JohnLangford/vowpal_wabbit — pull request #40 by stross (2012-07-27 17:33:45+00:00)
Title: Contextual Bandit and other updates

Here's a high level summary of the main changes:
- New Contextual Bandit module, with options of using inverse propensity score, doubly robust or direct method, that can be run on "offline" contextual bandit datasets. It is a reduction to cost-sensitive learning and can be currently used with the csoaa or wap base learner. It doesn't support ldf yet.
- Integration of contextual bandit with SEARN (for non ldf), so that now SEARN can use a cost-sensitive or contextual bandit base learner. For contextual bandit, the exploration of which action to rollout is currently uniform, but we probably want to improve that in the future.
- Update to predictor file format to store important flags
- Update to all reductions to store their important flags
- Sequence can now be used for testing as well with update to predictor file format.
- Update to all reductions to update the number of weight vectors currently used, so that we can more easily and properly compute the policy/classifier offsets when composing reductions

I updated the version number to 6.1.3 since I again changed the file format. I'm not supporting the old file format anymore.