Online Learning Reductions Using Vowpal Wabbit

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:

1. 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:

1. https://github.com/JohnLangford/vowpal_wabbit/wiki
2. http://www.slideshare.net/pauldix/terascale-learning
3. http://www.slideshare.net/jakehofman/technical-tricks-of-vowpal-wabbit
4. http://fastml.com/large-scale-l1-feature-selection-with-vowpal-wabbit/
5. http://www.zinkov.com/posts/2013-08-13-vowpal-tutorial/