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