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A more efficient rank-one covariance matrix update for evolution strategies
Oswin Krause
,
Christian Igel
Department of Computer Science
11
Citations (Scopus)
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Keyphrases
Rank-one
100%
Matrix Updates
100%
Cholesky Factor
75%
Minimal Memory
25%
Continuous Optimization
25%
Rank-one Update
25%
Iterative Update
25%
Runtime Improvement
25%
Memory Reduction
25%
Variable Metric
25%
Stable Algorithm
25%
Numerical Mathematics
25%
Mathematics
Covariance Matrix
100%
Systems of Linear Equation
20%
Search Space
20%
Factorization
20%
Numerical Analysis
20%
Linear Transformation
20%
Covariance
20%
Gaussian Distribution
20%
Triangular Matrix
20%