Vowpal Wabbit
Machine learning system which pushes the frontier of machine learning
...There is a specific focus on reinforcement learning with several contextual bandit algorithms implemented and the online nature lending to the problem well. Vowpal Wabbit is a destination for implementing and maturing state-of-the-art algorithms with performance in mind. The input format for the learning algorithm is substantially more flexible than might be expected. Examples can have features consisting of free-form text, which is interpreted in a bag-of-words way. There can even be multiple sets of free-form text in different namespaces. Similar to the few other online algorithm implementations out there. There are several optimization algorithms available with the baseline being sparse gradient descent (GD) on a loss function.