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The Ethereal
A Simple Yet Efficient Rank One Update for Covariance Matrix Adaptation
October 11, 2017 ยท Declared Dead ยท ๐ arXiv.org
"No code URL or promise found in abstract"
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Authors
Zhenhua Li, Qingfu Zhang
arXiv ID
1710.03996
Category
cs.NE: Neural & Evolutionary
Citations
2
Venue
arXiv.org
Last Checked
4 months ago
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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