image For the past couple of years I’ve been primarily involved with engineering models used in search engines.  At times I’ve run into situations where a model I’m using or developing has some parameters that need to be set.  For example, a model might have a parameter that is a threshold on a number of times a keyword will be counted before we decide that additional occurrences are probably spam (and, yes, I’m talking about BM25 here).  And, at times, either the cost function I would like to use to set the parameters is not differentiable (yeah, I’m thinking about DCG), or I’m perfectly happy to use a quick and dirty method.  So I end up going with a direct search algorithm.  Here’s what I’ve learned (and haven’t forgotten)…

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