Projection-Based Restricted Covariance Matrix Adaptation for High Dimension.
Youhei AkimotoNikolaus HansenPublished in: GECCO (2016)
Keyphrases
- covariance matrix
- high dimension
- small sample
- sample size
- real valued
- covariance matrices
- principal component analysis
- feature space
- input space
- feature selection
- high dimensional
- eigenvalues and eigenvectors
- geometrical interpretation
- correlation matrix
- high dimensional data
- support vector machine
- neural network
- multivariate gaussian
- objective function
- dimensionality reduction
- worst case
- probability distribution