A while back, Bob L. Sturm blogged about a similar implementation of
OMP to the one in scikit-learn. Instead of using the Cholesky
decomposition like we did, his Matlab code uses the QR decomposition, to
a similar (or maybe even identical) outcome, in theory. So lucky that
Alejandro pointed out …
Thanks to Olivier, Gaël and Alex, who reviewed the code heavily the last
couple of days, and with apologies for my lack of activity during a
sequence of conferences, Dictionary learning has officially been merged
into scikit-learn master, and just in time for the new scikit-learn 0.9
release. Here …