Training deep neural networks requires an exorbitant amount of computation resources, including a heterogeneous mix of GPU and CPU devices. It is critical to place operations in a neural network on these devices in an optimal way, so that the training process can complete within the shortest amount of time. The state-of-the-art uses reinforcement learning to learn placement skills by repeatedly performing Monte-Carlo experiments. However, due to its equal treatment of placement samples, we argue that there remains ample room for significant improvements. In this paper, we propose a new joint learning algorithm, called Post, that integrates cross-entropy minimization and proximal policy optimization to achieve theoretically guaranteed optimal efficiency. In order to incorporate the cross-entropy method as a sampling technique, we propose to represent placements using discrete probability distributions, which allows us to estimate an optimal probability mass by maximal likelihood estimation, a powerful tool with the best possible efficiency. We have implemented Post in the Google Cloud platform, and our extensive experiments with several popular neural network training benchmarks have demonstrated clear evidence of superior performance: with the same amount of learning time, it leads to placements that have training times up to 63.7% shorter over the state-of-the-art.