An Efficient Elitist Covariance Matrix Adaptation for Continuous Local Search in High Dimension.
Zhenhua LiJingda DengWeifeng GaoQingfu ZhangHai-Lin LiuPublished in: CEC (2019)
Keyphrases
- covariance matrix
- high dimension
- cma es
- evolution strategy
- covariance matrices
- sample size
- small sample
- real valued
- principal component analysis
- evolutionary algorithm
- high dimensional
- search algorithm
- feature selection
- geometrical interpretation
- input space
- candidate solutions
- feature space
- high dimensional data
- genetic algorithm
- low dimensional
- dimensionality reduction
- support vector machine
- feature extraction
- optimal solution
- correlation matrix
- differential evolution
- simulated annealing
- model selection
- global search
- feature vectors
- search space
- training data
- convergence speed
- parameter estimation
- computer vision
- neural network