Online variants of the cross-entropy method
Machine Learning
2008-01-15 v1
Abstract
The cross-entropy method is a simple but efficient method for global optimization. In this paper we provide two online variants of the basic CEM, together with a proof of convergence.
Cite
@article{arxiv.0801.1988,
title = {Online variants of the cross-entropy method},
author = {Istvan Szita and Andras Lorincz},
journal= {arXiv preprint arXiv:0801.1988},
year = {2008}
}
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8 pages
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