How does vowpal wabbit works with gradient descend algorithm?

Question

I have been trying to understand vowpal wabbit algorithm. Is anyone can help me to understand VW and how to implement it

Answer 1

Vowpal Wabbit is focused on online learning (though it can do also batch L-BFGS) and it's main algorithm is Stochastic gradient descent with several (optional, but included in the default) improvements (adaptive, normalized updates, clever importance weighting,...). The algorithm is described on slides 5 and 11 of the tutorial.

There is no need to implement it, it's already implemented:-) and it's super fast and memory efficient. Therefore, the code contains many optimization tricks, so it's not really suitable for inspection by beginners.