Idiomatic Python code can be faster than naive C/C++ code. The secret is to offload hot paths outside pure Python. Most such things are written that way already: you do not try to optimize the internal loop for a matrix multiplication in pure Python, you call numpy.dot() instead (pytorch if GPUs can help).

Otherwise, optimizing code in Python is the same as in any other language eg

http://scipy-lectures.org/advanced/optimizing/

https://scikit-learn.org/stable/developers/performance.html