PPO-CMA: Proximal Policy Optimization with Covariance Matrix Adaptation.
Perttu HämäläinenAmin BabadiXiaoxiao MaJaakko LehtinenPublished in: MLSP (2020)
Keyphrases
- covariance matrix
- cma es
- covariance matrices
- evolution strategy
- principal component analysis
- sample size
- positive definite
- pseudo inverse
- correlation matrix
- mahalanobis distance
- gaussian mixture
- eigenvalues and eigenvectors
- optimization problems
- geometrical interpretation
- optimization algorithm
- optimization process
- objective function
- multivariate gaussian
- class conditional densities
- transformation matrix
- eigendecomposition
- estimation error
- step size
- evolutionary algorithm
- global optimization
- optimization method
- linear programming