A Dynamic Partial Update for Covariance Matrix Adaptation.

Hiroki Shimizu Masashi Toyoda

Published in: GECCO Companion (2023)

Keyphrases

covariance matrix
covariance matrices
principal component analysis
sample size
gaussian mixture
positive definite
eigendecomposition
geometrical interpretation
relative entropy
mahalanobis distance
correlation matrix
objective function
estimation error
pseudo inverse
mahalanobis metric