merge upstream master

1 files changed, 70 insertions, 43 deletions

diff --git a/vowpalwabbit/parse_args.cc b/vowpalwabbit/parse_args.cc
index 914119ec..0c1f1dda 100644
--- a/vowpalwabbit/parse_args.cc
+++ b/vowpalwabbit/parse_args.cc
@@ -15,6 +15,7 @@ license as described in the file LICENSE.
 #include "network.h"
 #include "global_data.h"
 #include "nn.h"
+#include "cbify.h"
 #include "oaa.h"
 #include "bs.h"
 #include "topk.h"
@@ -27,6 +28,7 @@ license as described in the file LICENSE.
 #include "lda_core.h"
 #include "noop.h"
 #include "gd_mf.h"
+#include "mf.h"
 #include "vw.h"
 #include "rand48.h"
 #include "parse_args.h"
@@ -75,7 +77,7 @@ void parse_affix_argument(vw&all, string str) {
     if (q[1] != 0) {
       if (valid_ns(q[1]))
         ns = (uint16_t)q[1];
-      else {      
+      else {
         cerr << "malformed affix argument (invalid namespace): " << p << endl;
         throw exception();
       }
@@ -88,17 +90,17 @@ void parse_affix_argument(vw&all, string str) {
     uint16_t afx = (len << 1) | (prefix & 0x1);
     all.affix_features[ns] <<= 4;
     all.affix_features[ns] |=  afx;
-    
+
     p = strtok(NULL, ",");
   }
-  
+
   delete cstr;
 }
 
 vw* parse_args(int argc, char *argv[])
 {
   po::options_description desc("VW options");
-  
+
   vw* all = new vw();
 
   size_t random_seed = 0;
@@ -135,18 +137,18 @@ vw* parse_args(int argc, char *argv[])
     ("quiet", "Don't output diagnostics")
     ("binary", "report loss as binary classification on -1,1")
     ("min_prediction", po::value<float>(&(all->sd->min_label)), "Smallest prediction to output")
-    ("max_prediction", po::value<float>(&(all->sd->max_label)), "Largest prediction to output") 
+    ("max_prediction", po::value<float>(&(all->sd->max_label)), "Largest prediction to output")
     ;
 
   po::options_description update_opt("Update options");
-  
+
   update_opt.add_options()
     ("sgd", "use regular stochastic gradient descent update.")
     ("hessian_on", "use second derivative in line search")
     ("bfgs", "use bfgs optimization")
     ("mem", po::value<int>(&(all->m)), "memory in bfgs")
     ("termination", po::value<float>(&(all->rel_threshold)),"Termination threshold")
-    ("adaptive", "use adaptive, individual learning rates.") 
+    ("adaptive", "use adaptive, individual learning rates.")
     ("invariant", "use safe/importance aware updates.")
     ("normalized", "use per feature normalized updates")
     ("exact_adaptive_norm", "use current default invariant normalized adaptive update rule")
@@ -194,6 +196,7 @@ vw* parse_args(int argc, char *argv[])
     ("ignore", po::value< vector<unsigned char> >(), "ignore namespaces beginning with character <arg>")
     ("keep", po::value< vector<unsigned char> >(), "keep namespaces beginning with character <arg>")
     ("noconstant", "Don't add a constant feature")
+    ("constant,C", po::value<float>(&(all->initial_constant)), "Set initial value of constant")
     ("sort_features", "turn this on to disregard order in which features have been defined. This will lead to smaller cache sizes")
     ("ngram", po::value< vector<string> >(), "Generate N grams")
     ("skips", po::value< vector<string> >(), "Generate skips in N grams. This in conjunction with the ngram tag can be used to generate generalized n-skip-k-gram.")
@@ -238,7 +241,7 @@ vw* parse_args(int argc, char *argv[])
   cluster_opt.add_options()
     ("span_server", po::value<string>(&(all->span_server)), "Location of server for setting up spanning tree")
     ("unique_id", po::value<size_t>(&(all->unique_id)),"unique id used for cluster parallel jobs")
-    ("total", po::value<size_t>(&(all->total)),"total number of nodes used in cluster parallel job")    
+    ("total", po::value<size_t>(&(all->total)),"total number of nodes used in cluster parallel job")
     ("node", po::value<size_t>(&(all->node)),"node number in cluster parallel job")
     ;
 
@@ -251,6 +254,7 @@ vw* parse_args(int argc, char *argv[])
     ("cb", po::value<size_t>(), "Use contextual bandit learning with <k> costs")
     ("lda", po::value<size_t>(&(all->lda)), "Run lda with <int> topics")
     ("nn", po::value<size_t>(), "Use sigmoidal feedforward network with <k> hidden units")
+    ("cbify", po::value<size_t>(), "Convert multiclass on <k> classes into a contextual bandit problem and solve")
     ("searn", po::value<size_t>(), "use searn, argument=maximum action id or 0 for LDF")
     ;
 
@@ -292,7 +296,7 @@ vw* parse_args(int argc, char *argv[])
 
   po::store(parsed, vm);
   po::notify(vm);
- 
+
   if(all->numpasses > 1)
       all->holdout_set_off = false;
 
