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This paper discusses an alternative approach to parameter optimization of well-known prototype-based learning algorithms (minimizing an objective function via gradient search). The proposed approach considers a stochastic optimization called the cross entropy method (CE method). The CE method is used to tackle efficiently the initialization sensitiveness problem associated with the original generalized learning vector quantization (GLVQ) algorithm and its variants. Results presented in this paper indicate that the CE method can be successfully applied to this kind of problem on real-world data sets. As far as known by the authors, it is the first use of the CE method in prototype-based learning.