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R scripts for vowpal wabbit

download the r.vw package

r.vw contains two functions: dt2vw and vw

installation requires devtools:

install.packages("devtools")
devtools::install_github("JohnLangford/vowpal_wabbit", subdir = "R/r.vw")

Convert a data.table to vowpal wabbit format: dt2vw()

Allows to convert the data.table in chunks using the append=TRUE option. Make sure to define the correct data type before using the function. The function handles different data types as expected from R, so these should be defined already in the data.table object.

Call vowpal wabbit from R: vw()

Follow the example in R/examples/vw_example.R and R/examples/vw_example_2.R. It uses the vw.R function to run VW using system commands, so it is simple to adapt to different models. It also computes the AUC on a validation test set and plots the ROC curve if needed.