sklearn.linear_model
.OrthogonalMatchingPursuit¶

class
sklearn.linear_model.
OrthogonalMatchingPursuit
(*, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize=True, precompute='auto')[source]¶ Orthogonal Matching Pursuit model (OMP).
Read more in the User Guide.
 Parameters
 n_nonzero_coefsint, default=None
Desired number of nonzero entries in the solution. If None (by default) this value is set to 10% of n_features.
 tolfloat, default=None
Maximum norm of the residual. If not None, overrides n_nonzero_coefs.
 fit_interceptbool, default=True
whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).
 normalizebool, default=True
This parameter is ignored when
fit_intercept
is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2norm. If you wish to standardize, please useStandardScaler
before callingfit
on an estimator withnormalize=False
. precompute‘auto’ or bool, 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.
 Attributes
 coef_ndarray of shape (n_features,) or (n_targets, n_features)
Parameter vector (w in the formula).
 intercept_float or ndarray of shape (n_targets,)
Independent term in decision function.
 n_iter_int or arraylike
Number of active features across every target.
 n_nonzero_coefs_int
The number of nonzero coefficients in the solution. If
n_nonzero_coefs
is None andtol
is None this value is either set to 10% ofn_features
or 1, whichever is greater.
See also
Notes
Orthogonal matching pursuit was introduced in G. Mallat, Z. Zhang, Matching pursuits with timefrequency dictionaries, IEEE Transactions on Signal Processing, Vol. 41, No. 12. (December 1993), pp. 33973415. (http://blanche.polytechnique.fr/~mallat/papiers/MallatPursuit93.pdf)
This implementation is based on Rubinstein, R., Zibulevsky, M. and Elad, M., Efficient Implementation of the KSVD Algorithm using Batch Orthogonal Matching Pursuit Technical Report  CS Technion, April 2008. https://www.cs.technion.ac.il/~ronrubin/Publications/KSVDOMPv2.pdf
Examples
>>> from sklearn.linear_model import OrthogonalMatchingPursuit >>> from sklearn.datasets import make_regression >>> X, y = make_regression(noise=4, random_state=0) >>> reg = OrthogonalMatchingPursuit().fit(X, y) >>> reg.score(X, y) 0.9991... >>> reg.predict(X[:1,]) array([78.3854...])
Methods
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])Return the coefficient of determination \(R^2\) of the prediction.
set_params
(**params)Set the parameters of this estimator.

fit
(X, y)[source]¶ Fit the model using X, y as training data.
 Parameters
 Xarraylike of shape (n_samples, n_features)
Training data.
 yarraylike of shape (n_samples,) or (n_samples, n_targets)
Target values. Will be cast to X’s dtype if necessary
 Returns
 selfobject
returns an instance of self.

get_params
(deep=True)[source]¶ Get parameters for this estimator.
 Parameters
 deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
 Returns
 paramsdict
Parameter names mapped to their values.

predict
(X)[source]¶ Predict using the linear model.
 Parameters
 Xarraylike or sparse matrix, shape (n_samples, n_features)
Samples.
 Returns
 Carray, shape (n_samples,)
Returns predicted values.

score
(X, y, sample_weight=None)[source]¶ Return the coefficient of determination \(R^2\) of the prediction.
The coefficient \(R^2\) is defined as \((1  \frac{u}{v})\), where \(u\) is the residual sum of squares
((y_true  y_pred) ** 2).sum()
and \(v\) is the total sum of squares((y_true  y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value ofy
, disregarding the input features, would get a \(R^2\) score of 0.0. Parameters
 Xarraylike of shape (n_samples, n_features)
Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator. yarraylike of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
. sample_weightarraylike of shape (n_samples,), default=None
Sample weights.
 Returns
 scorefloat
\(R^2\) of
self.predict(X)
wrt.y
.
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).

set_params
(**params)[source]¶ Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object. Parameters
 **paramsdict
Estimator parameters.
 Returns
 selfestimator instance
Estimator instance.