High-dimensional Bayesian Optimization via Covariance Matrix Adaptation Strategy.
Lam NgoHuong HaJeffrey ChanVu NguyenHongyu ZhangPublished in: Trans. Mach. Learn. Res. (2024)
Keyphrases
- covariance matrix
- high dimensional
- class conditional densities
- covariance matrices
- principal component analysis
- cma es
- dimensionality reduction
- evolution strategy
- low dimensional
- sample size
- eigenvalues and eigenvectors
- eigendecomposition
- pseudo inverse
- objective function
- mahalanobis distance
- optimization algorithm
- geometrical interpretation
- estimation error
- multivariate gaussian
- correlation matrix
- gaussian mixture
- positive definite
- data points
- feature space
- symmetric matrix
- parameter space
- vector space
- similarity search
- maximum likelihood
- optimization problems
- multi objective
- support vector