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Evolutionary algorithms / Matrices / Covariance and correlation / Algebra of random variables / Stochastic optimization / CMA-ES / Evolution strategy / Cholesky decomposition / Multivariate normal distribution / Algebra / Statistics / Mathematics


A Computational Efficient Covariance Matrix Update and a (1+1)-CMA for Evolution Strategies Christian Igel Thorsten Suttorp
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Document Date: 2011-08-26 07:00:39


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Seattle / Boston / /

Company

Oxford University Press / Prentice-Hall / John Wiley & Sons / /

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United States / /

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Engineering Laboratory Swiss Federal Institute of Technology / /

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elegant algorithm / search performance / singular value decomposition algorithm / candidate solution / outer product / continuous evolutionary algorithms / evolutionary algorithms / search space / precursor algorithms / search distribution / /

Organization

Evolution Strategies Christian Igel Thorsten Suttorp Nikolaus Hansen Institut / Swiss Federal Institute of Technology / Universitat / Germany Institut / Oxford University / /

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Thorsten Suttorp Nikolaus Hansen / Ai / Az / Christian Igel Thorsten Suttorp Nikolaus / /

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General / /

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Washington / /

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Natural Computing / /

Technology

continuous evolutionary algorithms / theoretically elegant algorithm / elegant algorithm / 1 Algorithm / introduced algorithms / singular value decomposition algorithm / recombination / Parallel Genetic Algorithm / precursor algorithms / two algorithms / /

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