Fork me on GitHub

sklearn.linear_model.OrthogonalMatchingPursuit

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

Orthogonal Mathching 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.

copy_X : 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. WARNING : will be deprecated in 0.15

copy_Gram : bool, optional

Whether the gram matrix must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway. WARNING : will be deprecated in 0.15

copy_Xy : bool, optional

Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten. WARNING : will be deprecated in 0.15

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

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.

Methods

decision_function(X) Decision function of the linear model.
fit(X, y[, Gram, Xy]) 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_X=None, copy_Gram=None, copy_Xy=None, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto', precompute_gram=None)
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, Gram=None, Xy=None)

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.

Gram : array-like, shape (n_features, n_features) (optional)

Gram matrix of the input data: X.T * X WARNING : will be deprecated in 0.15

Xy : array-like, shape (n_features,) or (n_features, n_targets)

(optional) Input targets multiplied by X: X.T * y WARNING : will be deprecated in 0.15

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 :
Previous
Next