A Tutorial on the Cross-Entropy Method
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Annals OR
دوره 134 شماره
صفحات -
تاریخ انتشار 2005