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: 1441919406

ISBN-13: 9781441919403

Pub. Date: 11/30/2013

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.

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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:
9781441919403
Publisher:
Springer New York
Publication date:
11/30/2013
Series:
Information Science and Statistics Series
Edition description:
Softcover reprint of hardcover 1st ed. 2004
Pages:
301
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

1 Preliminaries.- 2 A Tutorial Introduction to the Cross-Entropy Method.- 3 Efficient Simulation via Cross-Entropy.- 4 Combinatorial Optimization via Cross-Entropy.- 5 Continuous Optimization and Modifications.- 6 Noisy Optimization with CE.- 7 Applications of CE to COPs.- 8 Applications of CE to Machine Learning.- A Example Programs.- A.1 Rare Event Simulation.- A.2 The Max-Cut Problem.- A.3 Continuous Optimization via the Normal Distribution.- A.4 FACE.- A.5 Rosenbrock.- A.6 Beta Updating.- A.7 Banana Data.- References.

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