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Variational quantum-classical hybrid algorithms are seen as a promising strategy for solving practical problems on quantum computers in the near term. While this approach reduces the number of qubits and operations required from the quantum machine, it places a heavy load on a classical optimizer. While often under-appreciated, the latter is a computationally hard task due to the barren plateau phenomenon in parameterized quantum circuits. The absence of guiding features like gradients renders conventional optimization strategies ineffective as the number of qubits increases. Here, we introduce the fast-and-slow algorithm, which uses Bayesian Learning to identify a promising region in parameter space. This is used to initialize a fast local optimizer to find the global optimum point efficiently. We illustrate the effectiveness of this method on the Bars-and-Stripes (BAS) quantum generative model, which has been studied on several quantum hardware platforms. Our results move variational quantum algorithms closer to their envisioned applications in quantum chemistry, combinatorial optimization, and quantum simulation problems.