A More Efficient Rank-one Covariance Matrix Update for Evolution Strategies.
Oswin KrauseChristian IgelPublished in: FOGA (2015)
Keyphrases
- covariance matrix
- evolution strategy
- cma es
- covariance matrices
- evolutionary algorithm
- principal component analysis
- differential evolution
- mahalanobis distance
- objective function
- feature selection
- pseudo inverse
- class conditional densities
- geometrical interpretation
- positive definite
- gaussian mixture
- optimization methods
- sample size
- optimization algorithm
- global search
- eigenvalues and eigenvectors
- search algorithm
- feature extraction
- genetic algorithm