A More Efficient Rank-one Covariance Matrix Update for Evolution Strategies

DOI10.1145/2725494.2725496zbMath1360.62273OpenAlexW2036922316MaRDI QIDQ2981893

Oswin Krause, Christian Igel

Publication date: 10 May 2017

Published in: Proceedings of the 2015 ACM Conference on Foundations of Genetic Algorithms XIII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2725494.2725496

zbMATH Keywords

Cholesky factorizationrank-one updatecovariance matrix adaptationCMA-ES

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Direct numerical methods for linear systems and matrix inversion (65F05) Randomized algorithms (68W20)

Related Items (2)

Posterior exploration based sequential Monte Carlo for global optimization ⋮ Variable metric evolution strategies by mutation matrix adaptation

Cites Work

• Approximating fixation probabilities in the generalized Moran process
• On the fixation probability of superstars
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