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Using a modified parallel tempering approach, we solve a constrained optimization that maximizes approximation quality while strictly staying within a user-prescribed performance budget. The results are multi-pass filters where each pass computes a weighted sum of bilinearly interpolated sparse image samples, exploiting hardware acceleration on the GPU. We systematically decompose the target filter into a series of sparse convolutions, trying to find good trade-offs between approximation quality and performance. Since our sparse filters are linear and translation-invariant, they do not exhibit the aliasing and temporal coherence issues that often appear in filters working on image pyramids. We show several applications, ranging from simple Gaussian or box blurs to the emulation of sophisticated Bokeh effects with user-provided masks. Our filters achieve high performance as well as high quality, often providing significant speed-up at acceptable quality even for separable filters. 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