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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

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…

We propose the Linearly Adaptive Cross Entropy Loss function. This is a novel measure derived from the information theory. In comparison to the standard cross entropy loss function, the proposed one has an additional term that depends on…

Machine Learning · Computer Science 2025-07-16 Jae Wan Shim

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

Scalability is a major challenge in modern recommender systems. In sequential recommendations, full Cross-Entropy (CE) loss achieves state-of-the-art recommendation quality but consumes excessive GPU memory with large item catalogs,…

Information Retrieval · Computer Science 2024-08-15 Danil Gusak , Gleb Mezentsev , Ivan Oseledets , Evgeny Frolov

The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…

Probability · Mathematics 2013-05-15 Hui Wang , Xiang Zhou

We introduce Multi-Frame Cross-Entropy training (MFCE) for convolutional neural network acoustic models. Recognizing that similar to RNNs, CNNs are in nature sequence models that take variable length inputs, we propose to take as input to…

Audio and Speech Processing · Electrical Eng. & Systems 2019-08-01 Tom Sercu , Neil Mallinar

Sequence-to-Sequence (Seq2Seq) models have achieved encouraging performance on the dialogue response generation task. However, existing Seq2Seq-based response generation methods suffer from a low-diversity problem: they frequently generate…

Information Retrieval · Computer Science 2019-02-26 Shaojie Jiang , Pengjie Ren , Christof Monz , Maarten de Rijke

Model calibration aims to align confidence with prediction correctness. The Cross-Entropy (CE) loss is widely used for calibrator training, which enforces the model to increase confidence on the ground truth class. However, we find the CE…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Yuchi Liu , Lei Wang , Yuli Zou , James Zou , Liang Zheng

Recent end-to-end deep neural networks for disparity regression have achieved the state-of-the-art performance. However, many well-acknowledged specific properties of disparity estimation are omitted in these deep learning algorithms.…

Computer Vision and Pattern Recognition · Computer Science 2020-05-29 Yang Chen , Zongqing Lu , Xuechen Zhang , Lei Chen , Qingmin Liao

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

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

Cross-entropy (CE) loss is the de-facto standard for training deep neural networks to perform classification. However, CE-trained deep neural networks struggle with robustness and generalisation issues. To alleviate these issues, we propose…

Machine Learning · Computer Science 2025-01-22 Michael W. Spratling , Heiko H. Schütt

Multiclass neural network classifiers are typically trained using cross-entropy loss but evaluated using metrics derived from the confusion matrix, such as Accuracy, $F_\beta$-Score, and Matthews Correlation Coefficient. This mismatch…

Machine Learning · Computer Science 2025-05-27 Deyuan Li , Taesoo Daniel Lee , Marynel Vázquez , Nathan Tsoi

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

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

Traditionally artificial neural networks (ANNs) are trained by minimizing the cross-entropy between a provided groundtruth delta distribution (encoded as one-hot vector) and the ANN's predictive softmax distribution. It seems, however,…

Computer Vision and Pattern Recognition · Computer Science 2018-12-31 Pooran Singh Negi , David chan , Mohammad Mahoor

The ensemble of deep neural networks has been shown, both theoretically and empirically, to improve generalization accuracy on the unseen test set. However, the high training cost hinders its efficiency since we need a sufficient number of…

Machine Learning · Computer Science 2021-12-28 Wentao Zhang , Jiawei Jiang , Yingxia Shao , Bin Cui

Standard cross-entropy is the default classification loss across virtually all of machine learning, yet it treats all misclassifications equally, ignoring the semantic distances that a class hierarchy encodes. We propose Hierarchy-Aware…

Machine Learning · Computer Science 2026-05-08 April Chan , Davide D'Ascenzo , Sebastiano Cultrera di Montesano

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