title: Interpreting basic output from Vowpal Wabbit
body: <p>I had a couple questions about the output from a simple run of VW. I have read around the internet and the wiki sites but am still unsure about a couple of basic things.</p>
  
  <p>I ran the following on the boston housing data:</p>
  
  <pre><code>vw -d housing.vm --progress 1
  </code></pre>
  
  <p>where the housing.vm file is set up as (partially):</p>
  
  <p><img src="https://i.stack.imgur.com/ukmCa.jpg" alt="enter image description here"></p>
  
  <p>and output is (partially):</p>
  
  <p><img src="https://i.stack.imgur.com/0qSRu.jpg" alt="enter image description here"></p>
  
  <p><strong>Question 1:</strong></p>
  
  <p>1) Is it correct to think about the average loss column as the following steps:</p>
  
  <p>a) predict zero, so the first average loss is the squared error of the first example (with the prediction as zero)</p>
  
  <p>b) build a model on example 1 and predict example 2. Average the now 2 squared losses</p>
  
  <p>c) build a model on example 1-2 and predict example 3. Average the now 3 squared losses</p>
  
  <p>d) ...</p>
  
  <p>Do this until you hit the end of the data (assuming a single pass)</p>
  
  <p>2) What is the current features columns? It appears to be the number of non-zero features + an intercept. What is shown in the example, suggests that a feature is not counted if it is zero - is that true? For instance, the second record has a value of zero for 'ZN'. Does VW really look at that numeric feature as missing??</p>