Fast Covariance Matrix Adaptation for Large-Scale Black-Box Optimization.
Zhenhua LiQingfu ZhangXi LinHui-Ling ZhenPublished in: IEEE Trans. Cybern. (2020)
Keyphrases
- black box
- covariance matrix
- cma es
- covariance matrices
- evolution strategy
- black boxes
- principal component analysis
- candidate solutions
- sample size
- white box
- positive definite
- objective function
- correlation matrix
- mahalanobis distance
- test cases
- multivariate gaussian
- optimization problems
- eigenvalues and eigenvectors
- optimization process
- eigendecomposition
- optimization algorithm
- pseudo inverse
- gaussian mixture
- training data
- integration testing
- geometrical interpretation
- machine learning
- neural network
- symmetric matrix
- particle swarm optimization
- maximum likelihood estimation
- global optimization