I would suggest you to check for Mediachase.Search.config in configs folder. Is the type for the indexer there 

<Indexers basePath="[appDataPath]\Quicksilver\SearchIndex">
<add name="catalog" type="EPiServer.Reference.Commerce.Site.Infrastructure.Indexing.CatalogIndexer, EPiServer.Reference.Commerce.Site" />
</Indexers>

correct and the assembly is in bin folder? 

Thanks Quan,

Actually I have this indexer:

<Indexers basePath="indexcontainer" connectionStringName="EPiServerAzureBlobs">
<add name="catalog" type="EPiServer.Commerce.FindSearchProvider.FindSearchIndexBuilder, EPiServer.Commerce.FindSearchProvider"/>
</Indexers>

That EPiServerAzureBlobs connection string is invalid on my local installations. What should it look like for a non-cloud deployment?

This is the full error from a migration attempt:

2018-02-11 13:38:18,705 [208] ERROR EPiServer.DataAbstraction.RuntimeModel.Internal.ContentTypeModelRegister: Detected change of type on property ResetPasswordPage on LoginPage. Converting existing content of type EPiServer.Core.PropertyPageReference to new backing type EPiServer.Core.PropertyContentReference is not possible without loss of data. No change is commited.
2018-02-11 13:38:18,713 [208] ERROR EPiServer.DataAbstraction.RuntimeModel.Internal.ContentTypeModelRegister: Detected change of type on property NotAMemberPage on LoginPage. Converting existing content of type EPiServer.Core.PropertyPageReference to new backing type EPiServer.Core.PropertyContentReference is not possible without loss of data. No change is commited.
2018-02-11 13:38:22,866 [485] ERROR EPiServer.Find.Commerce.FindCommerceInitializationModule: Could not apply catalog content conventions.
System.Reflection.ReflectionTypeLoadException: Unable to load one or more of the requested types. Retrieve the LoaderExceptions property for more information.
at System.Reflection.RuntimeModule.GetTypes(RuntimeModule module)
at System.Reflection.Assembly.GetTypes()
at EPiServer.Find.ClientConventions.NestedConventions.<>c__DisplayClass17_0.<MarkAllImplementationsAsNested>b__1(Assembly a)
at EPiServer.Find.Helpers.ListExtensions.ForEach[T](IEnumerable`1 value, Action`1 action)
at EPiServer.Find.ClientConventions.NestedConventions.MarkAllImplementationsAsNested(Type declaringType, String name)
at EPiServer.Find.Commerce.CatalogContentClientConventions.ApplyNestedConventions(NestedConventions nestedConventions)
at EPiServer.Find.Commerce.CatalogContentClientConventions.ApplyConventions(IClientConventions clientConventions)
at EPiServer.Find.Commerce.FindCommerceInitializationModule.Initialize(InitializationEngine context)
System.Reflection.ReflectionTypeLoadException: Unable to load one or more of the requested types. Retrieve the LoaderExceptions property for more information.
at System.Reflection.RuntimeModule.GetTypes(RuntimeModule module)
at System.Reflection.Assembly.GetTypes()
at EPiServer.Find.ClientConventions.NestedConventions.<>c__DisplayClass17_0.<MarkAllImplementationsAsNested>b__1(Assembly a)
at EPiServer.Find.Helpers.ListExtensions.ForEach[T](IEnumerable`1 value, Action`1 action)
at EPiServer.Find.ClientConventions.NestedConventions.MarkAllImplementationsAsNested(Type declaringType, String name)
at EPiServer.Find.Commerce.CatalogContentClientConventions.ApplyNestedConventions(NestedConventions nestedConventions)
at EPiServer.Find.Commerce.CatalogContentClientConventions.ApplyConventions(IClientConventions clientConventions)
at EPiServer.Find.Commerce.FindCommerceInitializationModule.Initialize(InitializationEngine context)
2018-02-11 13:38:26,762 [111] ERROR EPiServer.Commerce.Internal.Migration.MigrationProgressMessenger: Migrate indexing queue step has failed with exception 'System.NullReferenceException: Object reference not set to an instance of an object.
at Mediachase.Search.SearchManager.<CreateSearchIndexBuilders>d__15.MoveNext()
at System.Linq.Enumerable.WhereSelectEnumerableIterator`2.MoveNext()
at System.Linq.Buffer`1..ctor(IEnumerable`1 source)
at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source)
at EPiServer.Commerce.Internal.Migration.Steps.MigrateIndexingQueueStep.Execute(IProgressMessenger progressMessenger)'.

I don't think FindSearchProvider knows or cares about connectionStringName="EPiServerAzureBlobs", i.e. you can remove it in your local deployment. 

Is EPiServer.Commerce.FindSearchProvider.dll in the bin folder of your site? 

Migration completed.

Thanks Quan! Be nice if the error had been more forthcoming. I just had to add the nuget package for that DLL.