Add 'Parameter Search Methods' (parameter-search cluster)

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# Parameter Search Methods
*Parameter search* (in machine learning, *hyperparameter optimization*) is the
problem of choosing values for a system's tunable parameters so as to optimize an
objective that can only be measured by *running* the system — training a model,
executing a simulation, or backtesting a trading strategy — and reading off a
score. The objective is typically a black box: it is observed only through its
output, with no gradient or analytic form available. [L]
This wiki summarizes the main families of parameter-search methods and the
property that most sharply distinguishes them: **how each trial depends on the
results of earlier trials**.
## The organizing axis: evaluation dependency
Every search method proposes a sequence of *trial points* (parameter
assignments), evaluates each, and keeps the best. Methods divide cleanly by
whether a trial point may be chosen *using the outcomes of earlier trials*:
- **Non-adaptive (open-loop).** The complete set of trial points is fixed
*before any evaluation runs*. Evaluations are mutually independent. [L] This
family is [Grid search](Grid-Search) and [Random search](Random-Search)
(including quasi-random sampling).
- **Adaptive (closed-loop).** Each new trial is chosen *from the results so far*.
Evaluations form a dependency chain. [L] This family is
[Adaptive search](Adaptive-Search): Bayesian optimization, evolutionary /
genetic algorithms, and CMA-ES.
This single axis governs three practical properties at once — sample efficiency,
parallelizability, and overfitting risk — so it has its own page:
[Evaluation dependency and parallelism](Evaluation-Dependency-and-Parallelism).
```mermaid
flowchart TD
PS["Parameter search"] --> NA["Non-adaptive (open-loop)"]
PS --> AD["Adaptive (closed-loop)"]
NA --> GRID["Grid search"]
NA --> RAND["Random search"]
NA --> QR["Quasi-random / low-discrepancy"]
AD --> BO["Bayesian optimization"]
AD --> EV["Evolutionary / genetic"]
AD --> CMA["CMA-ES"]
```
## Choosing a method
There is no universally best optimizer: averaged over all possible problems, all
search methods perform equally — the *No Free Lunch* theorem. [L] A method wins
only by matching the structure of the problem at hand. The following are
practitioner rules of thumb, not laws. [C]
| Situation | Typical choice |
|---|---|
| Few parameters (about three or fewer), small known value sets | Grid search |
| Many parameters, continuous ranges, fixed evaluation budget | Random / quasi-random search |
| Few parameters actually matter, but which ones is unknown | Random search |
| Each evaluation is very expensive; a larger budget is available | Bayesian optimization |
| Continuous, rugged landscape, no usable gradient | CMA-ES / evolutionary |
| A robust baseline before investing in an adaptive method | Random search |
A recurring caution: more aggressive optimization is not always better. Adaptive
methods that squeeze the best in-sample score are also the most prone to
**overfitting** the evaluation data — see the discussion under
[Adaptive search](Adaptive-Search). [C]
## Pages
- [Grid search](Grid-Search) — exhaustive enumeration of a value lattice.
- [Random search](Random-Search) — independent sampling over declared ranges.
- [Adaptive search](Adaptive-Search) — Bayesian, evolutionary, and CMA-ES.
- [Evaluation dependency and parallelism](Evaluation-Dependency-and-Parallelism)
— why the dependency structure decides parallelizability.
## Claim legend
- **[L]** law / exact — a definition, identity, or theorem that does not vary.
- **[C]** convention — a practitioner rule of thumb that varies by context.
- **[CORR]** corrected — a value fixed here against a common but wrong source.
## References
- Bergstra, J. & Bengio, Y. (2012). *Random Search for Hyper-Parameter
Optimization.* Journal of Machine Learning Research, 13, 281305.
<https://jmlr.org/papers/v13/bergstra12a.html>
- *Hyperparameter optimization.* Wikipedia.
<https://en.wikipedia.org/wiki/Hyperparameter_optimization>
- *No free lunch in search and optimization.* Wikipedia.
<https://en.wikipedia.org/wiki/No_free_lunch_in_search_and_optimization>
- *Walk forward optimization.* Wikipedia.
<https://en.wikipedia.org/wiki/Walk_forward_optimization>