E-Book, Englisch, 301 Seiten, eBook
Rubinstein / Kroese The Cross-Entropy Method
2004
ISBN: 978-1-4757-4321-0
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
E-Book, Englisch, 301 Seiten, eBook
Reihe: Information Science and Statistics
ISBN: 978-1-4757-4321-0
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.




