stackit
stackit

Reputation: 3106

Multiclass prediction gives alternate classes in vowpal wabbit?

Does the multiclass task in vowpal wabbit allow to get a list of probable classes for a featureset. i.e instead of getting only the predicted label for a featureset , it is required that a list of labels be returned for that featureset sorted by probabilities. Is this possible in vowpal wabbit?

Upvotes: 0

Views: 274

Answers (1)

Martin Popel
Martin Popel

Reputation: 2670

Currently, the only way to get multiclass probabilities in VW, is to use --raw_predictions=file.txt and convert the scores in file.txt to probabilities via logistic link function. You also need to use --loss_function=logistic when training, if you want to interpret the resulting scores (after applying logistic link) as probabilities.

(There are related options --multilabel_oaa and --top.)

Update: Since November 2015, the easiest way how to obtain probabilities is to use --oaa=N --loss_function=logistic --probabilities -p probs.txt. (Or if you need label-dependent features: --csoaa_ldf=mc --loss_function=logistic --probabilities -p probs.txt.)

Upvotes: 1

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