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windowsマシンでvowpal wabbitを使う(個人的メモ)

More than 5 years have passed since last update.

事前準備

vowpal wabbitのインストールの前に以下をcygwinにインストールしておく。

  • autoconf
  • automake(aclocal)
  • libboost
  • libtool
  • zlib
  • zlib-dev

vowpal wabbitのインストール

vowpal wabbitのgithubからソースを含んだディレクトリ一式をclone

cd vowpal_wabbit
sh autogen.sh
make
make install

インストール後、your directory/vowpal_wabit/vowpalwavit/にPATHを通す。

テスト

# libsvm datasetから適当なデータを取ってくる
wget http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/duke.bz2

# 解凍
bzip2 -dc duke.bz2 > duke

# vw用にデータを加工
cat duke | sed -e 's/^1.000000 /1.f |/1' -e 's/^-1.000000 /-1.f |/1' > duke_vw

# lassoの実行
your directory/vowpal_wabbit/utl/vw-varinfo --sgd -l 2 --loss_function logistic --l1 0.0000001 --normalized duke_vw

結果

FeatureName        HashVal   MinVal   MaxVal    Weight   RelScore
^2713                 2713    -1.10     1.97   +0.0007    100.00%
^6247                 6247    -1.37     2.21   +0.0005     78.50%
^5167                 5167    -1.40     2.04   +0.0005     73.50%
^4220                 4220    -1.23     2.21   +0.0004     67.75%
^3598                 3598    -2.31     2.20   +0.0004     66.52%
^2280                 2280    -1.60     1.87   +0.0004     65.16%
^6004                 6004    -1.55     1.90   +0.0004     64.82%
^7043                 7043    -1.63     2.23   +0.0004     64.58%
^6924                 6924    -1.27     2.26   +0.0004     64.39%
^2542                 2542    -1.22     2.32   +0.0004     63.44%
^1505                 1505    -2.34     2.44   +0.0004     61.89%
^6791                 6791    -2.02     1.83   +0.0004     60.94%
^3823                 3823    -0.98     2.36   +0.0004     60.07%
^835                   835    -1.89     2.32   +0.0004     57.43%
^6262                 6262    -1.11     2.49   +0.0004     57.11%
^462                   462    -2.43     2.43   +0.0004     55.72%
^6156                 6156    -1.42     2.40   +0.0004     54.40%
^672                   672    -1.16     2.55   +0.0004     54.01%
^2228                 2228    -1.69     2.33   +0.0004     53.98%
^4234                 4234    -1.49     2.73   +0.0004     53.97%
^2793                 2793    -2.32     2.15   +0.0003     52.79%
^4071                 4071    -2.19     2.25   +0.0003     50.99%
^4414                 4414    -1.14     2.65   +0.0003     50.92%
^6231                 6231    -1.23     2.31   +0.0003     48.36%
^1488                 1488    -1.37     2.66   +0.0003     48.28%
^6482                 6482    -2.44     2.73   +0.0003     48.09%
^6726                 6726    -1.47     2.19   +0.0003     47.87%
^961                   961    -1.24     2.52   +0.0003     47.82%
^4697                 4697    -1.49     2.45   +0.0003     47.39%
^2156                 2156    -1.33     2.51   +0.0003     46.34%
^3921                 3921    -1.49     2.25   +0.0003     46.20%
^5634                 5634    -1.08     2.62   +0.0003     45.75%
^5639                 5639    -0.88     2.83   +0.0003     45.70%
^3571                 3571    -1.87     2.17   +0.0003     45.69%
^3375                 3375    -1.86     2.39   +0.0003     45.49%
^3408                 3408    -1.29     2.60   +0.0003     44.69%
^2309                 2309    -2.04     2.10   +0.0003     44.44%
^5477                 5477    -1.87     2.59   +0.0003     43.93%
^439                   439    -1.64     2.14   +0.0003     43.68%
^709                   709    -1.68     2.79   +0.0003     42.95%
^4320                 4320    -1.65     2.01   +0.0003     42.39%
^6297                 6297    -1.64     2.49   +0.0003     42.02%
^4993                 4993    -1.80     2.41   +0.0003     41.92%
^2433                 2433    -2.27     1.68   +0.0003     41.65%
^6546                 6546    -1.74     2.54   +0.0003     41.38%
^847                   847    -1.78     2.48   +0.0003     41.19%
^5122                 5122    -1.83     2.10   +0.0003     41.18%
^1198                 1198    -1.09     2.51   +0.0003     41.17%
^3448                 3448    -1.41     2.67   +0.0003     41.10%
^5960                 5960    -1.65     2.03   +0.0003     40.80%
^4861                 4861    -2.19     2.60   +0.0003     40.63%
^2115                 2115    -2.07     2.09   +0.0003     40.39%
