-
Notifications
You must be signed in to change notification settings - Fork 0
Weight vector
VW's weight vector has (2^b) float
(4-byte) weights (where (b) is specified by the -b
option) and each example's features are hash to an index in ([0,2^b-1]). The weight vector is also used to store other vectors needed by more sophisticated learning algorithms, such as the conjugate gradient method (--conjugate_gradient
), or adaptive gradient descent (--adaptive
--invariant
, and --normalized
). In these more sophisticated cases, some small integer multiplier will be used on the size of the weight vector so there's enough room to store all these auxilliary weights side-by-side, in the same 'hash-bucket'.
In other words: when more than one vector is stored in the same global (2^b) space, every hash-value slot will store multiple "weights". The size (number of floats) in the hash-bucket is called the stride
in the vw
source.
VW uses -b 18
by default. 2^18 is 262144 meaning if you have much less than 262144 distinct features in your training set you should be relatively safe from hash-collisions. If you auto-generate many new features of the fly, like when you use -q
(quadratic), -c
(cubic), or --nn
, you may want to increase the default by requesting a bigger -b value to avoid hash collisions.
By default, vw
uses -b 18
and normalized/adaptive/invariant SGD. So the overall size allocated for the weight vector is 2^18 * weights_per_stride * (sizeof float) = (262144 * 3 * 4) = 3,145,728 bytes. A bit over 3MB.