CoMABO: Covariance Matrix Adaptation for Bayesian Optimization.
Hsiang-Yu KuChe-Rung LeePublished in: BigData (2023)
Keyphrases
- covariance matrix
- class conditional densities
- covariance matrices
- cma es
- principal component analysis
- sample size
- evolution strategy
- geometrical interpretation
- mahalanobis distance
- optimization algorithm
- positive definite
- correlation matrix
- objective function
- maximum likelihood
- multivariate gaussian
- eigendecomposition
- gaussian mixture
- global optimization
- bayesian networks
- optimization methods
- optimization problems
- transformation matrix
- pseudo inverse
- optimization method
- symmetric matrix
- estimation error
- machine learning
- np hard
- evolutionary algorithm
- image segmentation