just looking at the source code here: https://github.com/rails/rails/blob/master/activerecord/lib/active_record/connection_adapters/postgresql/schema_statements.rb#L418
def add_index(table_name, column_name, options = {}) #:nodoc:
index_name, index_type, index_columns, index_options, index_algorithm, index_using = add_index_options(table_name, column_name, options)
execute "CREATE #{index_type} INDEX #{index_algorithm} #{quote_column_name(index_name)} ON #{quote_table_name(table_name)} #{index_using} (#{index_columns})#{index_options}"
end
index_columns
is a comma separated list of columns.
it does not seem like it is supported.