Covariance matrix repairing in Gaussian based EDAs.
Weishan DongXin YaoPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- covariance matrix
- covariance matrices
- gaussian mixture
- evolutionary algorithm
- multivariate gaussian
- normal distribution
- estimation of distribution algorithms
- evolutionary computation
- continuous domains
- sample size
- principal component analysis
- mahalanobis distance
- positive definite
- geometrical interpretation
- genetic algorithm
- eigendecomposition
- gaussian distribution
- fitness function
- eigenvalues and eigenvectors
- optimization problems
- multi objective
- correlation matrix
- feature extraction
- feature subset selection
- evolution strategy
- objective function
- particle swarm optimization algorithm
- gaussian mixture model
- optimization algorithm
- distance measure
- symmetric matrix