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 …
Since orthogonal matching pursuit (OMP) is an important part of signal
processing and therefore crucial to the image processing aspect of
dictionary learning, I am currently focusing on optimizing the OMP code
and making sure it is stable. OMP is a forward method like least-angle
regression, so it is natural …
I am happy to announce that the Sparse PCA code has been reviewed and
merged into the main scikits.learn repository.
You can use it if you install the bleeding edge scikits.learn git
version, by first downloading the source code as explained in the
user’s guide, and then …