A tutorial on the cross-entropy method
| Contribuinte(s) |
Peter L. Hammer |
|---|---|
| Data(s) |
01/01/2005
|
| Resumo |
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. combinatorial optimization |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Springer New York LLC |
| Palavras-Chave | #Cross-entropy Method #Monte-carlo Simulation #Randomized Optimization #Machine Learning #Rare Events #Operations Research & Management Science #Optimization #Approximation #Simulation #Combinatorial optimization #230203 Statistical Theory #780101 Mathematical sciences #010206 Operations Research |
| Tipo |
Journal Article |
