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VS2015 + CNTK starting integration
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‎ChangeLog

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‎INSTALL

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When working off the master branch try just typing 'make'. For
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releases do the below.
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Installation Instructions
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*************************
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‎NEWS

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‎README.md

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@@ -20,6 +20,7 @@ These prerequisites are usually pre-installed on many platforms. However, you ma
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manager (*yum*, *apt*, *MacPorts*, *brew*, ...) to install missing software.
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- [Boost](http://www.boost.org) library, with the `Boost::Program_Options` library option enabled.
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- The zlib compression library + headers. In linux distros: package `zlib-devel` (Red Hat/CentOS), or `zlib1g-dev` (Ubuntu/Debian)
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- lsb-release (RedHat/CentOS: redhat-lsb-core, Debian: lsb-release, Ubuntu: you're all set, OSX: not required)
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- GNU *autotools*: *autoconf*, *automake*, *libtool*, *autoheader*, et. al. This is not a strict prereq. On many systems (notably Ubuntu with `libboost-program-options-dev` installed), the provided `Makefile` works fine.
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- (optional) [git](http://git-scm.com) if you want to check out the latest version of *vowpal wabbit*,

‎c_test/c_test.vcxproj

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<?xml version="1.0" encoding="utf-8"?>
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<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<Project DefaultTargets="Build" ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ItemGroup Label="ProjectConfigurations">
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<ProjectConfiguration Include="DebugLeakCheck|Win32">
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<Configuration>DebugLeakCheck</Configuration>
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='DebugLeakCheck|Win32'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='DebugLeakCheck|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>false</UseDebugLibraries>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>false</UseDebugLibraries>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<CharacterSet>MultiByte</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
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<ImportGroup Label="ExtensionSettings">

‎cluster/cluster.vcxproj

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<?xml version="1.0" encoding="utf-8"?>
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<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<Project DefaultTargets="Build" ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ItemGroup Label="ProjectConfigurations">
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<ProjectConfiguration Include="DebugLeakCheck|Win32">
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<Configuration>DebugLeakCheck</Configuration>
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<RootNamespace>cluster</RootNamespace>
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<ProjectName>spanning_tree</ProjectName>
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<SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\vowpalwabbit\</SolutionDir>
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<WindowsTargetPlatformVersion>8.1</WindowsTargetPlatformVersion>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='DebugLeakCheck|Win32'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='DebugLeakCheck|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>true</UseDebugLibraries>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>false</UseDebugLibraries>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<PropertyGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'" Label="Configuration">
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<ConfigurationType>Application</ConfigurationType>
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<UseDebugLibraries>false</UseDebugLibraries>
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<WholeProgramOptimization>true</WholeProgramOptimization>
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<CharacterSet>Unicode</CharacterSet>
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<PlatformToolset>v120</PlatformToolset>
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<PlatformToolset>v140</PlatformToolset>
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</PropertyGroup>
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<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
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<Import Project="$(SolutionDir)Build.props" />

‎cs/azure/Join/QueueDictionary.cs

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using System;
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using System.Collections.Generic;
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namespace VowpalWabbit.Azure.Join
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{
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public class QueueDictionary<TKey, TValue>
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{
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public class Item
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{
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public TKey Key { get; set; }
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public TValue Value { get; set; }
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}
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private readonly LinkedList<Item> queue = new LinkedList<Item>();
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private readonly Dictionary<TKey, LinkedListNode<Item>> index = new Dictionary<TKey, LinkedListNode<Item>>();
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public IEnumerable<Item> DequeueIf(Predicate<TValue> pred)
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{
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while (queue.First != null && pred(queue.First.Value.Value))
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{
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var item = queue.First.Value;
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queue.RemoveFirst();
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index.Remove(item.Key);
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yield return item;
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}
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}
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public TValue Remove(TKey key)
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{
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LinkedListNode<Item> node;
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if (!index.TryGetValue(key, out node))
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return default(TValue);
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var value = node.Value.Value;
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queue.Remove(node);
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index.Remove(key);
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return value;
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}
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public void Enqueue(TKey key, TValue value)
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{
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var node = queue.AddLast(new Item { Key = key, Value = value });
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index.Add(key, node);
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}
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}
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}

