title: Realworld parameter optimization
body: <p>I'm in the need to do parameter optimization for my latest research project. I have an algorithm which has currently 5 parameters (four double [0,1] and one nominal with 3 values). The algorithm uses those parameters to calculate some stuff and afterwards I calculate the Precision, Recall &amp; FMeasure. A single run takes about 1,8s. Currently I'm going through each parameter with a 0.1 step size which shows me approximately where the global maxima is. But I want to find the precise global maximum. I've looked into Gradient Descent but I don't really know how to apply this to my algorithm (if it's even possible). Could anybody please guide me a little how I would implement such an algorithm since I'm very new to this kind of work.</p>
  
  <p>Cheers,
  Daniel</p>