In Appendix A we provide heuristic justification for the scaling of the optimal error rate

In Appendix D we provide the proofs for Theorem 7. In Appendix E we include some useful results for the sake of completeness. Informally, we expect that there is one sign flip (i.e., The top left, top right and bottom left figures show the scaling of the minimax rates of GLM (cf. To begin with the analysis of the estimator in Figure 2, the following lemma is a simple, yet key tool for the proof. It establishes the variance of the random gain S . The proof relies on a sort of self-bounding property (cf.