— Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs). In this paper, we analyze continuous EDAs and show that they don’t always work ...
Multivariate Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs), and covariance matrix plays the essential role in guiding the evolution...
This paper extends the Boltzmann Selection, a method in EDA with theoretical importance, from discrete domain to the continuous one. The difficulty of estimating the exact Boltzma...
Abstract. Evolution Strategies, Evolutionary Algorithms based on Gaussian mutation and deterministic selection, are today considered the best choice as far as parameter optimizatio...
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...