We present new theoretical convergence results on the Cross-Entropy method for discrete optimization. Our primary contribution is to show that a popular implementation of the Cross-Entropy method converges, and finds an optimal solution with probability arbitrarily close to 1. We also give necessary conditions and sufficient conditions under which an optimal solution is generated eventually wit...

The cross-entropy method is a versatile heuristic tool for solving difficult estimation and optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an optimization method it unifies many existing populationbased optimization heuristics. In this chapter we show how the cross-entropy method can be applied to a diverse range of combinatorial, continuous, and noisy opti...

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the mo...

The paper provides a critical analysis of the debate on the foundations of Computer Ethics (CE). Starting from a discussion of Moor’s classic interpretation of the need for CE caused by a policy and conceptual vacuum, five positions in the literature are identified and discussed: the “no resolution approach”, according to which CE can have no foundation; the professional approach, according to ...

The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an optimal importance sampling density within a wider semiparametric class of distributions. We show that this semiparametric version of the Cross Entropy method...

In this paper, a rapid adaptive pedestrian detection method based on cascade classifier with ternary pattern is proposed. The proposed method achieves its goal by employing the following three new strategies: (1) A method for adjusting the key parameters of the trained cascade classifier dynamically for detecting pedestrians in unseen scenes using only a small amount of labeled data from the ne...

For playing the game of Tetris well, training a controller by the cross-entropy method seems to be a viable way (Szita and Lőrincz, 2006; Thiery and Scherrer, 2009). We consider this method to tune an evaluation-based one-piece controller as suggested by Szita and Lőrincz and we introduce some improvements. In this context, we discuss the influence of the noise, and we perform experiments with ...

I this paper, we propose a fast adaptive importance sampling method for the efficient simulation of buffer overflow probabilities in queueing networks. The method comprises three stages. First, we estimate the minimum cross-entropy tilting parameter for a small buffer level; next, we use this as a starting value for the estimation of the optimal tilting parameter for the actual (large) buffer l...

Workgroup assignment problems commonly appear in various settings including international business schools. Especially if diverse people, like students, need to be divided into workgroups one may seek environments where diversity is fostered by generating heterogeneous workgroups. We study a problem of workgroups diversity maximization, i.e., the problem of building workgroups with the goal of ...

This paper addresses the problem of scheduling activities in projects with stochastic activity durations. The aim is to determine for each activity a gate—a time before it the activity cannot begin. Setting these gates is analogous to setting inventory levels in the news vendor problem. The resources required for each activity are scheduled to arrive according to its gate. Since activities’ dur...