eHarmony/vowpal_wabbit — pull request #6 by pierce1987 (2013-07-31 22:50:23+00:00)
Title: --save_best_model

--save_best_model file_name
to save best model across passes. This is built upon the holdout validation part.

It is compatible with --save_per_pass and -f (user can have all any combination of them on.)
Now it is implemented by maintaining a best so far holdout loss for each pass. At the end of each pass, whenever a better model is met, a 'best' model is saved.
This guarantees to save the best predictor based on holdout set across user-specified passes, but without early stopping.