Optimizing Orthogonal Matching Pursuit code in Numpy, part 2

Thu, 11 Aug 2011 ⊕Category: scikit-learn
#blas #efficient #lapack #numpy #omp #orthogonal matching pursuit #potrs #scipy #dictionary learning #python #scikit-learn

EDIT: There was a bug in the final version of the code presented here. It is fixed now, for its backstory, check out my blog post on it.

When we last saw our hero, he was fighting with the dreaded implementation of least-angle regression, knowing full well that it was …