Im using a grid search but time complexity is too large

I’m using a grid search to solve a pair returns multivariate optimization problem but the time complexity is too large. How can I approach solving this issue?(i don't think its continuous you could correct me if I’m wrong)





Much thanks

Namaste.

Hi Jane,



If your grid search algorithm is taking too much time to solve the pair returns multivariate optimization problem, then you can try to optimise the hyperparameters or try parallelization to speed up the process.



Another way to reduce the time complexity of a grid search algorithm is to reduce the search space. You can do this by limiting the range of the parameters you're optimizing over or by decreasing the resolution of the grid. Please note, reducing the search space can also lead to suboptimal results.



Thanks,

Rushda