Toward a Matrix-Free Covariance Matrix Adaptation Evolution Strategy.
Jaroslaw ArabasDariusz JagodzinskiPublished in: IEEE Trans. Evol. Comput. (2020)
Keyphrases
- covariance matrix
- cma es
- evolution strategy
- positive definite
- covariance matrices
- eigenvalues and eigenvectors
- pseudo inverse
- principal component analysis
- sample size
- symmetric matrix
- evolutionary algorithm
- eigendecomposition
- correlation matrix
- multivariate gaussian
- geometrical interpretation
- gaussian mixture
- transformation matrix
- objective function
- mahalanobis distance
- laplacian matrix
- singular value decomposition
- differential evolution
- computer vision
- computational complexity
- upper bound