pith:YDVSEMJP
A Majorization-Minimization with Monte Carlo Approach for Hyperparameter Estimation
M³C iterates converge with high probability to a critical point of the hyperparameter cost function by majorizing and Monte Carlo approximating the log-determinant.
arxiv:2605.13620 v1 · 2026-05-13 · math.NA · cs.NA
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Claims
we propose a Majorization-Minimization with Monte Carlo approach, which we call M³C, for hyperparameter estimation. ... showing that under certain assumptions, the M³C iterates converge with high probability to a critical point of the original cost function.
The convergence holds under certain assumptions on the validity of the majorization function and the accuracy of the Monte Carlo estimator for the log-determinant term.
M³C replaces the hard hyperparameter optimization with a sequence of simpler problems using a majorant for the log-determinant approximated via Monte Carlo, with proven high-probability convergence to a critical point under assumptions.
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| First computed | 2026-05-18T02:44:17.901364Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
c0eb22312f30a873cdd90fcaf9d60cf9903a08d748852a2bfdf7d270fc8ffb13
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/YDVSEMJPGCUHHTOZB7FPTVQM7G \
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| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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