I am sorry, I do feel I am overlooking something really obvious.
But how can the following happen:
$ cat myTrainFile.txt
1:1 |f 1:12 2:13
2:1 |f 3:23 4:234
3:1 |f 5:12 6:34
$ cat myTestFile.txt
14:1 |f 1:12 2:13
14:1 |f 3:23 4:234
14:1 |f 5:12 6:34
$ vw --csoaa 3 -f myModel.model --compressed < myTrainFile.txt
final_regressor = myModel.model
...
...
$ vw -t -i myModel.model -p myPred.pred < myTestFile.txt
only testing
Num weight bits = 18
...
...
$ cat myPred.pred
14.000000
14.000000
14.000000
So the test file is identical to the train file, but for the labels. Hence, I would expect vw to produce the original labels that it learned from the train file, as it ignores the labels in the test file completely.
However, it seems to reproduce the labels form the test file?!?
Clearly, I am doing something completely wrong here... but what?