Cross-Entropy Method

Name: Cross-Entropy Method
Brand: Springer-Verlag New York Inc.
SKU: 9780387212401
Price: 188.15 EUR
Availability: InStock

A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning

Автор: Reuven Y. Rubinstein, Dirk P. Kroese

Език:

Корици: С твърди корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад в ограничено количество

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188.15 € 367.99 лв

The cross-entropy (CE) method is one of the most significant developments in stochastic optimization...

Информация за книгата

Автор

Reuven Y. Rubinstein, Dirk P. Kroese

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2004

страници

301

EAN

9780387212401

ISBN

038721240X

Enbook ID

01380946

Издател

Springer-Verlag New York Inc.

Теглоt

640

Размери

164 x 244 x 22

Пълно описание

The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. The CE method involves an iterative procedure where each iteration can be broken down into two phases: (a) generate a random data sample (trajectories, vectors, etc.) according to a specified mechanism; (b) update the parameters of the random mechanism based on this data in order to produce a "better" sample in the next iteration. The simplicity and versatility of the method is illustrated via a diverse collection of optimization and estimation problems.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.

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Cross-Entropy Method

A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning

Информация за книгата

Пълно описание

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Клиенти, които купиха тази книга, купиха също