@@ -303,7 +307,7 @@ vw* parse_args(int argc, char *argv[])
   {
       all->holdout_set_off = true;
       cerr<<"Making holdout_set_off=true since output regularizer specified\n";
-  }   
+  }
 
   all->data_filename = "";
 
@@ -387,7 +391,7 @@ vw* parse_args(int argc, char *argv[])
         all->feature_mask_idx = 1;
       }
       else if(all->reg.stride == 2){
-        all->reg.stride *= 2;//if either normalized or adaptive, stride->4, mask_idx is still 3      
+        all->reg.stride *= 2;//if either normalized or adaptive, stride->4, mask_idx is still 3
       }
     }
   }
@@ -395,7 +399,7 @@ vw* parse_args(int argc, char *argv[])
   all->l = GD::setup(*all, vm);
   all->scorer = all->l;
 
-  if (vm.count("bfgs") || vm.count("conjugate_gradient")) 
+  if (vm.count("bfgs") || vm.count("conjugate_gradient"))
     all->l = BFGS::setup(*all, to_pass_further, vm, vm_file);
 
   if (vm.count("version") || argc == 1) {
@@ -423,7 +427,7 @@ vw* parse_args(int argc, char *argv[])
 	  cout << "You can not skip unless ngram is > 1" << endl;
 	  throw exception();
 	}
-      
+
       all->skip_strings = vm["skips"].as<vector<string> >();
       compile_gram(all->skip_strings, all->skips, (char*)"skips", all->quiet);
     }
@@ -438,7 +442,7 @@ vw* parse_args(int argc, char *argv[])
       if (spelling_ns[id][0] == '_') all->spelling_features[' '] = true;
       else all->spelling_features[(size_t)spelling_ns[id][0]] = true;
   }
-  
+
   if (vm.count("bit_precision"))
     {
       all->default_bits = false;
@@ -449,7 +453,7 @@ vw* parse_args(int argc, char *argv[])
 	  throw exception();
 	}
     }
-  
+
   if (vm.count("daemon") || vm.count("pid_file") || (vm.count("port") && !all->active) ) {
     all->daemon = true;
 
@@ -459,7 +463,7 @@ vw* parse_args(int argc, char *argv[])
 
   if (vm.count("compressed"))
       set_compressed(all->p);
-    
+
   if (vm.count("data")) {
     all->data_filename = vm["data"].as<string>();
     if (ends_with(all->data_filename, ".gz"))
@@ -475,14 +479,14 @@ vw* parse_args(int argc, char *argv[])
     {
       all->pairs = vm["quadratic"].as< vector<string> >();
       vector<string> newpairs;
-      //string tmp;       
+      //string tmp;
       char printable_start = '!';
       char printable_end = '~';
       int valid_ns_size = printable_end - printable_start - 1; //will skip two characters
 
       if(!all->quiet)
-        cerr<<"creating quadratic features for pairs: ";   
-    
+        cerr<<"creating quadratic features for pairs: ";
+
       for (vector<string>::iterator i = all->pairs.begin(); i != all->pairs.end();i++){
         if(!all->quiet){
           cerr << *i << " ";
@@ -523,7 +527,7 @@ vw* parse_args(int argc, char *argv[])
         }
         else{
           newpairs.push_back(string(*i));
-        }    
+        }
       }
       newpairs.swap(all->pairs);
       if(!all->quiet)
@@ -649,21 +653,21 @@ vw* parse_args(int argc, char *argv[])
   //if (vm.count("nonormalize"))
   //  all->nonormalize = true;
 
-  if (vm.count("lda")) 
+  if (vm.count("lda"))
     all->l = LDA::setup(*all, to_pass_further, vm);
 
-  if (!vm.count("lda") && !all->adaptive && !all->normalized_updates) 
+  if (!vm.count("lda") && !all->adaptive && !all->normalized_updates)
     all->eta *= powf((float)(all->sd->t), all->power_t);
-  
+
   if (vm.count("readable_model"))
     all->text_regressor_name = vm["readable_model"].as<string>();
 
   if (vm.count("invert_hash")){
     all->inv_hash_regressor_name = vm["invert_hash"].as<string>();
 
-    all->hash_inv = true;   
+    all->hash_inv = true;
   }
-  
+
   if (vm.count("save_per_pass"))
     all->save_per_pass = true;
 
@@ -686,10 +690,10 @@ vw* parse_args(int argc, char *argv[])
   if(vm.count("quantile_tau"))
     loss_parameter = vm["quantile_tau"].as<float>();
 
-  if (vm.count("noop")) 
+  if (vm.count("noop"))
     all->l = NOOP::setup(*all);
-  
-  if (all->rank != 0) 
+
+  if (all->rank != 0)
     all->l = GDMF::setup(*all);
 
   all->loss = getLossFunction(all, loss_function, (float)loss_parameter);
@@ -802,15 +806,18 @@ vw* parse_args(int argc, char *argv[])
   bool got_cs = false;
   bool got_cb = false;
 
