sklearn.linear_model
.OrthogonalMatchingPursuit¶
- class sklearn.linear_model.OrthogonalMatchingPursuit(*, n_nonzero_coefs=None, tol=None, fit_intercept=True, normalize='deprecated', precompute='auto')[source]¶
Orthogonal Matching Pursuit model (OMP).
Read more in the User Guide.
- Parameters:
- n_nonzero_coefsint, default=None
Desired number of non-zero 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=False
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 l2-norm. If you wish to standardize, please useStandardScaler
before callingfit
on an estimator withnormalize=False
.Changed in version 1.2: default changed from True to False in 1.2.
Deprecated since version 1.2:
normalize
was deprecated in version 1.2 and will be removed in 1.4.- 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 array-like
Number of active features across every target.
- n_nonzero_coefs_int
The number of non-zero 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.- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
See also
orthogonal_mp
Solves n_targets Orthogonal Matching Pursuit problems.
orthogonal_mp_gram
Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y.
lars_path
Compute Least Angle Regression or Lasso path using LARS algorithm.
Lars
Least Angle Regression model a.k.a. LAR.
LassoLars
Lasso model fit with Least Angle Regression a.k.a. Lars.
sklearn.decomposition.sparse_encode
Generic sparse coding. Each column of the result is the solution to a Lasso problem.
OrthogonalMatchingPursuitCV
Cross-validated Orthogonal Matching Pursuit model (OMP).
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. (https://www.di.ens.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. https://www.cs.technion.ac.il/~ronrubin/Publications/KSVD-OMP-v2.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 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:
- Xarray-like of shape (n_samples, n_features)
Training data.
- yarray-like 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:
- Xarray-like 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 of the prediction.
The coefficient of determination \(R^2\) 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:
- Xarray-like 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.- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns:
- scorefloat
\(R^2\) of
self.predict(X)
w.r.t.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.