Cross-entropy method: Difference between revisions

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Adding short description: "Monte Carlo method for importance sampling and optimization"
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{{Short description|Monte Carlo method for importance sampling and optimization}}
The '''cross-entropy''' ('''CE''') '''method''' is a [[Monte Carlo method|Monte Carlo]] method for [[importance sampling]] and [[Optimization (mathematics)|optimization]]. It is applicable to both [[Combinatorial optimization|combinatorial]] and [[Continuous optimization|continuous]] problems, with either a static or noisy objective.