期刊
ANNALS OF OPERATIONS RESEARCH
卷 134, 期 1, 页码 19-67出版社
SPRINGER
DOI: 10.1007/s10479-005-5724-z
关键词
cross-entropy method; Monte-Carlo simulation; randomized optimization; machine learning; rare events
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据