Category: python
#monte carlo #numpy #random sampling #ratio-of-uniforms #scipy #python
One year ago I had the chance to take a class on Monte Carlo simulation with prof. Ion Văduva, and my assignment for the class was to implement exactly what it says in the title of the blog post. I am going to walk you through the idea behind this …
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 …
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 …