+1 This is how I solved for the optimal parameter: instead of inverting the matrix, which is memory-heavy and computationally expensive, I used the solve functi

+1 This is how I solved for the optimal parameter: instead of inverting the matrix, which is memory-heavy and computationally expensive, I used the solve function from scipy.linalg. I looked into numpy and scipy methods for symmetry and sparsity, but my kernel matrix is still too dense.