Note: This library is still in the early phases of development.

CEM is an Elixir framework for applying the cross-entropy method to continuous and discrete optimization problems.

This library caters specifically to problems where the probability distribution for generating candidate solutions belongs to the exponential family. This is not a very restrictive limitation, since a wide range of problems can be solved using either normal or Bernoulli random variables.

A separate repo contains livebooks that demonstrate usage examples and setups for certain classes of optimization problems.