3.2.4.1.8. sklearn.linear_model.OrthogonalMatchingPursuitCV

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

Cross-validated Orthogonal Matching Pursuit model (OMP).

See glossary entry for cross-validation estimator.

Read more in the User Guide.

Parameters:
copy : bool, optional

Whether the design matrix X must be copied by the algorithm. A false value is only helpful if X is already Fortran-ordered, otherwise a copy is made anyway.

fit_intercept : boolean, optional

whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).

normalize : boolean, optional, default True

This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use sklearn.preprocessing.StandardScaler before calling fit on an estimator with normalize=False.

max_iter : integer, optional

Maximum numbers of iterations to perform, therefore maximum features to include. 10% of n_features but at least 5 if available.

cv : int, cross-validation generator or an iterable, optional

Determines the cross-validation splitting strategy. Possible inputs for cv are:

  • None, to use the default 3-fold cross-validation,
  • integer, to specify the number of folds.
  • CV splitter,
  • An iterable yielding (train, test) splits as arrays of indices.

For integer/None inputs, KFold is used.

Refer User Guide for the various cross-validation strategies that can be used here.

Changed in version 0.20: cv default value if None will change from 3-fold to 5-fold in v0.22.

n_jobs : int or None, optional (default=None)

Number of CPUs to use during the cross validation. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

verbose : boolean or integer, optional

Sets the verbosity amount
Attributes:
intercept_ : float or array, shape (n_targets,)

Independent term in decision function.

coef_ : array, shape (n_features,) or (n_targets, n_features)

Parameter vector (w in the problem formulation).

n_nonzero_coefs_ : int

Estimated number of non-zero coefficients giving the best mean squared error over the cross-validation folds.

n_iter_ : int or array-like

Number of active features across every target for the model refit with the best hyperparameters got by cross-validating across all folds.

See also

orthogonal_mp, orthogonal_mp_gram, lars_path, Lars, LassoLars, OrthogonalMatchingPursuit, LarsCV, LassoLarsCV, decomposition.sparse_encode

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) # doctest: +ELLIPSIS
0.9991...
>>> reg.n_nonzero_coefs_
10
>>> reg.predict(X[:1,])
array([-78.3854...])

Methods

fit(X, y) Fit the model using X, y as training data.
get_params([deep]) Get parameters for this estimator.
predict(X) Predict using the linear model
score(X, y[, sample_weight]) Returns the coefficient of determination R^2 of the prediction.
set_params(**params) Set the parameters of this estimator.
__init__(copy=True, fit_intercept=True, normalize=True, max_iter=None, cv='warn', n_jobs=None, verbose=False)[source]

Initialize self. See help(type(self)) for accurate signature.

fit(X, y)[source]

Fit the model using X, y as training data.

Parameters:
X : array-like, shape [n_samples, n_features]

Training data.

y : array-like, shape [n_samples]

Target values. Will be cast to X’s dtype if necessary
Returns:
self : object

returns an instance of self.
get_params(deep=True)[source]

Get parameters for this estimator.

Parameters:
deep : boolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns:
params : mapping of string to any

Parameter names mapped to their values.
predict(X)[source]

Predict using the linear model

Parameters:
X : array_like or sparse matrix, shape (n_samples, n_features)

Samples.
Returns:
C : array, shape (n_samples,)

Returns predicted values.
score(X, y, sample_weight=None)[source]

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - 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:
X : array-like, shape = (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix instead, shape = (n_samples, n_samples_fitted], where n_samples_fitted is the number of samples used in the fitting for the estimator.

y : array-like, shape = (n_samples) or (n_samples, n_outputs)

True values for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.
Returns:
score : float

R^2 of self.predict(X) wrt. y.
set_params(**params)[source]

Set the parameters of this estimator.

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

Returns:
self

3.2.4.1.8.1. Examples using sklearn.linear_model.OrthogonalMatchingPursuitCV