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  1. Optimizing Orthogonal Matching Pursuit code in Numpy, part 1

    Sun 07 August 2011
    By vene

    After intense code optimization work, my implementation of OMP finally beat least-angle regression! This was the primary issue discussed during the pull request, so once performance was taken care of, the code was ready for merge. Orthogonal matching pursuit is now available in scikits.learn as a sparse linear regression ...