Browsing All Posts published on »May, 2011«

First thoughts on Orthogonal Matching Pursuit

May 30, 2011


I am working on implementing the Orthogonal Matching Pursuit (OMP) algorithm for the scikit. It is an elegant algorithm (that almost writes itself in Numpy!) to compute a greedy approximation to the solution of a sparse coding problem: subject to or (in a different parametrization) subject to The second formulation is interesting in that it […]

Sparse PCA

May 23, 2011


I have been working on the integration into the scikits.learn codebase of a sparse principal components analysis (SparsePCA) algorithm coded by Gaël and Alexandre and based on [1]. Because the name “sparse PCA” has some inherent ambiguity, I will describe in greater depth what problem we are actually solving, and what it can be used for. […]