Optimizing Orthogonal Matching Pursuit code in Numpy, part 1

Category: scikit-learn
#efficient #numpy #omp #orthogonal matching pursuit #scipy #dictionary learning #scikit-learn #python

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 …