Covariance Matrix Adaptation for Multiobjective Multiarmed Bandits.
Madalina M. DruganPublished in: IEEE Trans. Neural Networks Learn. Syst. (2019)
Keyphrases
- covariance matrix
- multi objective
- objective function
- evolutionary algorithm
- covariance matrices
- optimization algorithm
- multiobjective optimization
- multi objective optimization
- principal component analysis
- sample size
- genetic algorithm
- positive definite
- nsga ii
- particle swarm optimization
- mahalanobis distance
- correlation matrix
- geometrical interpretation
- pseudo inverse
- gaussian mixture
- eigenvalues and eigenvectors
- multivariate gaussian
- image segmentation
- eigendecomposition
- cma es
- neural network
- class conditional densities
- feature extraction
- upper bound
- estimation error
- optimization problems
- optimization method