We address a new learning problem where the goal is to build a predictive model that minimizes prediction time (the time taken to make a prediction) subject to a constraint on model accuracy. Our solution is a generic framework that leverages existing data mining algorithms without requiring any modifications to these algorithms. We show a first application of our framework to a combustion simulation problem. Our experimental evaluation shows significant improvements over existing methods; prediction time typically is improved by a factor between 2 and 6.