Adapting the Covariance Matrix in Evolution Strategies

Silja Meyer-Nieberg; Erik Kropat

Research.Publish.Connect.

*Please fill out at least one Field. *Value must be an number!

Title:
ISBN:
Year:
Acronym:
Subject:

Advanced Search Proceedings Search

If you're looking for an exact phrase use quotation marks on text fields.

*Please fill out at least one Field.

Title:
Author:
Affiliation:
Subject:

Advanced Search Papers Search

If you're looking for an exact phrase use quotation marks on text fields.

*Please fill out at least one Field.

Name:
Affiliation:
Country:
Conference:
Subject:

Advanced Search Authors Search

If you're looking for an exact phrase use quotation marks on text fields.

*Please fill out at least one Field.

Name:
Country:
Subject:

Advanced Search Affiliations Search

If you're looking for an exact phrase use quotation marks on text fields.

Proceedings

Proceedings Search *Please fill out at least one Field. *Value must be an number!

Title:
ISBN:
Year:
Acronym:
Subject:

Advanced Search Proceedings Search

If you're looking for an exact phrase use quotation marks on text fields.

Papers

Papers Search *Please fill out at least one Field.

Title:
Author:
Affiliation:
Subject:

Advanced Search Papers Search

If you're looking for an exact phrase use quotation marks on text fields.

Authors

Authors Search *Please fill out at least one Field.

Name:
Affiliation:
Country:
Conference:
Subject:

Advanced Search Authors Search

If you're looking for an exact phrase use quotation marks on text fields.

Advanced Search

Paper

Adapting the Covariance Matrix in Evolution Strategies

Topics: Optimization

In Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems ICORES - Volume 1, 89-99, 2014 , ESEO, Angers, Loire Valley, France

Authors: Silja Meyer-Nieberg and Erik Kropat

Affiliation: Universität der Bundeswehr München, Germany

Keyword(s): Evolutionary Algorithms, Continuous Optimization, Evolution Strategies, Covariance, Shrinkage.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Methodologies and Technologies ; Operational Research ; Optimization ; Symbolic Systems

Abstract: Evolution strategies belong to the best performing modern natural computing methods for continuous optimization. This paper addresses the covariance matrix adaptation which is central to the algorithm. Nearly all approaches so far consider the sample covariance as one of the main factors for the adaptation. However, as known from modern statistics, this estimate may be of poor quality in many cases. Unfortunately, these cases are encountered often in practical applications. This paper explores the use of different previously unexplored estimates.

CC BY-NC-ND 4.0

Guest: Register as new SciTePress user now for free.

SciTePress user: please login.

My Papers

You are not signed in, therefore limits apply to your IP address 18.116.8.110

In the current month:

Recent papers: 100 available of 100 total

2⁺ years older papers: 200 available of 200 total

Paper citation in several formats:

Meyer-Nieberg, S. and Kropat, E. (2014). Adapting the Covariance Matrix in Evolution Strategies. In Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - ICORES; ISBN 978-989-758-017-8; ISSN 2184-4372, SciTePress, pages 89-99. DOI: 10.5220/0004832300890099

@conference{icores14,
author={Silja Meyer{-}Nieberg. and Erik Kropat.},
title={Adapting the Covariance Matrix in Evolution Strategies},
booktitle={Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - ICORES},
year={2014},
pages={89-99},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004832300890099},
isbn={978-989-758-017-8},
issn={2184-4372},
}

TY - CONF

JO - Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - ICORES
TI - Adapting the Covariance Matrix in Evolution Strategies
SN - 978-989-758-017-8
IS - 2184-4372
AU - Meyer-Nieberg, S.
AU - Kropat, E.
PY - 2014
SP - 89
EP - 99
DO - 10.5220/0004832300890099
PB - SciTePress