Efficient covariance matrix update for variable metric evolution strategies.
Thorsten SuttorpNikolaus HansenChristian IgelPublished in: Mach. Learn. (2009)
Keyphrases
- evolution strategy
- cma es
- covariance matrix
- evolutionary algorithm
- mahalanobis distance
- covariance matrices
- mahalanobis metric
- differential evolution
- estimation error
- positive definite
- genetic algorithm
- sample size
- optimization methods
- principal component analysis
- riemannian manifolds
- multivariate gaussian
- eigenvalues and eigenvectors
- particle swarm optimization algorithm
- probabilistic model
- dynamic programming
- multi objective
- eigendecomposition
- geometrical interpretation
- image processing
- computer vision