相关论文: Covariance Matrix Adaptation Evolution Strategy As…

We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…

Recently, optimization has become an emerging tool for neuroscientists to study neural code. In the visual system, neurons respond to images with graded and noisy responses. Image patterns eliciting highest responses are diagnostic of the…

Scalability of evolutionary algorithms refers to assessing how their performance changes as problem size increases. In the area of multi-objective optimisation, research on the scalability of multi-objective evolutionary algorithms (MOEAs)…

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Principal Component Analysis (PCA) is a widely used method for dimensionality reduction, but it often overlooks fairness, especially when working with data that includes demographic characteristics. This can lead to biased representations…

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

Principal component analysis (PCA) is arguably the most widely used dimension-reduction method for vector-type data. When applied to a sample of images, PCA requires vectorization of the image data, which in turn entails solving an…

One of the most promising applications of near-term quantum computing is the simulation of quantum systems, a classically intractable task. Quantum simulation requires computationally expensive matrix exponentiation; Trotter-Suzuki…

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has been the most successful Evolution Strategy at exploiting covariance information; it uses a form of Principle Component Analysis which, under certain conditions, is suggested…

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

Principal Component Analysis is a key technique for reducing the complexity of high-dimensional data while preserving its fundamental data structure, ensuring models remain stable and interpretable. This is achieved by transforming the…

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…

A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is…

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…

We extend the scope of differential machine learning and introduce a new breed of supervised principal component analysis to reduce dimensionality of Derivatives problems. Applications include the specification and calibration of pricing…

Matrix factor models have been growing popular dimension reduction tools for large-dimensional matrix time series. However, the heteroscedasticity of the idiosyncratic components has barely received any attention. Starting from the pseudo…