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Related papers: The Differentiable Cross-Entropy Method

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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

Recent works in high-dimensional model-predictive control and model-based reinforcement learning with learned dynamics and reward models have resorted to population-based optimization methods, such as the Cross-Entropy Method (CEM), for…

Machine Learning · Computer Science 2020-04-21 Homanga Bharadhwaj , Kevin Xie , Florian Shkurti

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…

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

In this paper, a safe and learning-based control framework for model predictive control (MPC) is proposed to optimize nonlinear systems with a non-differentiable objective function under uncertain environmental disturbances. The control…

Robotics · Computer Science 2022-02-22 Lei Zheng , Rui Yang , Zhixuan Wu , Jiesen Pan , Hui Cheng

Current state-of-the-art model-based reinforcement learning algorithms use trajectory sampling methods, such as the Cross-Entropy Method (CEM), for planning in continuous control settings. These zeroth-order optimizers require sampling a…

Machine Learning · Computer Science 2021-12-16 Kevin Huang , Sahin Lale , Ugo Rosolia , Yuanyuan Shi , Anima Anandkumar

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

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

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

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

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 work deals with the solution of a non-convex optimization problem to enhance the performance of an energy harvesting device, which involves a nonlinear objective function and a discontinuous constraint. This optimization problem, which…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Americo Cunha

In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…

Machine Learning · Computer Science 2024-09-17 Kevin Li , Fulu Li

A mainstream type of current self-supervised learning methods pursues a general-purpose representation that can be well transferred to downstream tasks, typically by optimizing on a given pretext task such as instance discrimination. In…

Computer Vision and Pattern Recognition · Computer Science 2022-10-21 Xin Liu , Zhongdao Wang , Yali Li , Shengjin Wang

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

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

We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…

Machine Learning · Computer Science 2023-06-02 G. Bruno De Luca , Alice Gatti , Eva Silverstein

The Cross-Entropy Method (CEM) is a widely adopted trajectory optimizer in model-based reinforcement learning (MBRL), but its unimodal sampling strategy often leads to premature convergence in multimodal landscapes. In this work, we propose…

Machine Learning · Computer Science 2025-07-02 Yuliang Gu , Hongpeng Cao , Marco Caccamo , Naira Hovakimyan

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 paper studies the notion of computational entropy. Using techniques from convex optimization, we investigate the following problems: (a) Can we derandomize the computational entropy? More precisely, for the computational entropy, what…

Information Theory · Computer Science 2013-05-17 Maciej Skórski
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