TY - GEN
T1 - A linear time natural evolution strategy for non-separable functions
AU - Sun, Yi
AU - Schaul, Tom
AU - Gomez, Faustino
AU - Schmidhuber, Jürgen
N1 - Generated from Scopus record by KAUST IRTS on 2022-09-14
PY - 2013/8/26
Y1 - 2013/8/26
N2 - We present a novel Natural Evolution Strategy (NES) variant, the Rank-One NES (R1-NES), which uses a low-rank approximation of the search distribution covariance matrix. The algorithm allows computation of the natural gradient with cost linear in the dimensionality of the parameter space, and excels in solving high-dimensional non-separable problems.
AB - We present a novel Natural Evolution Strategy (NES) variant, the Rank-One NES (R1-NES), which uses a low-rank approximation of the search distribution covariance matrix. The algorithm allows computation of the natural gradient with cost linear in the dimensionality of the parameter space, and excels in solving high-dimensional non-separable problems.
UR - https://dl.acm.org/doi/10.1145/2464576.2464608
UR - http://www.scopus.com/inward/record.url?scp=84882385794&partnerID=8YFLogxK
U2 - 10.1145/2464576.2464608
DO - 10.1145/2464576.2464608
M3 - Conference contribution
SN - 9781450319645
SP - 61
EP - 62
BT - GECCO 2013 - Proceedings of the 2013 Genetic and Evolutionary Computation Conference Companion
ER -