The Multiscale Single-Index Model: A Stylized Model for Hierarchical Feature Learning

We consider the Multiscale Single-Index Model (MSIM), first introduced in citeoymak2021learning, as a stylized model for hierarchical learning with scale separation. Each layer extracts a shared single-index feature at one physical scale and passes it to the next, thus defining a tractable setting in which to study how deep architectures learn multiscale representations. Under non-degeneracy and delocalization assumptions on the link function and planted features respectively, for fixed depth K and local scale d, the first Wiener chaos of the target behaves as a perturbed spiked tensor, where the perturbation of order d-1/2 comes from the non-linearity -- revealing the MSIM as a natural non-linear analogue of the Tensor PCA model citemontanari2014statistical. While this perturbative picture is sufficient to enable efficient spectral recovery based on Tensor unfolding (as already observed in citeoymak2021learning), it is not precise enough for the analysis of backpropagation gradient-based methods. In this work, we address this limitation by performing a fine-grained analysis of the Wiener chaos using Edgeworth expansions. In the first chaos, this gives a finite-rank hierarchy at scales d-q/2. In higher chaoses, balanced flattenings exhibit staircase singular-value plateaus of size d-ρ/2 and multiplicity dρ under a natural higher-chaos non-cancellation condition. Using this higher-chaos structure, and under an additional slow Hermite-energy tail condition, we first establish shallow-network approximation lower bounds, quantifying the benefit of depth in this model. Next, and most importantly, we prove that online SGD on the correlation objective, where all layers evolve in the same timescale, achieves 1 - od(1) recovery with n = widetildeO( dK-1) samples, recovering the same sample complexity as in the linear counterpart.