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Toward a Matrix-Free Covariance Matrix Adaptation Evolution Strategy
IEEE Transactions on Evolutionary Computation, 2020In this paper, we discuss a method for generating new individuals such that their mean vector and the covariance matrix are defined by formulas analogous to the covariance matrix adaptation evolution strategy (CMA-ES). In contrast to CMA-ES, which generates new individuals using multivariate Gaussian distribution with an explicitly defined covariance ...
Jaroslaw Arabas, Dariusz Jagodzinski
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