JohnLangford/vowpal_wabbit — pull request #367 by arielf (2014-08-15 06:35:06+00:00)
Title: scorer.cc: add --link logistic1 for f(x) -> [-1, 1]

The very common case of [-1, 1] labels is not handled as expected by `--link logistic`. It gives predictions of 0 for the -1 labels, resulting in a high average loss overall. The solution is to add another link function called `logistic1`.

With --link logistic and -1 labels:
```
average since example example current current current
loss last counter weight label predict features
...
0.475941 0.951882 4 4.0 -1.0000 0.1479 2
```
with --link logistic1` we now get what we expect, (and consequently, a much smaller loss):
```
average since example example current current current
loss last counter weight label predict features
...
0.270670 0.000006 4 4.0 -1.0000 -0.9998 2
```