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A tutorial on the cross-entropy method

delete2005-02-01
delete2.2K
PRE
AI
D
De Boer, PT
D
Dirk P. Kroese
S
Shie Mannor
R
Reuven Y. Rubinstein
DOI：10.1007/s10479-005-5724-zdelete
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Abstract

Abstract

En 中文
The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning.
Keywords:
cross-entropy method
Monte-Carlo simulation
randomized optimization
machine learning
rare events

Journal

Annals of Operations Research cover
Annals of Operations Research
IF:
4.5
Papers:
8.0K
Citations:
2.1W

Organization

No organization information available