A fast cross-entropy method for estimating buffer overflows in queuing networks

In this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer level. Finally, the tilting parameter just found is used to estimate the overflow probability of interest. We study various properties of the method in more detail for the M/M/1 queue and conjecture that similar properties also hold for quite general queueing networks. Numerical results support this conjecture and demonstrate the high efficiency of the proposed algorithm.

The cross-entropy method and its application to minimize the ripple of magnetic levitation forces of a maglev system

This paper explores firstly the potential of a new evolutionary method - the Cross-Entropy (CE) method in solving continuous inverse electromagnetic problems. For this purpose, an adaptive updating formula for the smoothing parameter, some mutation operation, and a new termination criterion are proposed. The proposed CE based metaheuristics is applied to reduce the ripple of the magnetic levitation forces of a prototype Maglev system. The numerical results have shown that the ripple of the magnetic levitation forces of the prototype system is reduced significantly after the design optimization using the proposed algorithm.

Using the Cross-Entropy Method for Control Optimization: A Case Study of See-and-Avoid on Unmanned Aerial Vehicles

This paper presents an adaptation of the Cross-Entropy (CE) method to optimize fuzzy logic controllers. The CE is a recently developed optimization method based on a general Monte-Carlo approach to combinatorial and continuous multi-extremal optimization and importance sampling. This work shows the application of this optimization method to optimize the inputs gains, the location and size of the different membership functions' sets of each variable, as well as the weight of each rule from the rule's base of a fuzzy logic controller (FLC). The control system approach presented in this work was designed to command the orientation of an unmanned aerial vehicle (UAV) to modify its trajectory for avoiding collisions. An onboard looking forward camera was used to sense the environment of the UAV. The information extracted by the image processing algorithm is the only input of the fuzzy control approach to avoid the collision with a predefined object. Real tests with a quadrotor have been done to corroborate the improved behavior of the optimized controllers at different stages of the optimization process.

A tutorial on the cross-entropy method

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

The cross-entropy method for network reliability estimation

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.

Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

The cross-entropy method for continuous multi-extremal optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.

Cross-entropy optimizer: a new tool to study precession in astrophysical jets

Evidence of jet precession in many galactic and extragalactic sources has been reported in the literature. Much of this evidence is based on studies of the kinematics of the jet knots, which depends on the correct identification of the components to determine their respective proper motions and position angles on the plane of the sky. Identification problems related to fitting procedures, as well as observations poorly sampled in time, may influence the follow-up of the components in time, which consequently might contribute to a misinterpretation of the data. In order to deal with these limitations, we introduce a very powerful statistical tool to analyse jet precession: the cross-entropy method for continuous multi-extremal optimization. Only based on the raw data of the jet components (right ascension and declination offsets from the core), the cross-entropy method searches for the precession model parameters that better represent the data. In this work we present a large number of tests to validate this technique, using synthetic precessing jets built from a given set of precession parameters. With the aim of recovering these parameters, we applied the cross-entropy method to our precession model, varying exhaustively the quantities associated with the method. Our results have shown that even in the most challenging tests, the cross-entropy method was able to find the correct parameters within a 1 per cent level. Even for a non-precessing jet, our optimization method could point out successfully the lack of precession.

UAS See-and-Avoid Strategy using a Fuzzy Logic Controller Optimized by Cross-Entropy in Scaling Factors and Membership Functions

This work aims to develop a novel Cross-Entropy (CE) optimization-based fuzzy controller for Unmanned Aerial Monocular Vision-IMU System (UAMVIS) to solve the seeand- avoid problem using its accurate autonomous localization information. The function of this fuzzy controller is regulating the heading of this system to avoid the obstacle, e.g. wall. In the Matlab Simulink-based training stages, the Scaling Factor (SF) is adjusted according to the specified task firstly, and then the Membership Function (MF) is tuned based on the optimized Scaling Factor to further improve the collison avoidance performance. After obtained the optimal SF and MF, 64% of rules has been reduced (from 125 rules to 45 rules), and a large number of real flight tests with a quadcopter have been done. The experimental results show that this approach precisely navigates the system to avoid the obstacle. To our best knowledge, this is the first work to present the optimized fuzzy controller for UAMVIS using Cross-Entropy method in Scaling Factors and Membership Functions optimization.

UAS See-and-Avoid Strategy using a Fuzzy Logic Controller Optimized by Cross-Entropy in Scaling Factors and Membership Functions.

This work aims to develop a novel Cross-Entropy (CE) optimization-based fuzzy controller for Unmanned Aerial Monocular Vision-IMU System (UAMVIS) to solve the seeand-avoid problem using its accurate autonomous localization information. The function of this fuzzy controller is regulating the heading of this system to avoid the obstacle, e.g. wall. In the Matlab Simulink-based training stages, the Scaling Factor (SF) is adjusted according to the specified task firstly, and then the Membership Function (MF) is tuned based on the optimized Scaling Factor to further improve the collison avoidance performance. After obtained the optimal SF and MF, 64% of rules has been reduced (from 125 rules to 45 rules), and a large number of real flight tests with a quadcopter have been done. The experimental results show that this approach precisely navigates the system to avoid the obstacle. To our best knowledge, this is the first work to present the optimized fuzzy controller for UAMVIS using Cross-Entropy method in Scaling Factors and Membership Functions optimization.

Heavy tails, importance sampling and cross-entropy

We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.

Unsupervised segmentation method for cuboidal cell nuclei in histological prostate images based on minimum cross entropy

This paper presents a novel segmentation method for cuboidal cell nuclei in images of prostate tissue stained with hematoxylin and eosin. The proposed method allows segmenting normal, hyperplastic and cancerous prostate images in three steps: pre-processing, segmentation of cuboidal cell nuclei and post-processing. The pre-processing step consists of applying contrast stretching to the red (R) channel to highlight the contrast of cuboidal cell nuclei. The aim of the second step is to apply global thresholding based on minimum cross entropy to generate a binary image with candidate regions for cuboidal cell nuclei. In the post-processing step, false positives are removed using the connected component method. The proposed segmentation method was applied to an image bank with 105 samples and measures of sensitivity, specificity and accuracy were compared with those provided by other segmentation approaches available in the specialized literature. The results are promising and demonstrate that the proposed method allows the segmentation of cuboidal cell nuclei with a mean accuracy of 97%. © 2013 Elsevier Ltd. All rights reserved.