Efficient Covariance Matrix Update for Variable Metric Evolution Strategies

Suttorp et al. "Efficient Covariance Matrix Update for Variable Metric Evolution Strategies." Machine Learning, 2009. doi:10.1007/S10994-009-5102-1

[Suttorp et al. "Efficient Covariance Matrix Update for Variable Metric Evolution Strategies." Machine Learning, 2009.](https://mlanthology.org/mlj/2009/suttorp2009mlj-efficient/) doi:10.1007/S10994-009-5102-1

@article{suttorp2009mlj-efficient,
  title     = {{Efficient Covariance Matrix Update for Variable Metric Evolution Strategies}},
  author    = {Suttorp, Thorsten and Hansen, Nikolaus and Igel, Christian},
  journal   = {Machine Learning},
  year      = {2009},
  pages     = {167-197},
  doi       = {10.1007/S10994-009-5102-1},
  volume    = {75},
  url       = {https://mlanthology.org/mlj/2009/suttorp2009mlj-efficient/}
}