OrthogonalMatchingPursuitCV#

class sklearn.linear_model.OrthogonalMatchingPursuitCV(*, copy=True, fit_intercept=True, max_iter=None, cv=None, n_jobs=None, verbose=False)[source]#

Cross-validated Orthogonal Matching Pursuit model (OMP).

See glossary entry for cross-validation estimator.

See also

orthogonal_mp: Solves n_targets Orthogonal Matching Pursuit problems.
orthogonal_mp_gram: Solves n_targets Orthogonal Matching Pursuit problems using only the Gram matrix X.T * X and the product X.T * y.
lars_path: Compute Least Angle Regression or Lasso path using LARS algorithm.
Lars: Least Angle Regression model a.k.a. LAR.
LassoLars: Lasso model fit with Least Angle Regression a.k.a. Lars.
OrthogonalMatchingPursuit: Orthogonal Matching Pursuit model (OMP).
LarsCV: Cross-validated Least Angle Regression model.
LassoLarsCV: Cross-validated Lasso model fit with Least Angle Regression.
sklearn.decomposition.sparse_encode: Generic sparse coding. Each column of the result is the solution to a Lasso problem.

Notes

In fit, once the optimal number of non-zero coefficients is found through cross-validation, the model is fit again using the entire training set.

Examples

>>> from sklearn.linear_model import OrthogonalMatchingPursuitCV
>>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=100, n_informative=10,
...                        noise=4, random_state=0)
>>> reg = OrthogonalMatchingPursuitCV(cv=5).fit(X, y)
>>> reg.score(X, y)
0.9991
>>> reg.n_nonzero_coefs_
np.int64(10)
>>> reg.predict(X[:1,])
array([-78.3854])

fit(X, y, **fit_params)[source]#

Fit the model using X, y as training data.

Parameters:

Xarray-like of shape (n_samples, n_features): Training data.
yarray-like of shape (n_samples,): Target values. Will be cast to X’s dtype if necessary.
**fit_paramsdict: Parameters to pass to the underlying splitter.

Added in version 1.4: Only available if enable_metadata_routing=True, which can be set by using sklearn.set_config(enable_metadata_routing=True). See Metadata Routing User Guide for more details.

Returns:

selfobject: Returns an instance of self.

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Added in version 1.4.

Returns:

routingMetadataRouter: A MetadataRouter encapsulating routing information.

get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters:

deepbool, default=True: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict: Parameter names mapped to their values.

predict(X)[source]#

Predict using the linear model.

Parameters:

Xarray-like or sparse matrix, shape (n_samples, n_features): Samples.

Returns:

Carray, shape (n_samples,): Returns predicted values.

score(X, y, sample_weight=None)[source]#

Return coefficient of determination on test data.

The coefficient of determination, $R^2$, is defined as $(1 - \frac{u}{v})$, where $u$ is the residual sum of squares ((y_true - y_pred)** 2).sum() and $v$ is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a $R^2$ score of 0.0.

Parameters:

Xarray-like of shape (n_samples, n_features): Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
yarray-like of shape (n_samples,) or (n_samples, n_outputs): True values for X.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights.

Returns:

scorefloat: $R^2$ of self.predict(X) w.r.t. y.

Notes

The $R^2$ score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_params(**params)[source]#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict: Estimator parameters.

Returns:

selfestimator instance: Estimator instance.

set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → OrthogonalMatchingPursuitCV[source]#

Configure whether metadata should be requested to be passed to the score method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to score.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:

sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for sample_weight parameter in score.

Returns:

selfobject: The updated object.

Gallery examples#

Orthogonal Matching Pursuit

OrthogonalMatchingPursuitCV#

Gallery examples#

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