)
- [Neural-prior stochastic block model](https://mlsanity.com/paper/2303.09995/) (2023)
- [Spectral Phase Transition and Optimal PCA in Block-Structured Spiked models](https://mlsanity.com/paper/2403.03695/) (2024)
- [Bayes optimal learning in high-dimensional linear regression with network side information](https://mlsanity.com/paper/2306.05679/) (2023)

## Built on by (most cited first, 4 of 4)

- [Computational Thresholds in Multi-Modal Learning via the Spiked Matrix-Tensor Model](https://mlsanity.com/paper/2506.02664/) (2025)
- [Spectral Thresholds in Correlated Spiked Models and Fundamental Limits of Partial Least Squares](https://mlsanity.com/paper/2510.17561/) (2025)
- [Multi-layer Cross-attention is Provably Optimal for Multi-modal In-context Learning](https://mlsanity.com/paper/2602.04872/) (2026)
- [DAIF: A Data-Driven Intermediate Fusion Framework for Multimodal Supervised Learning via Approximate Message Passing](https://mlsanity.com/paper/2608.02769/) (2026)

## Abstract (arXiv)

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance and recovery thresholds in a model where the objective is to recover the latent structures from two noisy data matrices with correlated spikes. The paper derives the approximate message passing (AMP) algorithm for this model and characterizes its performance in the high-dimensional limit via the associated state evolution. The analysis holds for a broad range of priors and noise channels, which can differ across modalities. The linearization of AMP is compared numerically to the widely used partial least squares (PLS) and canonical correlation analysis (CCA) methods, which are both observed to suffer from a sub-optimal recovery threshold.
