Feature expansion

[derenrich]

Is there any interest in adding feature expansion capabilities in the server? You could automatically generate features based on the features in the structured input (for-example a categorical variable indicating that a continuous variable is present).

[petricek]

Hey Daniel,

Sounds like a useful feature - maybe we should implement this inside vw itself as a reduction so that it is accessible no matter how you use vw?

[derenrich]

So for simple feature expansion I agree that's best. Maybe I'll try and code that up (I haven't written a reduction before).

However, I can imagine feature expansion rules that would require information only available before "vowpalization." An example of this would be, say, bucketing continuous values into weighted combinations of pre-set bucket ranges :P. Another example would be converting timestamps into multiple categorical variables (representing years and months). How this would be encoded is another question and maybe this is all best done a layer above this.

I bring this up becomes I'm working on a code base that looks a lot like this but is intended to deal more with feature expansion.