sklearn.linear_model.orthogonal_mp_gram¶

sklearn.linear_model.orthogonal_mp_gram(Gram, Xy, n_nonzero_coefs=None, tol=None, norms_squared=None, copy_Gram=True, copy_Xy=True, return_path=False)¶

Gram Orthogonal Matching Pursuit (OMP)

Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y.

Parameters :

Gram: array, shape (n_features, n_features) :

Gram matrix of the input data: X.T * X

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

Input targets multiplied by X: X.T * y

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.

norms_squared: array-like, shape (n_targets,) :

Squared L2 norms of the lines of y. Required if tol is not None.

copy_Gram: bool, optional :

Whether the gram matrix must be copied by the algorithm. A false value is only helpful if it is already Fortran-ordered, otherwise a copy is made anyway.

copy_Xy: bool, optional :

Whether the covariance vector Xy must be copied by the algorithm. If False, it may be overwritten.

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.