^2863                 2863    -2.05     2.24   +0.0003     40.32%
^666                   666    -1.60     2.45   +0.0003     39.65%
^6419                 6419    -1.19     2.67   +0.0003     39.53%
^4620                 4620    -1.78     2.25   +0.0003     39.29%
^6916                 6916    -1.72     2.45   +0.0003     39.18%
^3239                 3239    -1.97     2.20   +0.0003     38.92%
^5321                 5321    -1.40     2.36   +0.0003     38.77%
^1567                 1567    -2.27     2.86   +0.0003     38.66%
^5075                 5075    -2.26     2.46   +0.0003     38.53%
^2957                 2957    -1.80     2.25   +0.0003     38.45%
^7079                 7079    -1.73     2.23   +0.0003     38.39%
^918                   918    -1.40     2.97   +0.0002     37.81%
^1982                 1982    -2.07     2.66   +0.0002     37.55%
^1717                 1717    -2.06     2.41   +0.0002     37.33%
^4598                 4598    -1.89     2.34   +0.0002     36.87%
^5130                 5130    -1.44     2.50   +0.0002     36.86%
^1116                 1116    -2.26     1.85   +0.0002     36.80%
^4817                 4817    -2.00     2.21   +0.0002     36.65%
^7005                 7005    -1.49     2.91   +0.0002     36.49%
^6265                 6265    -1.84     2.48   +0.0002     36.44%
^4233                 4233    -2.04     2.53   +0.0002     36.37%
^2912                 2912    -0.80     2.84   +0.0002     36.16%
^3111                 3111    -1.74     2.88   +0.0002     35.97%
^3480                 3480    -2.15     1.93   +0.0002     35.89%
^4445                 4445    -0.71     3.11   +0.0002     35.57%
^2629                 2629    -1.09     2.65   +0.0002     35.40%
^6237                 6237    -2.72     2.31   +0.0002     35.35%
^7027                 7027    -1.25     2.82   +0.0002     35.06%
^5723                 5723    -1.39     2.69   +0.0002     34.60%
^4095                 4095    -1.29     2.95   +0.0002     34.56%
^6361                 6361    -1.76     2.29   +0.0002     34.44%
^6989                 6989    -1.53     2.42   +0.0002     34.43%
^1521                 1521    -1.43     2.56   +0.0002     34.40%
^5013                 5013    -1.46     2.82   +0.0002     34.17%
^1393                 1393    -1.65     2.82   +0.0002     34.08%
^975                   975    -1.83     1.79   +0.0002     34.06%
^6564                 6564    -1.65     2.53   +0.0002     34.04%
^4115                 4115    -1.50     2.38   +0.0002     34.01%
^4945                 4945    -2.21     2.26   +0.0002     33.91%
^4866                 4866    -2.19     2.31   +0.0002     33.67%
^3755                 3755    -1.75     3.09   +0.0002     33.59%
^4485                 4485    -1.43     2.70   +0.0002     33.45%
^4083                 4083    -1.83     2.21   +0.0002     33.43%
^641                   641    -1.83     2.35   +0.0002     33.18%
^6917                 6917    -1.61     2.96   +0.0002     32.99%
^4674                 4674    -1.68     2.47   +0.0002     32.95%
^107                   107    -1.89     2.01   +0.0002     32.90%
^1175                 1175    -2.04     1.81   +0.0002     32.72%
^2150                 2150    -1.44     2.47   +0.0002     32.62%
^543                   543    -1.43     2.96   +0.0002     32.52%
^4937                 4937    -2.41     2.21   +0.0002     32.47%
^6348                 6348    -1.85     2.46   +0.0002     32.44%
^3274                 3274    -1.94     2.63   +0.0002     32.36%
^2210                 2210    -1.82     2.55   +0.0002     32.04%
^822                   822    -2.04     3.26   +0.0002     31.83%
^4084                 4084    -1.00     3.07   +0.0002     31.74%
^3798                 3798    -2.08     2.27   +0.0002     31.64%
^5914                 5914    -0.91     3.29   +0.0002     31.61%
^7129                 7129    -1.97     2.28   +0.0002     31.58%
^4010                 4010    -2.20     2.07   +0.0002     31.56%
^2936                 2936    -1.36     3.23   +0.0002     31.39%
^3121                 3121    -2.74     2.07   +0.0002     31.15%
^3117                 3117    -1.59     2.41   +0.0002     31.11%
^4129                 4129    -1.30     2.94   +0.0002     31.11%
^4579                 4579    -1.54     3.01   +0.0002     31.10%
