Stochastic Methods For Optimization and Machine Learning
نویسنده
چکیده
In this project a stochastic method for general purpose optimization and machine learning is described. The method is derived from basic information-theoretic principles and generalizes the popular Cross Entropy method. The effectiveness of the method as a tool for statistical modeling and Monte Carlo simulation is demonstrated with an application to the problems of density estimation and data modeling.
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تاریخ انتشار 2005