vowpal wabbit: --multiclass_oaa does not produce probabilities

Question

I've tried

vw --multilabel_oaa 68 -d vw_data.csv --loss_function=logistic --probabilities -p probabilities.txt

and ended up with target labels only in probabilities.txt. Also -r option designed to produce raw output returned nothing, unfortunately.

Apart from that, I'm not sure is there a way to achieve similar behaviour (multilabel prediction with logistic loss) with other available VW multiclass options such as --csoaa and --wap.

Answer 1

I don't remember exactly, but I think --probabilities does not support multilabel. I even don't know what would be the interpretation (modelling the probability of label co-occurrence? and providing the probabilities for all 2^68 subsets?).

You can use standard multi-class --oaa 68. With --probabilities it should predict the probability for each class, so you can use e.g. some kind of threshold for selecting multiple lables=classes for each example (e.g. such that the sum of their probabilities is at least 42%).