^3998                 3998    -1.78     3.06   +0.0002     31.02%
^4646                 4646    -1.81     2.46   +0.0002     30.73%
^3104                 3104    -1.28     2.63   +0.0002     30.71%
^4711                 4711    -2.82     2.66   +0.0002     30.62%
^687                   687    -1.18     2.92   +0.0002     30.50%
^3756                 3756    -1.46     2.72   +0.0002     30.47%
^6130                 6130    -1.74     2.09   +0.0002     30.45%
^218                   218    -1.20     2.62   +0.0002     30.44%
^2895                 2895    -2.28     2.35   +0.0002     30.42%
^2534                 2534    -1.01     3.02   +0.0002     30.29%
^3442                 3442    -2.13     3.01   +0.0002     30.27%
^479                   479    -1.95     2.96   +0.0002     30.25%
^3154                 3154    -1.38     2.68   +0.0002     30.08%
^6847                 6847    -2.32     2.66   +0.0002     29.98%
^6121                 6121    -2.36     2.14   +0.0002     29.96%
^644                   644    -1.63     2.68   +0.0002     29.89%
^6626                 6626    -1.57     2.59   +0.0002     29.85%
^4082                 4082    -1.62     1.89   +0.0002     29.64%
^5900                 5900    -1.50     2.78   +0.0002     29.53%
^1568                 1568    -2.06     2.35   +0.0002     29.38%
^6476                 6476    -0.99     3.02   +0.0002     29.35%
^4987                 4987    -1.10     3.19   +0.0002     29.30%
^6461                 6461    -1.70     2.03   +0.0002     29.28%
^3695                 3695    -2.21     2.36   +0.0002     29.18%
^6366                 6366    -2.32     2.96   +0.0002     29.15%
^6534                 6534    -2.84     2.66   +0.0002     29.03%
^864                   864    -1.93     2.18   +0.0002     28.97%
^3671                 3671    -1.94     2.34   +0.0002     28.93%
^4775                 4775    -1.22     2.84   +0.0002     28.90%
^4561                 4561    -1.69     3.21   +0.0002     28.90%
^6355                 6355    -1.60     2.78   +0.0002     28.84%
^4383                 4383    -1.20     2.84   +0.0002     28.79%
^15                     15    -1.59     2.90   +0.0002     28.70%
^4317                 4317    -1.09     2.37   +0.0002     28.65%
^1428                 1428    -1.40     2.63   +0.0002     28.52%
^5614                 5614    -1.84     2.20   +0.0002     28.38%
^7078                 7078    -1.83     1.92   +0.0002     28.11%
^5868                 5868    -1.47     2.41   +0.0002     28.10%
^1493                 1493    -1.44     2.49   +0.0002     27.82%
^370                   370    -2.22     3.28   +0.0002     27.80%
^6165                 6165    -2.07     2.45   +0.0002     27.77%
^5430                 5430    -2.25     2.96   +0.0002     27.67%
^2768                 2768    -1.65     2.78   +0.0002     27.64%
^2525                 2525    -1.39     3.04   +0.0002     27.55%
^4850                 4850    -1.64     3.06   +0.0002     27.52%
^4979                 4979    -1.79     2.67   +0.0002     27.51%
^6684                 6684    -2.10     2.82   +0.0002     27.49%
^3810                 3810    -1.88     2.72   +0.0002     27.44%
^4382                 4382    -1.59     2.40   +0.0002     27.29%
^1551                 1551    -1.58     2.34   +0.0002     27.27%
^6186                 6186    -1.17     3.02   +0.0002     27.23%
^1928                 1928    -1.96     2.69   +0.0002     27.22%
^3471                 3471    -1.16     2.93   +0.0002     27.19%
^1115                 1115    -1.53     3.23   +0.0002     27.15%
^2934                 2934    -1.96     2.04   +0.0002     27.05%
^5815                 5815    -1.27     3.23   +0.0002     27.04%
^1931                 1931    -1.52     2.57   +0.0002     26.95%
^2782                 2782    -2.21     2.77   +0.0002     26.81%
^3559                 3559    -2.34     2.44   +0.0002     26.78%
^2698                 2698    -2.59     2.07   +0.0002     26.77%
^2633                 2633    -2.21     2.21   +0.0002     26.75%
^2415                 2415    -1.83     3.06   +0.0002     26.72%
^6255                 6255    -1.83     3.00   +0.0002     26.69%
^6907                 6907    -2.14     2.32   +0.0002     26.62%
^6620                 6620  
shima_x
分析とか雑用とかやってます
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