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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

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 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

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

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

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

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 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

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

Deep neuroevolution and deep reinforcement learning (deep RL) algorithms are two popular approaches to policy search. The former is widely applicable and rather stable, but suffers from low sample efficiency. By contrast, the latter is more…

Machine Learning · Computer Science 2019-02-12 Aloïs Pourchot , Olivier Sigaud

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

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

Entropy Minimization (EM) is beneficial to reducing class overlap, bridging domain gap, and restricting uncertainty for various tasks in machine learning, yet its potential is limited. To study the internal mechanism of EM, we reformulate…

Machine Learning · Computer Science 2025-11-06 Jing Ma , Hanlin Li , Xiang Xiang

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 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…

Computation · Statistics 2013-10-15 Z. I. Botev , A. Ridder , L. Rojas-Nandayapa

In practical applications of regression analysis, it is not uncommon to encounter a multitude of values for each attribute. In such a situation, the univariate distribution, which is typically Gaussian, is suboptimal because the mean may be…

Computer Vision and Pattern Recognition · Computer Science 2025-04-11 Krzysztof Byrski , Jacek Tabor , Przemysław Spurek , Marcin Mazur

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

Traditional empirical risk minimization (ERM) for semantic segmentation can disproportionately advantage or disadvantage certain target classes in favor of an (unfair but) improved overall performance. Inspired by the recently introduced…

Computer Vision and Pattern Recognition · Computer Science 2021-03-29 Attila Szabo , Hadi Jamali-Rad , Siva-Datta Mannava

Reinforcement learning (RL) enables an agent interacting with an unknown MDP $M$ to optimise its behaviour by observing transitions sampled from $M$. A natural entity that emerges in the agent's reasoning is $\widehat{M}$, the maximum…

Machine Learning · Computer Science 2025-02-24 Shivaram Kalyanakrishnan , Sheel Shah , Santhosh Kumar Guguloth
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