sklearn.linear_model.OrthogonalMatchingPursuit

class sklearn.linear_model.OrthogonalMatchingPursuit(n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto')

Orthogonal Matching Pursuit model (OMP)

Parameters:

n_nonzero_coefs : int, optional

Desired number of non-zero entries in the solution. If None (by default) this value is set to 10% of n_features.

tol : float, optional

Maximum norm of the residual. If not None, overrides n_nonzero_coefs.

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.

precompute : {True, False, ‘auto’}, default ‘auto’

Whether to use a precomputed Gram and Xy matrix to speed up calculations. Improves performance when n_targets or n_samples is very large. Note that if you already have such matrices, you can pass them directly to the fit method.

Read more in the :ref:`User Guide <omp>`. :

Attributes:

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

parameter vector (w in the formula)

intercept_ : float or array, shape (n_targets,)

independent term in decision function.

n_iter_ : int or array-like

Number of active features across every target.

See also

orthogonal_mp, orthogonal_mp_gram, lars_path, Lars, LassoLars, decomposition.sparse_encode

Notes

Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with time-frequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 3397-3415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf)

This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the K-SVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report - CS Technion, April 2008. http://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.pdf

Methods

decision_function(*args, **kwargs)	DEPRECATED: and will be removed in 0.19.
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__(n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto')

decision_function(*args, **kwargs)

DEPRECATED: and will be removed in 0.19.

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,) or (n_samples, n_targets)

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) or (n_samples, n_outputs)

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 :

Examples using sklearn.linear_model.OrthogonalMatchingPursuit

Orthogonal Matching Pursuit