Variance Reduction for Evolution Strategies via Structured Control Variates.

Yunhao Tang Krzysztof Choromanski Alp Kucukelbir

Published in: CoRR (2019)

Keyphrases

evolution strategy
variance reduction
evolutionary algorithm
sample size
monte carlo
gradient estimation
differential evolution
genetic algorithm
neural network
optimization methods
training set
semi supervised
importance sampling
bias variance decomposition