Active covariance matrix adaptation for the (1+1)-CMA-ES.
Dirk V. ArnoldNikolaus HansenPublished in: GECCO (2010)
Keyphrases
- cma es
- covariance matrix
- evolution strategy
- covariance matrices
- principal component analysis
- evolutionary algorithm
- sample size
- pseudo inverse
- mahalanobis distance
- geometrical interpretation
- eigendecomposition
- gaussian mixture
- genetic algorithm
- differential evolution
- symmetric matrix
- multi objective
- global optimization
- global search
- computationally expensive
- positive definite
- correlation matrix
- objective function
- particle swarm optimization algorithm
- least squares
- computational complexity
- face recognition