A Computationally Efficient Limited Memory CMA-ES for Large Scale Optimization.
Ilya LoshchilovPublished in: CoRR (2014)
Keyphrases
- limited memory
- evolution strategy
- cma es
- computationally efficient
- real time
- covariance matrix
- memory space
- evolutionary algorithm
- sliding window
- data streams
- influence diagrams
- stream mining
- optimization problems
- quasi newton method
- genetic algorithm
- global optimization
- optimization algorithm
- optimization methods
- differential evolution
- computationally expensive
- feature selection
- optimization process
- global search
- dynamic programming
- multi objective
- decision making