The Vowpal Wabbit (VW) project is a fast out-of-core learning system
sponsored by Microsoft Research and (previously) Yahoo! Research.

There are two ways to have a fast learning algorithm: (a) start with a slow
algorithm and speed it up, or (b) build an intrinsically fast learning
algorithm.  This project is about approach (b), and it's reached a state
where it may be useful to others as a platform for research and experimentation.

There are several optimization algorithms available with the baseline
being sparse gradient descent (GD) on a loss function (several are available).

WWW: https://github.com/JohnLangford/vowpal_wabbit/wiki