Online variants of the cross-entropy method
Autor: | Szita, Istvan, Lorincz, Andras |
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Rok vydání: | 2008 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | 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. Comment: 8 pages |
Databáze: | arXiv |
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