Open AccessSparse Inverse Covariance Learning for CMA-ES with Graphical Lasso
Author(s) -
Konstantinos Varelas,
Anne Auger,
Nikolaus Hansen
Publication year - 2020
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - lasso (programming language) , covariance , computer science , inverse , artificial intelligence , graphical model , estimation of covariance matrices , pattern recognition (psychology) , algorithm , machine learning , mathematics , covariance matrix , statistics , geometry , world wide web