@inproceedings{db6f742a87854eb08f0fa97c290b8838,
title = "Online model selection for restricted covariance matrix adaptation",
abstract = "We focus on a variant of covariance matrix adaptation evolution strategy (CMA-ES) with a restricted covariance matrix model, namely VkD-CMA, which is aimed at reducing the internal time complexity and the adaptation time in terms of function evaluations. We tackle the shortage of the VkD-CMA—the model of the restricted covariance matrices needs to be selected beforehand. We propose a novel mechanism to adapt the model online in the VkD-CMA. It eliminates the need for advance model selection and leads to a performance competitive with or even better than the algorithm with a nearly optimal but fixed model.",
author = "Youhei Akimoto and Nikolaus Hansen",
note = "Publisher Copyright: {\textcopyright} Springer International Publishing AG 2016.; 14th International Conference on Parallel Problem Solving from Nature, PPSN 2016 ; Conference date: 17-09-2016 Through 21-09-2016",
year = "2016",
month = jan,
day = "1",
doi = "10.1007/978-3-319-45823-6\_1",
language = "English",
isbn = "9783319458229",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "3--13",
editor = "Emma Hart and Ben Paechter and Julia Handl and Manuel L{\'o}pez-Ib{\'a}{\~n}ez and Lewis, \{Peter R.\} and Gabriela Ochoa",
booktitle = "Parallel Problem Solving from Nature - 14th International Conference, PPSN 2016, Proceedings",
}