OrthogonalMatchingPursuitCVRegressor

OrthogonalMatchingPursuitCVRegressor

A model type for constructing a orthogonal ,atching pursuit (OMP) model with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

OrthogonalMatchingPursuitCVRegressor = @load OrthogonalMatchingPursuitCVRegressor pkg=MLJScikitLearnInterface

Do model = OrthogonalMatchingPursuitCVRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in OrthogonalMatchingPursuitCVRegressor(copy=...).

Hyper-parameters

  • copy = true
  • fit_intercept = true
  • max_iter = nothing
  • cv = 5
  • n_jobs = 1
  • verbose = false