Related papers: Covariance Matrix Adaptation Evolution Strategy As…

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

The covariance matrix adaptation evolution strategy (CMA-ES) is an efficient continuous black-box optimization method. The CMA-ES possesses many attractive features, including invariance properties and a well-tuned default hyperparameter…

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is one of the most successful examples of a derandomized evolution strategy. However, it still relies on randomly sampling offspring, which can be done via a uniform distribution…

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

One of the most challenging types of ill-posedness in global optimization is the presence of insensitivity regions in design parameter space, so the identification of their shape will be crucial, if ill-posedness is irrecoverable. Such…

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…

The covariance matrix adaptive evolution strategy (CMA-ES) has been widely used in the field of 2D/3D registration in recent years. This optimization method exhibits exceptional robustness and usability for complex surgical scenarios.…

When the dimension of data is comparable to or larger than the number of data samples, Principal Components Analysis (PCA) may exhibit problematic high-dimensional noise. In this work, we propose an Empirical Bayes PCA method that reduces…

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Pre-training a diverse set of neural network controllers in simulation has enabled robots to adapt online to damage in robot locomotion tasks. However, finding diverse, high-performing controllers requires expensive network training and…

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, we observe that in a continuous action space, PPO can prematurely shrink the exploration variance, which leads to slow progress…

In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…