Comparing mirrored mutations and active covariance matrix adaptation in the IPOP-CMA-ES on the noiseless BBOB testbed.
Dimo BrockhoffAnne AugerNikolaus HansenPublished in: GECCO (Companion) (2012)
Keyphrases
- cma es
- covariance matrix
- evolution strategy
- covariance matrices
- evolutionary algorithm
- principal component analysis
- mahalanobis distance
- sample size
- gaussian mixture
- positive definite
- eigenvalues and eigenvectors
- geometrical interpretation
- differential evolution
- neural network
- eigendecomposition
- pseudo inverse
- objective function
- estimation error
- symmetric matrix
- linear programming
- optimization problems
- search space
- search algorithm
- correlation matrix