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Covariance Matrix Estimation

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Machine Learning for Evolution Strategies

Part of the book series: Studies in Big Data ((SBD,volume 20))

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Abstract

Covariance matrix estimation allows the adaptation of Gaussian-based mutation operators to local solution space characteristics.

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Authors and Affiliations

  1. Informatik, Universität Oldenburg, Oldenburg, Germany

    Oliver Kramer

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  1. Oliver Kramer
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Correspondence to Oliver Kramer .

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Kramer, O. (2016). Covariance Matrix Estimation. In: Machine Learning for Evolution Strategies. Studies in Big Data, vol 20. Springer, Cham. https://doi.org/10.1007/978-3-319-33383-0_3

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  • DOI: https://doi.org/10.1007/978-3-319-33383-0_3

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-33381-6

  • Online ISBN: 978-3-319-33383-0

  • eBook Packages: EngineeringEngineering (R0)

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