inary. Incidentally, lately we’been thinking about dimensionality reduction for sparse binary data.

We should finally mention that the format is also known as svm-light format, for example in scikit-learn.

UPDATE: As Marcello Donofrio points out, there’s an alternative way to do this if you want to use Vowpal Wabbit for further training. First you train with regularization and save the model, then give the model to the --feature_mask option to train using the features with non-zero weights only: