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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Foundation of Calculating Normalized Maximum Likelihood f...
Atsushi Suzuki, Kota Fukuzawa, Kenji Yamanishi · 2024-09-13 · via stat.ML updates on arXiv.org

The normalized maximum likelihood (NML) code length is widely used as a model selection criterion based on the minimum description length principle, where the model with the shortest NML code length is selected. A common method to calculate the NML code length is to use the sum (for a discrete model) or integral (for a continuous model) of a function defined by the distribution of the maximum likelihood estimator. While this method has been proven to correctly calculate the NML code length of discrete models, no proof has been provided for continuous cases. Consequently, it has remained unclear whether the method can accurately calculate the NML code length of continuous models. In this paper, we solve this problem affirmatively, proving that the method is also correct for continuous cases. Remarkably, completing the proof for continuous cases is non-trivial in that it cannot be achieved by merely replacing the sums in discrete cases with integrals, as the decomposition trick applied to sums in the discrete model case proof is not applicable to integrals in the continuous model case proof. To overcome this, we introduce a novel decomposition approach based on the coarea formula from geometric measure theory, which is essential to establishing our proof for continuous cases.