-  if(vm.count("nn") || vm_file.count("nn") ) 
+  if(vm.count("nn") || vm_file.count("nn") )
     all->l = NN::setup(*all, to_pass_further, vm, vm_file);
 
-  if(vm.count("autolink") || vm_file.count("autolink") ) 
+  // if (all->rank != 0)
+  //   all->l = MF::setup(*all);
+
+  if(vm.count("autolink") || vm_file.count("autolink") )
     all->l = ALINK::setup(*all, to_pass_further, vm, vm_file);
 
-  if(vm.count("top") || vm_file.count("top") ) 
+  if(vm.count("top") || vm_file.count("top") )
     all->l = TOPK::setup(*all, to_pass_further, vm, vm_file);
-  
+
   if (vm.count("binary") || vm_file.count("binary"))
     all->l = BINARY::setup(*all, to_pass_further, vm, vm_file);
 
@@ -823,7 +830,7 @@ vw* parse_args(int argc, char *argv[])
     all->l = OAA::setup(*all, to_pass_further, vm, vm_file);
     got_mc = true;
   }
-  
+
   if (vm.count("ect") || vm_file.count("ect") ) {
     if (got_mc) { cerr << "error: cannot specify multiple MC learners" << endl; throw exception(); }
 
@@ -833,14 +840,14 @@ vw* parse_args(int argc, char *argv[])
 
   if(vm.count("csoaa") || vm_file.count("csoaa") ) {
     if (got_cs) { cerr << "error: cannot specify multiple CS learners" << endl; throw exception(); }
-    
+
     all->l = CSOAA::setup(*all, to_pass_further, vm, vm_file);
     got_cs = true;
   }
 
   if(vm.count("wap") || vm_file.count("wap") ) {
     if (got_cs) { cerr << "error: cannot specify multiple CS learners" << endl; throw exception(); }
-    
+
     all->l = WAP::setup(*all, to_pass_further, vm, vm_file);
     got_cs = true;
   }
@@ -873,12 +880,32 @@ vw* parse_args(int argc, char *argv[])
     got_cb = true;
   }
 
+  if (vm.count("cbify") || vm_file.count("cbify"))
+    {
+      if(!got_cs) {
+	if( vm_file.count("cbify") ) vm.insert(pair<string,po::variable_value>(string("csoaa"),vm_file["cbify"]));
+	else vm.insert(pair<string,po::variable_value>(string("csoaa"),vm["cbify"]));
+	
+	all->l = CSOAA::setup(*all, to_pass_further, vm, vm_file);  // default to CSOAA unless wap is specified
+	got_cs = true;
+      }
+
+      if (!got_cb) {
+	if( vm_file.count("cbify") ) vm.insert(pair<string,po::variable_value>(string("cb"),vm_file["cbify"]));
+	else vm.insert(pair<string,po::variable_value>(string("cb"),vm["cbify"]));
+	all->l = CB::setup(*all, to_pass_further, vm, vm_file);
+	got_cb = true;
+      }
+
+      all->l = CBIFY::setup(*all, to_pass_further, vm, vm_file);
+    }
+
   all->searnstr = NULL;
-  if (vm.count("searn") || vm_file.count("searn") ) { 
+  if (vm.count("searn") || vm_file.count("searn") ) {
     if (!got_cs && !got_cb) {
       if( vm_file.count("searn") ) vm.insert(pair<string,po::variable_value>(string("csoaa"),vm_file["searn"]));
       else vm.insert(pair<string,po::variable_value>(string("csoaa"),vm["searn"]));
-      
+
       all->l = CSOAA::setup(*all, to_pass_further, vm, vm_file);  // default to CSOAA unless others have been specified
       got_cs = true;
     }
@@ -891,7 +918,7 @@ vw* parse_args(int argc, char *argv[])
     throw exception();
   }
 
-  if(vm.count("bs") || vm_file.count("bs") ) 
+  if(vm.count("bs") || vm_file.count("bs") )
     all->l = BS::setup(*all, to_pass_further, vm, vm_file);
 
   if (to_pass_further.size() > 0) {
@@ -950,7 +977,7 @@ namespace VW {
     }
     else {
       //flag is present, need to replace old value with new value
-      
+
       //compute position after flag_to_replace
       pos += flag_to_replace.size();
 
@@ -978,7 +1005,7 @@ namespace VW {
     v_array<substring> foo;
     foo.end_array = foo.begin = foo.end = NULL;
     tokenize(' ', ss, foo);
-    
+
     char** argv = (char**)calloc(foo.size(), sizeof(char*));
     for (size_t i = 0; i < foo.size(); i++)
       {
@@ -992,15 +1019,15 @@ namespace VW {
     foo.delete_v();
     return argv;
   }
- 
+
   vw* initialize(string s)
   {
     int argc = 0;
     s += " --no_stdin";
     char** argv = get_argv_from_string(s,argc);
-    
+
     vw* all = parse_args(argc, argv);
-    
+
     initialize_examples(*all);
 
     for(int i = 0; i < argc; i++)