sklearn.linear_model.orthogonal_mp¶

sklearn.linear_model.orthogonal_mp(X, y, n_nonzero_coefs=None, tol=None, precompute=False, copy_X=True, return_path=False, precompute_gram=None)¶

Orthogonal Matching Pursuit (OMP)

Solves n_targets Orthogonal Matching Pursuit problems. An instance of the problem has the form:

When parametrized by the number of non-zero coefficients using n_nonzero_coefs: argmin ||y - Xgamma||^2 subject to ||gamma||_0 <= n_{nonzero coefs}

When parametrized by error using the parameter tol: argmin ||gamma||_0 subject to ||y - Xgamma||^2 <= tol

Parameters :

X: array, shape (n_samples, n_features) :

Input data. Columns are assumed to have unit norm.

y: array, shape (n_samples,) or (n_samples, n_targets) :

Input targets

n_nonzero_coefs: int :

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

tol: float :

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

precompute: {True, False, ‘auto’}, :

Whether to perform precomputations. Improves performance when n_targets or n_samples is very large.

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.

return_path: bool, optional. Default: False :

Whether to return every value of the nonzero coefficients along the forward path. Useful for cross-validation.

Returns :

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

Coefficients of the OMP solution. If return_path=True, this contains the whole coefficient path. In this case its shape is (n_features, n_features) or (n_features, n_targets, n_features) and iterating over the last axis yields coefficients in increasing order of active features.