Feature Hashing and Extraction

matanster edited this page Mar 29, 2018 · 18 revisions

Vowpal Wabbit Uses Hashing of Feature Names.

Why Hash?

(sparse) Dimension Reduction and fast feature lookups.

the default is hashing / projecting feature names to the machine architecture unsigned word using a variant of the murmurhash v3 (32-bit only) algorithm which then is ANDed with (2^k)-1 (ie it is projected down to the first k lower order bits with the rest 0'd out). by default k=18 (ie 2^18 entries in the feature vector), with a max number of bits on 32-bit machines of k=29, and on a 64 bit machine, up to k=32).

how is it implemented

for a consolidated model of the hashing code for feature string names, features with name spaces, and quadratic features over pairs of (name space, feature name) see this gist for details. (the old gist (32bit hashing) seems outdated as of cca4c51c7cefc4e738d50bc29372d166bfb982a1)

But I want to know the model weights for my input features, what can I do?

Well, by default, Vowpal Wabbit does not hash integer feature names (ie the feature name is written as a positive base 10 number). So if you wish to be able to unambiguously relate vowpal model weights to your original feature data, we recommend the following:

  • form your features (including any quadratic or other higher order ones) directly beforehand, so that vowpal just needs to work linearly over the features. Assign each feature a unique integer key. Also be sure to assign an integer for the constant feature. Store this feature <-> integer map for later usage.
  • write your data to a file in the VW format (the integer representation thereof!)
  • run vw over your data, and be sure to include both the --noconstant flag (so that vowpal does not include its own special constant feature), and also include the human readable flag --readable_model filename.model to get the output model weights in an easy to parse format.

A simpler way is now (July 9, 2012) supported. Use the utl/vw-varinfo script which in the source tree on your training-set file:

vw-varinfo mydata.train

The output will look like this (example):

FeatureName        HashVal   MinVal   MaxVal    Weight   RelScore
^e                  180798     0.00     1.00   +5.0000    100.00%
^d                  193030     0.00     1.00   +4.0000     80.00%
^c                  140873     0.00     1.00   +3.0000     60.00%
^b                  244212     0.00     1.00   +2.0000     40.00%
^a                   24414     0.00     1.00   +1.0000     20.00%
Constant            116060     0.00     0.00   +0.0000      0.00%

Yet another option is to use --invert_hash option. See this page for details how to use it (and how to not use it).

Notes on the hashing algorithm

  • VW has switched from jenkins hash to murmur hash (v2) in 2009.
  • VW has switched from murmur hash v2 to murmur hash v3 in August 2012

hash function switching was driven by considering both better collision avoidance and faster run-time performance.

In the first case we improved both, in the second case collision avoidance was improved at the expense of a small (~3%) runtime degradation.

Note that we are using the 32-bit version of the murmur v3 hash, so even on 64-bit machines with a lot of RAM you can't have more than -b 32 or (2^32 =~ 4 billion features).

The --hash command line option

The command line option --hash [all|strings] affects how feature names are hashed:

  • --hash all forces all feature names through the murmur3 hash-function.
  • --hash strings which is the default behavior, operates differently on feature names that look like strings (start with a non-numeric char) and those that are numeric. Feature names that are numeric are assumed to be hashed already, i.e the name itself is the value of the hash, so the hashing is skipped.

Collision avoidance technique

As a result of the --hash strings default behavior, collisions can be avoided by pre-mapping your original features into natural numbers using a precomputed dictionary to map all feature names to unique numbers.

Ensuring the hash is large enough

The hash table, by default, can hold 2^18 or 262144 entries. For many problems this is plenty but in some cases, more space is needed to avoid collisions. To count unique features after hashing, add the parameter --readable_model <fname> then use wc -l <fname>. Calculate the nearest power of two to the result and use this to set the -b parameter.