CMA-ES with optimal covariance update and storage complexity

Keyphrases

• Cholesky Factor 50%
• Covariance 100%
• Covariance Matrix 66%
• Covariance Matrix Adaptation Evolution Strategy (CMA-ES) 100%
• Derivative-free Optimization 16%
• Machine Learning 16%
• Matrix Updates 16%
• Memory Requirements 16%
• Minimal Memory 16%
• Monte Carlo Method 16%
• Multivariate Gaussian Distribution 16%
• Numerical Stability 16%
• Quadratic Time 16%
• Square Root 16%
• Update Mechanism 16%
• Value Function 16%

Mathematics

• Complexity Space 10%
• Function Value 10%
• Square Root of a Matrix 10%

Computer Science

• Derivative-Free Optimization 10%