A Local Search for Numerical Optimisation Based on Covariance Matrix Diagonalisation.
Ferrante NeriShahin RostamiPublished in: EvoApplications (2020)
Keyphrases
- covariance matrix
- cma es
- genetic algorithm
- covariance matrices
- evolution strategy
- principal component analysis
- search algorithm
- sample size
- positive definite
- geometrical interpretation
- mahalanobis distance
- multivariate gaussian
- multivariate normal
- pseudo inverse
- correlation matrix
- estimation error
- eigendecomposition
- transformation matrix
- simulated annealing
- search space
- image processing
- global search
- principal components
- eigenvalues and eigenvectors
- computer vision