Browsing All posts tagged under »efficient«

Optimizing Orthogonal Matching Pursuit code in Numpy, part 2

August 11, 2011

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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 his destiny to be faster. […]

Optimizing Orthogonal Matching Pursuit code in Numpy, part 1

August 7, 2011

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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 model. OMP is a key building […]