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Implement cross entropy methods #5

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anandtrex opened this issue Feb 28, 2017 · 3 comments
Closed

Implement cross entropy methods #5

anandtrex opened this issue Feb 28, 2017 · 3 comments
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@bohnstingl @franzscherr

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@anandtrex
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anandtrex commented Feb 28, 2017 •
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See work from Kroese and Rubenstein
@franzscherr franzscherr self-assigned this Mar 2, 2017
@bohnstingl bohnstingl self-assigned this Mar 3, 2017
@maharjun
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maharjun commented Mar 3, 2017

I found this interesting link of a tutorial of cross entropy methods. I particularly find the Fully Adaptive CE algorithm rather interesting. All in all it is quite an accessible and interesting read

CE Tutorial

@franzscherr
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This tutorial is indeed very useful. Next up would then be the fully adaptive (FACE) algorithm together with more distribution families like mixture of gaussians I think?

@anandtrex
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Merged #10 into master.

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