People waste a lot of time if don't know the proper way of dealing with machine learning problem. Here is a very good and quick rule of thumb by Andrew Ng that can rescue any machine learning trainer if he/she is not getting improvement in model.
First check whether model is suffering from 'High Bias' or 'High Variation' then try any of the following method to fix the issue. It is useful to plot a learning curve to understand if there is a high bias or high variance problem.
Thanks Andrew Ng,