How to Speed-Up Hyperparameter Optimization?

Ensure that you set the “n_jobs” argument to the number of cores on your machine.

After that, more suggestions include:

  • Evaluate on a smaller sample of your dataset.
  • Explore a smaller search space.
  • Use fewer repeats and/or folds for cross-validation.
  • Execute the search on a faster machine, such as AWS EC2.
  • Use an alternate model that is faster to evaluate.