Framework for Online Features and Vowpal Wabbit Integration

by Shashwat Lal Das for Shogun Machine Learning Toolbox (Technical University Berlin / Max Planck Campus Tübingen)

Introduce support for 'streaming' features into Shogun through a framework. Then integrate vowpal wabbit, which is a very fast large scale online learning algorithm based on SGD. This framework will enable addition of further online learning algorithms into Shogun. The efficient implementation of this in VW will be borrowed and integrated into Shogun.