MIT License

This poject is the source code for the paper, "Online Bayesian Feature Selection with Non-Uniform Shrinkage for CTR Prediction and Text Classification" by Shandian Zhe (http://www.cs.utah.edu/~zhe/), et. al.

Due to the data privacy issues, we cannot release the data/code related to Yahoo! Ads platforms. However, we publish the code for the text classfication tasks, including Rcv1 and news20.

The data is too big to be uploaded into github. The data can be downloaded from http://www.cs.utah.edu/~zhe/data/olss-data.tgz

Note the "vw" folder contains the executable vw software in Linux. This can also be downloaded from http://finance.yendor.com/ML/VW/Binaries/

To run the code, clone the project. Then download and extract the data in parallel to the folder "OLSS". Follow README to run the code in OLSS folder.