sklearn.linear_model.OrthogonalMatchingPursuitCV

class sklearn.linear_model.OrthogonalMatchingPursuitCV(copy=True, fit_intercept=True, normalize=True, max_iter=None, cv=None, n_jobs=1, verbose=False)

Cross-validated Orthogonal Mathching Pursuit model (OMP)

Parameters:

copy : bool, optional

Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway.

fit_intercept : boolean, optional

whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).

normalize : boolean, optional

If False, the regressors X are assumed to be already normalized.

max_iter : integer, optional

Maximum numbers of iterations to perform, therefore maximum features to include. 10% of n_features but at least 5 if available.

cv : cross-validation generator, optional

see sklearn.cross_validation. If None is passed, default to a 5-fold strategy

n_jobs : integer, optional

Number of CPUs to use during the cross validation. If -1, use all the CPUs

verbose : boolean or integer, optional

Sets the verbosity amount

Attributes:

`intercept_` : float or array, shape (n_targets,)

Independent term in decision function.

`coef_` : array, shape (n_features,) or (n_features, n_targets)

Parameter vector (w in the problem formulation).

`n_nonzero_coefs_` : int

Estimated number of non-zero coefficients giving the best mean squared error over the cross-validation folds.

See also

orthogonal_mp, orthogonal_mp_gram, lars_path, Lars, LassoLars, OrthogonalMatchingPursuit, LarsCV, LassoLarsCV, decomposition.sparse_encode

Methods

decision_function(X)	Decision function of the linear model.
fit(X, y)	Fit the model using X, y as training data.
get_params([deep])	Get parameters for this estimator.
predict(X)	Predict using the linear model
score(X, y[, sample_weight])	Returns the coefficient of determination R^2 of the prediction.
set_params(**params)	Set the parameters of this estimator.

__init__(copy=True, fit_intercept=True, normalize=True, max_iter=None, cv=None, n_jobs=1, verbose=False)

decision_function(X)

Decision function of the linear model.

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features)

Samples.

Returns:

C : array, shape = (n_samples,)

Returns predicted values.

fit(X, y)

Fit the model using X, y as training data.

Parameters:

X : array-like, shape [n_samples, n_features]

Training data.

y : array-like, shape [n_samples]

Target values.

Returns:

self : object

returns an instance of self.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deep: boolean, optional :

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

predict(X)

Predict using the linear model

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features)

Samples.

Returns:

C : array, shape = (n_samples,)

Returns predicted values.

score(X, y, sample_weight=None)

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the regression sum of squares ((y_true - y_pred) ** 2).sum() and v is the residual sum of squares ((y_true - y_true.mean()) ** 2).sum(). Best possible score is 1.0, lower values are worse.

Parameters:

X : array-like, shape = (n_samples, n_features)

Test samples.

y : array-like, shape = (n_samples,)

True values for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.

Returns:

score : float

R^2 of self.predict(X) wrt. y.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:self :