Feature Hashing and Extraction

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 murmurhash2 algorithm which then is XORed 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. Note that this code as written is a model for the 32-bit implementation of the hashing.

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%

enjoy!