Sample Reuse in the Covariance Matrix Adaptation Evolution Strategy Based on Importance Sampling.
Shinichi ShirakawaYouhei AkimotoKazuki OuchiKouzou OharaPublished in: GECCO (2015)
Keyphrases
- cma es
- importance sampling
- evolution strategy
- covariance matrix
- sample size
- monte carlo
- evolutionary algorithm
- markov chain
- kalman filter
- differential evolution
- covariance matrices
- particle filter
- markov chain monte carlo
- particle filtering
- approximate inference
- principal component analysis
- genetic algorithm
- optimization methods
- particle swarm optimization algorithm
- object tracking
- posterior distribution
- gaussian process
- bayesian inference
- upper bound
- convergence rate
- objective function
- computer vision