Emergent Mind
A Simple Yet Efficient Rank One Update for Covariance Matrix Adaptation
(1710.03996)
Published Oct 11, 2017
in
cs.NE
Abstract
In this paper, we propose an efficient approximated rank one update for covariance matrix adaptation evolution strategy (CMA-ES). It makes use of two evolution paths as simple as that of CMA-ES, while avoiding the computational matrix decomposition. We analyze the algorithms' properties and behaviors. We experimentally study the proposed algorithm's performances. It generally outperforms or performs competitively to the Cholesky CMA-ES.
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