A CMA-ES with Multiplicative Covariance Matrix Updates.
Oswin KrauseTobias GlasmachersPublished in: GECCO (2015)
Keyphrases
- cma es
- covariance matrix
- evolution strategy
- covariance matrices
- principal component analysis
- sample size
- evolutionary algorithm
- positive definite
- mahalanobis distance
- objective function
- eigenvalues and eigenvectors
- correlation matrix
- gaussian mixture
- eigendecomposition
- pseudo inverse
- geometrical interpretation
- class conditional densities
- multivariate gaussian
- global search
- candidate solutions
- estimation error
- differential evolution
- computer vision