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Answers for “迭代阈值 $\gamma_i$ 是如何定义的,交叉熵循环何时停止?”

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The iteration threshold γi\gamma_i is defined as the empirical (1−p)(1-p)-quantile of the current batch of samples drawn from the proposal distribution. The loop stops when this threshold γi\gamma_i is greater than or equal to the target rare-event threshold γ\gamma.

Conditions: Samples are drawn from the current proposal distribution.; The elite fraction parameter pp is set to 0.05.; The target threshold is γ=5\gamma=5.