This is the vowpal wabbit fast online learning code.  It is Copyright
(c) 2009 Yahoo! Inc, and released for use under the BSD (revised) open
source license.

You can download the latest version from here:

https://github.com/JohnLangford/vowpal_wabbit/archives/master

Alternatively, the very latest version is available here:

git clone git://github.com/JohnLangford/vowpal_wabbit.git

You should be able to build it on most systems with:
make
(make test)

(For Windows, look at README.windows.txt)

If that fails, you try:
./autogen.sh
./configure
make
(make test)
make install

Note that ./autogen.sh requires automake.  On OSX, this implies installing 'glibtools'

Be sure to read the wiki: https://github.com/JohnLangford/vowpal_wabbit/wiki
for the tutorial, command line options, etc.  

The 'cluster' directory has it's own documentation for cluster
parallel use, and the examples at the end of test/Runtests give some
example flags.