The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning / Edition 1 by Reuven Y. Rubinstein, Dirk P. Kroese | | 9780387212401 | Hardcover | Barnes & Noble
The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning / Edition 1

The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning / Edition 1

by Reuven Y. Rubinstein, Dirk P. Kroese
     
 

ISBN-10: 038721240X

ISBN-13: 9780387212401

Pub. Date: 07/28/2004

Publisher: Springer New York

Rubinstein is the pioneer of the well-known score function and cross-entropy methods.

Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.

Overview

Rubinstein is the pioneer of the well-known score function and cross-entropy methods.

Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.

Product Details

ISBN-13:
9780387212401
Publisher:
Springer New York
Publication date:
07/28/2004
Series:
Information Science and Statistics Series
Edition description:
2004
Pages:
301
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

Preliminaries
• A Tutorial Introduction to the Cross-Entropy Method
• Efficient Simulation via Cross-Entropy * Combinatorial Optimization via Cross-Entropy
• Continuous Optimization and Modifications
• Noisy Optimization with CE *Applications of CE to COPs
• Applications of CE to Machine Learning *Appendix: Example Programs

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