Evolutionary Bilevel Optimization Based on Covariance Matrix Adaptation.
Xiaoyu HeYuren ZhouZefeng ChenPublished in: IEEE Trans. Evol. Comput. (2019)
Keyphrases
- covariance matrix
- covariance matrices
- cma es
- principal component analysis
- sample size
- gaussian mixture
- optimization algorithm
- geometrical interpretation
- optimization problems
- mahalanobis distance
- objective function
- positive definite
- multivariate gaussian
- genetic algorithm
- eigendecomposition
- correlation matrix
- eigenvalues and eigenvectors
- optimization process
- linear programming
- symmetric matrix
- transformation matrix
- pseudo inverse
- global optimization
- face recognition
- estimation error
- computer vision