Self-adaptive surrogate-assisted covariance matrix adaptation evolution strategy.
Ilya LoshchilovMarc SchoenauerMichèle SebagPublished in: GECCO (2012)
Keyphrases
- cma es
- evolution strategy
- covariance matrix
- evolutionary algorithm
- covariance matrices
- differential evolution
- mahalanobis distance
- principal component analysis
- genetic operators
- sample size
- particle swarm optimization algorithm
- pseudo inverse
- correlation matrix
- eigenvalues and eigenvectors
- genetic algorithm
- machine learning
- similarity measure
- multivariate gaussian
- geometrical interpretation
- class conditional densities
- global search
- gaussian mixture
- estimation error
- optimization methods
- genetic programming
- multi objective