‎cs/azure/Trainer/LearnEventProcessorHost.cs

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serviceBusConnectionStringBuilder.EntityPath = string.Empty;
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this.eventProcessorHost = new EventProcessorHost(settings.Metadata.ApplicationID, joinedEventhubName,
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EventHubConsumerGroup.DefaultGroupName, serviceBusConnectionStringBuilder.ToString(), settings.StorageConnectionString);
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settings.JoinedEventHubConsumerGroup, serviceBusConnectionStringBuilder.ToString(), settings.StorageConnectionString);
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// used by this.InitialOffsetProvider if no checkpointed state is found
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this.eventHubStartDateTimeUtc = settings.EventHubStartDateTimeUtc;

‎cs/azure/Trainer/OnlineTrainerSettingsInternal.cs

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// </copyright>
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// --------------------------------------------------------------------------------------------------------------------
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using Microsoft.ServiceBus.Messaging;
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using System;
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using VW.Azure.Trainer.Checkpoint;
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/// </summary>
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public string JoinedEventHubConnectionString { get; set; }
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/// <summary>
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/// Consumer group used for joined events.
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/// </summary>
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public string JoinedEventHubConsumerGroup { get; set; } = EventHubConsumerGroup.DefaultGroupName;
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/// <summary>
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/// Evaluation output Azure Eventhub connection string.
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/// </summary>

‎cs/azure/Trainer/Operations/EvalOperation.cs

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[JsonProperty("name")]
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public string Name { get; set; }
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[JsonProperty("cost")]
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public float Cost { get; set; }
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[JsonProperty("weightedcost")]
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public float WeightedCost { get; set; }
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[JsonProperty("prob")]
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public float Probability { get; set; }
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[JsonProperty("importanceweight")]
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public float ImportanceWeight { get; set; }
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[JsonProperty("timestamp")]
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public DateTime Timestamp { get; set; }
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Name = "Latest Policy",
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// calcuate expectation under current randomized policy (using current exploration strategy)
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// VW action is 0-based, label Action is 1 based
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Cost = (trainerResult.Label.Cost * pi_a_x) / p_a_x,
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Probability = pi_a_x / p_a_x
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WeightedCost = (trainerResult.Label.Cost * pi_a_x) / p_a_x,
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ImportanceWeight = pi_a_x / p_a_x
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};
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// the one currently running
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yield return new EvalEventData
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{
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Name = "Deployed Policy",
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Cost = trainerResult.Label.Cost,
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Probability = 1 // for deployed policy just use the observed cost
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WeightedCost = trainerResult.Label.Cost,
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ImportanceWeight = 1 // for deployed policy just use the observed cost
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};
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// Default = choosing the action that's supplied by caller
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yield return new EvalEventData
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{
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Name = "Default Policy",
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Cost = VowpalWabbitContextualBanditUtil.GetUnbiasedCost(trainerResult.Label.Action, (uint)1, trainerResult.Label.Cost, trainerResult.Label.Probability),
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Probability = trainerResult.Label.Action == 1 ? 1 / (trainerResult.ObservedProbabilities[0] * (1 - trainerResult.ProbabilityOfDrop)) : 0
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WeightedCost = VowpalWabbitContextualBanditUtil.GetUnbiasedCost(trainerResult.Label.Action, (uint)1, trainerResult.Label.Cost, trainerResult.Label.Probability),
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ImportanceWeight = trainerResult.Label.Action == 1 ? 1 / (trainerResult.ObservedProbabilities[0] * (1 - trainerResult.ProbabilityOfDrop)) : 0
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};
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// per action tag policies
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yield return new EvalEventData
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{
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Name = name,
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Cost = VowpalWabbitContextualBanditUtil.GetUnbiasedCost(trainerResult.Label.Action, (uint)action, trainerResult.Label.Cost, trainerResult.Label.Probability),
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Probability = trainerResult.Label.Action == action ? 1 / (trainerResult.ObservedProbabilities[action - 1] * (1 - trainerResult.ProbabilityOfDrop)) : 0
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WeightedCost = VowpalWabbitContextualBanditUtil.GetUnbiasedCost(trainerResult.Label.Action, (uint)action, trainerResult.Label.Cost, trainerResult.Label.Probability),
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ImportanceWeight = trainerResult.Label.Action == action ? 1 / (trainerResult.ObservedProbabilities[action - 1] * (1 - trainerResult.ProbabilityOfDrop)) : 0
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};
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}
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}

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