You may connect with other expats in Hungary forums to find out about your options. Another option is to connect with your embassy's services as many put out a newsletter with listings of new classes. Hotels and hostels can also offer great information about local classes for adults. If you are looking for yoga, Pilates, or gym classes, then your best bet is to contact the local gyms and get a schedule of their current classes.
For further information, see our article on language courses in Budapest.