Inventions, 2021 In measurement systems operating under various disturbances the probabilistic characteristics of measurement noises are usually known approximately. To improve the observation accuracy, a new approach to the Kalman’s filter adaptation is proposed.
Sergey Sokolov +2 more
doaj +1 more source
On the Impact of a Small Initial Population Size in the IPOP Active CMA-ES with Mirrored Mutations on the Noiseless BBOB Testbed [PDF]
, 2012 International audienceActive Covariance Matrix Adaptation and Mirrored Mutations have been independently proposed as improved variants of the well-known optimization algorithm Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for numerical ...
Auger, Anne +2 more
core +3 more sources
On the Impact of Active Covariance Matrix Adaptation in the CMA-ES With Mirrored Mutations and Small Initial Population Size on the Noiseless BBOB Testbed [PDF]
, 2012 International audienceMirrored mutations as well as active covariance matrix adaptation are two techniques that have been introduced into the well-known CMA-ES algorithm for numerical optimization.
Auger, Anne +2 more
core +4 more sources
Comparing Mirrored Mutations and Active Covariance Matrix Adaptation in the IPOP-CMA-ES on the Noiseless BBOB Testbed [PDF]
, 2012 International audienceThis paper investigates two variants of the well-known Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Active covariance matrix adaptation allows for negative weights in the covariance matrix update rule such that "bad ...
Auger, Anne +2 more
core +4 more sources
Energies, 2022 The increased penetration of renewables in power distribution networks has motivated significant interest in local energy systems. One of the main goals of local energy markets is to promote the participation of small consumers in energy transactions ...
Dharmesh Dabhi +4 more
doaj +1 more source
Experimental Comparisons of Derivative Free Optimization Algorithms [PDF]
, 2009 In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers (PSO) are ...
D.N. Wilke +9 more
core +4 more sources
Modified Genetic Algorithm of Global Extremum Search in Combination with Directional Methods
Известия Иркутского государственного университета: Серия "Математика", 2022 In the paper, the stochastic method of global extremum search is discussed, modified and tested. The method is based on normal distribution modeling and provides covariance matrix adaptation.
Dmitri Ovsyannikov +4 more
doaj +1 more source
A multi-tier adaptive grid algorithm for the evolutionary multi-objective optimisation of complex problems [PDF]
, 2016 The multi-tier Covariance Matrix Adaptation Pareto Archived Evolution Strategy (m-CMA-PAES) is an evolutionary multi-objective optimisation (EMO) algorithm for real-valued optimisation problems.
A Hatamlou +33 more
core +1 more source
Adaptive Thresholding for Sparse Covariance Matrix Estimation [PDF]
Journal of the American Statistical Association, 2011 In this paper we consider estimation of sparse covariance matrices and propose a thresholding procedure which is adaptive to the variability of individual entries. The estimators are fully data driven and enjoy excellent performance both theoretically and numerically.
Cai, T. Tony, Liu, Weidong
openaire +4 more sources
Mirrored Orthogonal Sampling for Covariance Matrix Adaptation Evolution Strategies
Evolutionary Computation, 2019 Generating more evenly distributed samples in high dimensional search spaces is the major purpose of the recently proposed mirrored sampling technique for evolution strategies. The diversity of the mutation samples is enlarged and the convergence rate is therefore improved by the mirrored sampling.
Wang, H. +2 more
openaire +4 more sources