Vowpal Wabbit multiple class classification predic

Question

I am trying to do multiple classification problem with Vowpal Wabbit.

I have a train file that look like this:

1 |feature_space

2 |feature_space

3 |feature_space

As an output I want to get probabilities of test item belonging to each class, like this:

1: 0.13 2:0.57 3:0.30

think of sklearn classifiers predict_proba methods, for example.

I've tried the following:

1) vw -oaa 3 train.file -f model.file --loss_function logistic --link logistic vw -p predict.file -t test.file -i model.file -raw_predictions = pred.txt

but the pred.txt file is empty (contains no records, but is created). Predict.file contains only the final class, and no probabilities.

2) vw - csoaa3 train.file -f model.file --link logistic I've modified the input files accordingly to fit the cs format. csoaa doesn't accept loss_function logistic with following error message: "You are using a label not -1 or 1 with a loss function expecting that!"

If used with default square loss function, and similar output command, I get pred.txt with raw predictions for each class per item, for example:

2.33 1.67 0.55

I believe it's the resulting square distance.

Is there a way to get VW to output class probabilites or somehow convert these distances into probabilities?

Answer 1

There was a bug in VW version 7.9.0 and fixed in 7.10.0 resulting in the empty raw predictions file.

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.)