Path Integral Policy Improvement with Covariance Matrix Adaptation
Freek StulpOlivier SigaudPublished in: CoRR (2012)
Keyphrases
- covariance matrix
- covariance matrices
- sample size
- principal component analysis
- correlation matrix
- positive definite
- mahalanobis distance
- pseudo inverse
- gaussian mixture
- geometrical interpretation
- eigendecomposition
- shortest path
- objective function
- estimation error
- multivariate gaussian
- eigenvalues and eigenvectors
- multivariate normal
- mahalanobis metric
- principal components
- symmetric matrix
- upper bound