Talk:Cross-entropy method

For the arg max on line 3 of the Generic CE algorithm pseudocode, what is u? Should the u instead be v?

That is, should

$\backslash mathop\{\backslash textrm\{argmax\}\}\_\{\backslash mathbf\{v\}\}\; \backslash frac\{1\}\{N\}\; \backslash sum\_\{i=1\}^N\; H(\backslash mathbf\{X\}\_i)\backslash frac\{f(\backslash mathbf\{X\}\_i;\backslash mathbf\{u\})\}\{f(\backslash mathbf\{X\}\_i;\backslash mathbf\{v\}^\{(t-1)\})\}\; \backslash log\; f(\backslash mathbf\{X\}\_i;\backslash mathbf\{v\})$

be changed to

$\backslash mathop\{\backslash textrm\{argmax\}\}\_\{\backslash mathbf\{v\}\}\; \backslash frac\{1\}\{N\}\; \backslash sum\_\{i=1\}^N\; H(\backslash mathbf\{X\}\_i)\backslash frac\{f(\backslash mathbf\{X\}\_i;\backslash mathbf\{v\})\}\{f(\backslash mathbf\{X\}\_i;\backslash mathbf\{v\}^\{(t-1)\})\}\; \backslash log\; f(\backslash mathbf\{X\}\_i;\backslash mathbf\{v\})$

--Tekhnofiend (talk) 14:54, 2 April 2008 (UTC)

I can't believe that the pseudo-code is efficient; finding the optimal choice of the sampled points, i.e., the maximal one, seems much easier than sorting the array of all sampled points, yet the pseudo-code does the sort instead of finding the maximum.

--Allandon (talk) 15:09, 6 April 2011 (UTC)

@Allndon What is it your objection? You sounded like making a personal comment, not an objective constructive suggestion,

This is a well-established technique with sound peer-review references. I am removing the banner.

mcyp (talk) 01:01, 27 November 2017 (UTC)