Add 'Parameter Search Methods' (parameter-search cluster)
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# Parameter Search Methods
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*Parameter search* (in machine learning, *hyperparameter optimization*) is the
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problem of choosing values for a system's tunable parameters so as to optimize an
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objective that can only be measured by *running* the system — training a model,
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executing a simulation, or backtesting a trading strategy — and reading off a
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score. The objective is typically a black box: it is observed only through its
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output, with no gradient or analytic form available. [L]
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This wiki summarizes the main families of parameter-search methods and the
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property that most sharply distinguishes them: **how each trial depends on the
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results of earlier trials**.
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## The organizing axis: evaluation dependency
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Every search method proposes a sequence of *trial points* (parameter
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assignments), evaluates each, and keeps the best. Methods divide cleanly by
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whether a trial point may be chosen *using the outcomes of earlier trials*:
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- **Non-adaptive (open-loop).** The complete set of trial points is fixed
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*before any evaluation runs*. Evaluations are mutually independent. [L] This
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family is [Grid search](Grid-Search) and [Random search](Random-Search)
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(including quasi-random sampling).
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- **Adaptive (closed-loop).** Each new trial is chosen *from the results so far*.
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Evaluations form a dependency chain. [L] This family is
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[Adaptive search](Adaptive-Search): Bayesian optimization, evolutionary /
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genetic algorithms, and CMA-ES.
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This single axis governs three practical properties at once — sample efficiency,
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parallelizability, and overfitting risk — so it has its own page:
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[Evaluation dependency and parallelism](Evaluation-Dependency-and-Parallelism).
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```mermaid
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flowchart TD
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PS["Parameter search"] --> NA["Non-adaptive (open-loop)"]
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PS --> AD["Adaptive (closed-loop)"]
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NA --> GRID["Grid search"]
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NA --> RAND["Random search"]
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NA --> QR["Quasi-random / low-discrepancy"]
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AD --> BO["Bayesian optimization"]
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AD --> EV["Evolutionary / genetic"]
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AD --> CMA["CMA-ES"]
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```
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## Choosing a method
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There is no universally best optimizer: averaged over all possible problems, all
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search methods perform equally — the *No Free Lunch* theorem. [L] A method wins
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only by matching the structure of the problem at hand. The following are
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practitioner rules of thumb, not laws. [C]
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| Situation | Typical choice |
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|---|---|
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| Few parameters (about three or fewer), small known value sets | Grid search |
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| Many parameters, continuous ranges, fixed evaluation budget | Random / quasi-random search |
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| Few parameters actually matter, but which ones is unknown | Random search |
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| Each evaluation is very expensive; a larger budget is available | Bayesian optimization |
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| Continuous, rugged landscape, no usable gradient | CMA-ES / evolutionary |
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| A robust baseline before investing in an adaptive method | Random search |
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A recurring caution: more aggressive optimization is not always better. Adaptive
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methods that squeeze the best in-sample score are also the most prone to
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**overfitting** the evaluation data — see the discussion under
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[Adaptive search](Adaptive-Search). [C]
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## Pages
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- [Grid search](Grid-Search) — exhaustive enumeration of a value lattice.
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- [Random search](Random-Search) — independent sampling over declared ranges.
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- [Adaptive search](Adaptive-Search) — Bayesian, evolutionary, and CMA-ES.
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- [Evaluation dependency and parallelism](Evaluation-Dependency-and-Parallelism)
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— why the dependency structure decides parallelizability.
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## Claim legend
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- **[L]** law / exact — a definition, identity, or theorem that does not vary.
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- **[C]** convention — a practitioner rule of thumb that varies by context.
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- **[CORR]** corrected — a value fixed here against a common but wrong source.
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## References
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- Bergstra, J. & Bengio, Y. (2012). *Random Search for Hyper-Parameter
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Optimization.* Journal of Machine Learning Research, 13, 281–305.
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<https://jmlr.org/papers/v13/bergstra12a.html>
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- *Hyperparameter optimization.* Wikipedia.
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<https://en.wikipedia.org/wiki/Hyperparameter_optimization>
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- *No free lunch in search and optimization.* Wikipedia.
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<https://en.wikipedia.org/wiki/No_free_lunch_in_search_and_optimization>
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- *Walk forward optimization.* Wikipedia.
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<https://en.wikipedia.org/wiki/Walk_forward_optimization>
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