diff --git a/dlib/cuda/cudnn_dlibapi.cpp b/dlib/cuda/cudnn_dlibapi.cpp
index 6cc3718f8..73e4ea0da 100644
--- a/dlib/cuda/cudnn_dlibapi.cpp
+++ b/dlib/cuda/cudnn_dlibapi.cpp
@@ -8,6 +8,8 @@
 #include "cudnn_dlibapi.h"
 #include "tensor.h"
 #include <cudnn.h>
+#include <tuple>
+#include <map>
 #include <iostream>
 #include <string>
 #include <vector>
@@ -782,6 +784,22 @@ namespace dlib
             const tensor_descriptor& dest_desc
         ) 
         {
+            // Calling the cuDNN "find the best algorithm" functions are really slow.  So we keep a
+            // cache that tells us what method was best for a particular configuration.
+            thread_local std::map<std::tuple<int,int,int,int,long,long>,
+                                  std::tuple<int,int,int>> config_to_algo_cache;
+
+            // If we have already found good algorithms for this setting then just pull them from
+            // the cache.
+            const auto cache_key = std::make_tuple(stride_y, stride_x, padding_y, padding_x, filters_nr, filters_nc);
+            const auto iter = config_to_algo_cache.find(cache_key);
+            if (iter != config_to_algo_cache.end())
+            {
+                std::tie(forward_algo, backward_data_algo, backward_filters_algo) = iter->second;
+                return;
+            }
+
+
             // Pick which forward algorithm we will use and allocate the necessary
             // workspace buffer.
             cudnnConvolutionFwdAlgo_t forward_best_algo;
@@ -902,6 +920,10 @@ namespace dlib
                 backward_filters_best_algo = CUDNN_CONVOLUTION_BWD_FILTER_ALGO_0;
             }
             backward_filters_algo = backward_filters_best_algo;
+
+
+            // Save this algorithm selection in the cache
+            config_to_algo_cache[cache_key] = std::make_tuple(forward_algo, backward_data_algo, backward_filters_algo);
         }
 
         void tensor_conv::
@@ -916,7 +938,12 @@ namespace dlib
         {
             DLIB_CASSERT(data.k() == filters.k());
 
-            const bool non_data_params_unchanged = 
+            // if the last call to setup gave the same exact settings then don't do
+            // anything.
+            if (data_num_samples == data.num_samples() &&
+                data_k == data.k() &&
+                data_nr == data.nr() &&
+                data_nc == data.nc() &&
                 stride_y_ == stride_y && 
                 stride_x_ == stride_x &&
                 padding_y_ == padding_y && 
@@ -924,15 +951,7 @@ namespace dlib
                 filters_num_samples == filters.num_samples() &&
                 filters_k == filters.k() &&
                 filters_nr == filters.nr() &&
-                filters_nc == filters.nc();
-
-            // if the last call to setup gave the same exact settings then don't do
-            // anything.
-            if (non_data_params_unchanged &&
-                data_num_samples == data.num_samples() &&
-                data_k == data.k() &&
-                data_nr == data.nr() &&
-                data_nc == data.nc()
+                filters_nc == filters.nc()
             )
             {
                 return;
@@ -995,16 +1014,7 @@ namespace dlib
                 tensor_descriptor dest_desc;
                 dest_desc.set_size(out_num_samples,out_k,out_nr,out_nc);
 
-                // Ask cuDNN what algorithms are best to use.  We always do this on the first call
-                // to setup().  Then if something other than the size of the input tensor changes we
-                // also ask cuDNN what to use.  Note that in newer versions of cuDNN, asking for the
-                // best algorithm is a relatively slow thing.  So it's important we don't do it
-                // unnecessarily.
-                if (!selected_algos || !non_data_params_unchanged)
-                {
-                    selected_algos = true;
-                    select_best_algorithms(data, dest_desc);
-                }
+                select_best_algorithms(data, dest_desc);
 
                 CHECK_CUDNN(cudnnGetConvolutionForwardWorkspaceSize( 
                         context(),
diff --git a/dlib/cuda/cudnn_dlibapi.h b/dlib/cuda/cudnn_dlibapi.h
index 3dbff2214..d39599a07 100644
--- a/dlib/cuda/cudnn_dlibapi.h
+++ b/dlib/cuda/cudnn_dlibapi.h
@@ -233,8 +233,6 @@ namespace dlib
             int forward_algo;
             int backward_data_algo;
             int backward_filters_algo;
-            // true if select_best_algorithms has been called at least once.
-            bool selected_algos = false;
 
             size_t forward_workspace_size_in_bytes;
             size_t backward_data_workspace_size_in_bytes;