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If you are building large-scale systems that take weeks or months to train, you are at a point where you shouldn't care about this. Throw more compute at the problem, it will pay for itself.

If we are talking days or hours: start parameter search on Friday and return best parameters on Monday.

Do research and iteration on heavily subsampled datasets.

If you are building models for yourself, or for Kaggle, you may care in as much as your laptop gets uncomfortably hot.