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/

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fasttext vectors - are they polar or cartesian?

Can anyone explain the meaning of word vectors in fastText? If I run a model with only 3 vectors and then plot them (by treating the 3 vectors as x,y,z Cartesian coordinates) the words seem randomly ...
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67 views

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 ...
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240 views

SGD and quantile regression

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 ...
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595 views

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 ...
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1answer
530 views

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 ...
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124 views

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 ...
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5k views

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 ...
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2answers
1k views

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 ...
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514 views

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 ...
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2answers
462 views

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). ...
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624 views

How does Vowpal Wabbit handle NA's or missing values? [closed]

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?
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4k views

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: ...
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865 views

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 ...
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1k views

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 ...
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1answer
2k views

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 ...
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3k views

Confusion with Vowpal Wabbit's multiple-pass behavior when performing ridge-regression [closed]

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 ...