Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies.
Youhei AkimotoNikolaus HansenPublished in: Evol. Comput. (2020)
Keyphrases
- evolution strategy
- covariance matrix
- cma es
- evolutionary algorithm
- covariance matrices
- differential evolution
- genetic algorithm
- principal component analysis
- sample size
- mahalanobis distance
- gaussian mixture
- positive definite
- correlation matrix
- multivariate gaussian
- geometrical interpretation
- particle swarm optimization algorithm
- objective function
- pseudo inverse
- eigenvalues and eigenvectors
- global search
- eigendecomposition
- optimization problems
- machine learning
- candidate solutions
- image processing
- optimization method
- computer vision
- vector space
- fitness function
- model selection
- particle swarm optimization
- linear programming
- simulated annealing
- multi objective