The Normalized Maximum Likelihood for Regular Non-Smooth Models: Measure-Theoretic Foundations and Geometric Sampling

arXiv:2605.24477v1 Announce Type: new Abstract: The Normalized Maximum Likelihood (NML) codelength, or stochastic complexity, represents a principled criterion for universal coding. While recent coarea-based formulations provided a calculation method for smooth models, this framework collapses for the non-smooth estimators ubiquitous in modern machine learning (e.g., Lasso, Sparse SVMs). In this work, we provide a rigorous framework for computing the NML for regular path-differentiable Lipschitz (PDL) estimators. By applying classical geometric measure theory and bridging the coarea formula wi

Source: arXiv cs.LG — read the full report at the original publisher.

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