Maximum Likelihood-Based Online Adaptation of Hyper-Parameters in CMA-ES.
Ilya LoshchilovMarc SchoenauerMichèle SebagNikolaus HansenPublished in: PPSN (2014)
Keyphrases
- hyperparameters
- maximum likelihood
- model selection
- em algorithm
- cross validation
- maximum a posteriori
- variational bayes
- bayesian inference
- support vector
- closed form
- cma es
- gaussian process
- bayesian framework
- evolution strategy
- prior information
- incremental learning
- random sampling
- sample size
- noise level
- expectation maximization
- incomplete data
- missing values
- probabilistic model
- genetic algorithm
- machine learning
- higher order
- lower bound