The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning
by
Rubinstein, Reuven Y.
Title
:
The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning
Author
:
Rubinstein, Reuven Y.
ISBN
:
9780387212401
Personal Author
:
Rubinstein, Reuven Y.
Publication Information
:
New York : Springer, 2004.
Physical Description
:
xx, 300 p. ; 24 cm.
Series
:
Information science and statistics
Series Title
:
Information science and statistics
Contents
:
1. Preliminaries -- 2. A tutorial introduction to the cross-entropy method -- 3. Efficient simulation via cross-entropy -- 4. Combinatorial optimization via cross-entropy -- 5. Continuous optimization and modifications -- 6. Noisy optimization with CE -- 7. Applications of CE to COPs -- 8. Applications of CE to machine learning.
Abstract
:
"The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms."--BOOK JACKET.
Subject Term
:
Cross-entropy method.
Combinatorial optimization.
Monte Carlo method.
Machine learning.
Added Author
:
Kroese, Dirk P.
| Library | Material Type | Item Barcode | Shelf Number | Copy | Status |
|---|
| IIEMSA | 1:GEN-BOOK | 33168020366023 | 519.64 R896C 2004 | 1 | On-Shelf Student |