This time we enter the Stack Overflow challenge, which is about predicting a status of a given question on SO. There are five possible statuses, so it’s a multi-class classification problem.
We would prefer a tool able to perform multiclass classification by itself. It can be done by hand by constructing five datasets, each with binary labels (one class against all others), and then combining predictions, but it might be a bit tricky to get right - we tried. Fortunately, nice people at Yahoo, excuse us, Microsoft, recently relased a new version of Vowpal Wabbit, and this new version supports multiclass classification.