Covariance Matrix Adaptation MAP-Annealing.
Matthew C. FontaineStefanos NikolaidisPublished in: GECCO (2023)
Keyphrases
- covariance matrix
- covariance matrices
- principal component analysis
- sample size
- positive definite
- geometrical interpretation
- maximum a posteriori
- gaussian mixture
- eigenvalues and eigenvectors
- multivariate gaussian
- mahalanobis distance
- objective function
- correlation matrix
- eigendecomposition
- simulated annealing
- transformation matrix
- pseudo inverse
- least squares
- feature space
- feature extraction
- cma es