I have been using Vowpal Wabbit lately, especially in the context of building systems for online learning.
Vowpal Wabbit supports several online learning reductions out of the box. I am listing down a few below:
- Importance Weighted Classification.
2. Multi Class.
(Look up -oaa and -ect options in VW)
3. Cost-Sensitive Multiclass
(Look up -csoaa and -wap options in VW)
4. Structured Prediction
References:
- https://github.com/JohnLangford/vowpal_wabbit/wiki
- http://www.slideshare.net/pauldix/terascale-learning
- http://www.slideshare.net/jakehofman/technical-tricks-of-vowpal-wabbit
- http://fastml.com/large-scale-l1-feature-selection-with-vowpal-wabbit/
- http://www.zinkov.com/posts/2013-08-13-vowpal-tutorial/