Related papers: Cross-Entropy Method Variants for Optimization

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…

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…

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…

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.…

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,…

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,…

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…

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 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…

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…

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…

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.

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…

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…

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…

Variable selection is an important problem in statistics and machine learning. Copula Entropy (CE) is a mathematical concept for measuring statistical independence and has been applied to variable selection recently. In this paper we…

Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities but they often fail in high dimension. In this paper, we…

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…

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…

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…