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Questions tagged [vowpal-wabbit]

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Vowpal Wabbit is a software program for fast out-of-core machine learning with very large datasets. http://hunch.net/~vw/

15 questions
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1 vote
0 answers
277 views

IPS estimator, which is used for off-policy evaluation in a contextual bandit problem, is well explained here: Doubly Robust Policy Evaluation andOptimization https://arxiv.org/pdf/1503.02834.pdf The ...
Hunnam 's user avatar
  • 155
2 votes
2 answers
734 views

It is my understanding that the quantile loss is not differentiable (at 0) so base gradient descent cannot be used. However, Vowpal Wabbit which is an SGD-based learner very much includes quantile ...
Bar's user avatar
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1 vote
0 answers
1k views

I have 3 different methods of showing recommendations of products to users. I want to use vowpal wabbit to find context specific policies to choose the optimal action (3 actions as there are 3 methods ...
Nik's user avatar
  • 1,399
3 votes
1 answer
927 views

Under which conditions is one of the optimization methods offered by VW (SGD, bfgs with/without conjugate gradient, FTRL) expected to be better than others? I am mainly interested in regression and ...
user90772's user avatar
  • 711
2 votes
1 answer
178 views

I had a model (made with VW, log loss) based on a set of base (p=1000's) predictors. It did not predict well. I added set A of predictors (p=~5 predictors), and it improved immensely. I added set B ...
jarfa's user avatar
  • 168
8 votes
1 answer
5k views

I am using Vowpal Wabbit 7.10.0 (VW) to learn and predict categories on text data. However, my text data for each record is not like an article or another decent-size text document, but rather a ...
mel's user avatar
  • 421
3 votes
2 answers
1k views

I am trying to use vowpal wabbit to do Latent Dirichlet Analysis (LDA) on a corpus. I am running into a few issues regarding the output. To test it, I was using a file with just 3 lines (3 documents ...
jainp's user avatar
  • 43
1 vote
1 answer
692 views

I have the following vowpal wabbit log. To me it looks quite counter-intuitive: the objective function (l1-regularized hinge loss) seems to go down then suddenly spiking up. I am aware that gradient ...
alreadyexists's user avatar
  • 123
2 votes
2 answers
674 views

In my actual data class A has 90%, class B has 9% and class C has 1% (numbers are made up for sake of simplicity). Now I want to prepare a training set for my classifier (I plan to use Vowpal Wabbit). ...
Andrey's user avatar
  • 121
8 votes
1 answer
813 views

I'm working on a problem that involves a large amount of NA's. How does VW work around this? Should I try to impute the NAs with colmeans or something similar before piping into VW format?
Frank P.'s user avatar
  • 305
6 votes
1 answer
4k views

I have a classification problem in which I'm using the --ect option for the multi-class algorithm. The output of the classifier is something as follows: ...
Roemer's user avatar
  • 225
2 votes
0 answers
1k views

I need to predict (estimate) probabilities of (rare) events when the training data only contains the yes/no indicator. I.e., my target (dependent) variable is binary (logical). What I need is not ...
sds's user avatar
  • 2,286
15 votes
1 answer
2k views

I'm using vowpal wabbit to solve a contextual-bandit problem. I'm showing ads to users, and I have a fair bit of information about the context in which the ad is shown (e.g. who the user is, what ...
Zach's user avatar
  • 25k
3 votes
1 answer
3k views

I've trained a classifier model using Vowpal Wabbit to decide if a person is Male or Female based on name alone. I assigned labels Male=0 and Female=1. When I ran Vowpal Wabbit in prediction mode, the ...
Prashanth Ellina's user avatar
  • 161
15 votes
0 answers
3k views

I have encountered many peculiarities/misunderstandings of Vowpal Wabbit when trying to do online multiple-pass learning. Specifically, I need to solve a Ridge Linear regression problem, with ...
richizy's user avatar
  • 251