Methods, systems, and apparatus, including computer programs encoded on one or more computer storage devices, for receiving training data for predictive modeling and executing multiple processes simultaneously to generate multiple trained predictive models using the training data and training functions. After executing the processes for an initial runtime, a convergence status of each process is determined that indicates a likelihood that the training function being executed will converge on the training data. Based on the determination, training functions are identified that are not likely to converge and processes that are executing these training functions are terminated. After an ultimate runtime has expired, processes that are still executing training functions that have not yet converged are terminated. An effectiveness score is generated for each of the trained predictive models that were successfully generated and a trained predictive model is selected based on the effectiveness scores.