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The cross-entropy (CE) method is a popular stochastic method for optimization due to its simplicity and effectiveness. Designed for rare-event simulations where the probability of a target event occurring is relatively small, the CE-method…

Machine Learning · Computer Science 2020-09-22 Robert J. Moss

The cross-entropy (CE) method is simple and versatile technique for optimization, based on Kullback-Leibler (or cross-entropy) minimization. The method can be applied to a wide range of optimization tasks, including continuous, discrete,…

Computation · Statistics 2015-03-09 Tim Benham , Qibin Duan , Dirk P. Kroese , Benoit Liquet

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is used as a Search step by the MADS algorithm. The result of…

Optimization and Control · Mathematics 2023-08-15 Charles Audet , Romain Couderc , Jean Bigeon

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…

Computation · Statistics 2020-02-05 Patrick Héas

The study considers the usage of a probabilistic optimization method called Cross-Entropy (CE). This is the version of the Monte Carlo method created by Reuven Rubinstein (1997). It was developed in the context of determining rare events.…

Optimization and Control · Mathematics 2021-04-15 Maria Katarzyna Stachowiak , Krzysztof Józef Szajowski

The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by means of a family of probabilistic models. The method has…

Optimization and Control · Mathematics 2007-06-13 Frederic Dambreville

This letter considers optimizing user association in a heterogeneous network via utility maximization, which is a combinatorial optimization problem due to integer constraints. Different from existing solutions based on convex optimization,…

Information Theory · Computer Science 2018-06-12 Xietian Huang , Wei Xu , Guo Xie , Shi Jin , Xiaohu You

The Improved Cross-Entropy (ICE) method is a powerful tool for estimating failure probabilities in reliability analysis. Its core idea is to approximate the optimal importance-sampling density by minimizing the forward Kullback-Leibler…

Numerical Analysis · Mathematics 2025-09-10 Zhiwei Gao , George Karniadakis

We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…

Machine Learning · Computer Science 2020-08-18 Brandon Amos , Denis Yarats

Trajectory optimizers for model-based reinforcement learning, such as the Cross-Entropy Method (CEM), can yield compelling results even in high-dimensional control tasks and sparse-reward environments. However, their sampling inefficiency…

In this paper, we provide a new algorithm for the problem of prediction in Reinforcement Learning, \emph{i.e.}, estimating the Value Function of a Markov Reward Process (MRP) using the linear function approximation architecture, with memory…

Systems and Control · Computer Science 2016-09-30 Ajin George Joseph , Shalabh Bhatnagar

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.

Machine Learning · Computer Science 2008-01-15 Istvan Szita , Andras Lorincz

Cross-entropy (CE) is the default training loss for supervised classification, but its sample efficiency is limited when labels are scarce. Existing remedies primarily act on the data side, via augmentation, synthesis, or transfer from…

Machine Learning · Computer Science 2026-05-12 Qipeng Zhan , Zhuoping Zhou , Li Shen

In this work we present a new method of black-box optimization and constraint satisfaction. Existing algorithms that have attempted to solve this problem are unable to consider multiple modes, and are not able to adapt to changes in…

Machine Learning · Computer Science 2020-02-19 Kourosh Hakhamaneshi , Keertana Settaluri , Pieter Abbeel , Vladimir Stojanovic

Scalability issue plays a crucial role in productionizing modern recommender systems. Even lightweight architectures may suffer from high computational overload due to intermediate calculations, limiting their practicality in real-world…

Information Retrieval · Computer Science 2024-12-03 Gleb Mezentsev , Danil Gusak , Ivan Oseledets , Evgeny Frolov

Cross-Entropy Method (CEM) is commonly used for planning in model-based reinforcement learning (MBRL) where a centralized approach is typically utilized to update the sampling distribution based on only the top-$k$ operation's results on…

Machine Learning · Computer Science 2022-12-19 Zichen Zhang , Jun Jin , Martin Jagersand , Jun Luo , Dale Schuurmans

Cross-entropy method model predictive control (CEM--MPC) is a powerful gradient-free technique for nonlinear optimal control, but its performance is often limited by the reliance on random sampling. This conventional approach can lead to…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Markus Walker , Daniel Frisch , Uwe D. Hanebeck

Optical Character Recognition (OCR) is fundamental to Vision-Language Models (VLMs) and high-quality data generation for LLM training. Yet, despite progress in average OCR accuracy, state-of-the-art VLMs still struggle with detecting…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Yulong Zhang , Tianyi Liang , Xinyue Huang , Erfei Cui , Guoqing Wang , Xu Guo , Chenhui Li , Gongshen Liu

Cross Entropy (CE) has an important role in machine learning and, in particular, in neural networks. It is commonly used in neural networks as the cost between the known distribution of the label and the Softmax/Sigmoid output. In this…

Machine Learning · Computer Science 2020-07-17 Ron Shoham , Haim Permuter

Loss functions play a central role in supervised classification. Cross-entropy (CE) is widely used, whereas the mean absolute error (MAE) loss can offer robustness but is difficult to optimize. Interpolating between the CE and MAE losses,…

Machine Learning · Statistics 2026-04-29 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez , Anqi Liu
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