Linear Algebra for Data Science
Orthogonal Matching Pursuit (OMP) is a greedy algorithm used for sparse signal recovery that selects the most relevant features iteratively, aiming to approximate a target signal by using only a small number of important components. This method leverages the concept of orthogonality to ensure that each selected feature is orthogonal to the previously chosen features, thus enhancing accuracy in representation while reducing dimensionality. It plays a crucial role in compressed sensing, optimizing sparse recovery processes, and has numerous applications in fields like signal processing and data compression.
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