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CROSS-ENTROPY METHOD [1 record]

Record 1 2025-03-25

English

Subject field(s)
  • Probability (Statistics)
  • Artificial Intelligence
CONT

The cross-entropy method(CEM) is a probabilistic optimization technique that iteratively fits an initial distribution to elite samples. The method uses importance sampling, which introduces a proposal distribution over rare events to sample from then re-weights the posterior likelihood by the likelihood ratio of the true distribution... over the proposal distribution. The idea is to artificially make failure events less rare under the newly fit proposal distribution.

French

Domaine(s)
  • Probabilités (Statistique)
  • Intelligence artificielle
CONT

La méthode de l'entropie croisée est une méthode générique récente d'estimation d'événements rares, adaptable à des problèmes d'optimisation. Elle se base sur un algorithme probabiliste dans lequel des densités de probabilités évoluent pour converger vers une densité fournissant un ensemble contenant la ou les solutions optimales. Cette méthode utilise donc une population de solutions à chaque itération, population générée selon des densités de probabilité.

Spanish

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