A Fast and Simple Evolution Strategy with Covariance Matrix Estimation.
Oliver KramerPublished in: ESANN (2022)
Keyphrases
- cma es
- covariance matrix
- evolution strategy
- evolutionary algorithm
- estimation error
- covariance matrices
- differential evolution
- principal component analysis
- sample size
- positive definite
- gaussian mixture
- candidate solutions
- eigendecomposition
- optimization problems
- multivariate gaussian
- optimal solution
- convergence rate
- mahalanobis distance
- mahalanobis metric
- global search
- optimization methods
- machine learning
- genetic programming
- cost function
- lower bound
- face recognition
- computer vision