Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [vowpal-wabbit]

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

17 questions
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Confusion with Vowpal Wabbit's multiple-pass behavior when performing ridge-regression

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 N=4e6 points and a total of around K=2.38e5 features.…
richizy
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Cost functions for contextual bandits

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 site they're on, etc.). This seems to be a pretty…
Zach
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Vowpal Wabbit: best strategy for short text data like titles & kewords

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 couple of sentences, like a title and subtitle and…
mel
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How does Vowpal Wabbit handle NA's or missing values?

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.
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How to get confidence on classification predictions with multi-class Vowpal Wabbit

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: 1.000000 805848386108096 2.000000 133087140195133 2.000000 598100953597523 3.000000…
Roemer
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Vowpal Wabbit: understanding prediction output

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 output had values varying between 0.0 and 1.0. I…
Prashanth Ellina
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Vowpal wabbit comparison of optimization methods

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 classification problems. Any references would be…
user90772
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Vowpal wabbit LDA

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 as per the VW input format): | now let fit a…
jainp
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Estimate event probability from yes/no data

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 just to predict yes/no, but estimate the…
sds
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How to Test Collinearity Between GROUPS of Predictors?

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 of predictors (p=1000's), without set A, and it…
jarfa
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How to partition a training-set when I have a big class imbalance?

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). How should I distribute entries according to…
Andrey
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off-policy evaluation in reinforcement learning

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 old policy , or the behavior policy, is okay to…
Hunnam
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Contextual bandits vowpal wabbit cost and training

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 of generating recommendations). I followed the…
Nik
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Vowpal wabbit and SGD divergence

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 descent can diverge if the learning rate is too…
alreadyexists
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Are UCB, TS variants (LinUCB, LinTS) efficient for contextual bandits

WE can use UCB, Thompson sampling for MAB problems. Similarly, for contextual bandits, we can use LinUCB and LinTS. However, why doesnot the vowpal wabbit library support LinUCB, LinTS for exploration algorithms ?? IS it true that UCB, TS based…
tjt
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