title: Need some pointers on Vowpal Wabbit with respect to cross validation
body: <p>My goal is to do a grid search over various VW models in their parameter space (trying different loss functions and regularizations etc). Since the model could use multiple passes, I would like to use cross validation. I am wondering if I should implement my own cross validation code (perhaps as a bash script) or am I reinventing the wheel. Any pointers on whether this has been done before etc or best ways to proceed would be useful. I was looking at implementing cross validation in a bash script and using GNU parallel to parallelize the Grid Search</p>