After a little busy while, I have graduated and entered the summer
vacation, which means time for serious GSoC work.

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So we had a little conference in order to discuss what will be done and
when. We gathered quite a few code snippets since the official start of
the project …

I am working on implementing the Orthogonal Matching Pursuit (OMP)
algorithm for the scikit. It is an elegant algorithm (that almost writes
itself in Numpy!) to compute a greedy approximation to the solution of a
sparse coding problem:

$$ \text{argmin} \big|\big|\gamma\big|\big|_0 \text{ subject
to }\big …

I have been working on the integration into the scikits.learn codebase
of a sparse principal components analysis (SparsePCA) algorithm coded by
Gaël and Alexandre and based on [[1]][]. Because the name “sparse PCA”
has some inherent ambiguity, I will describe in greater depth what
problem we are actually solving …