Sequential Covariance-Matrix Estimation with Application to Mitigating Catastrophic Forgetting.

Tomer Lancewicki Benjamin Goodrich Itamar Arel

Published in: ICMLA (2015)

Keyphrases

covariance matrix
covariance matrices
estimation error
mahalanobis distance
principal component analysis
sample size
geometrical interpretation
genetic algorithm
multi objective
upper bound
least squares
em algorithm
multivariate gaussian
cma es