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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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 ...
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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 ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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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 ...
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