GLM2 Output - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.00
1.0
Published
May 2019
Language
English (United States)
Last Update
2019-11-22
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B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

Onscreen Output

Column Description
dfDevRatio Number of nonzero coefficients for DevRatio in each lambda value.
DevRatio Fraction of (null) deviance explained. Deviance calculations incorporate weights if present in the model. Therefore, this value is (1-deviance)/(null deviance). (For elastic net, this value is the R-square.)
dfDev Number of nonzero coefficients for deviance in each lambda value.
deviance Deviance, which is defined as 2*(loglike_sat - loglike), where loglike_sat is the log-likelihood for the saturated model (a model with a free parameter for each observation).
lambda Lambda value.

ModelTable Schema

Column Data Type Description
category VARCHAR Abstract category for output; one of the following:
Category Meaning
A global properties
B regularization-specific properties
C coefficients
information VARCHAR Value provided in either this column or the value column (for example, FAMILY:POISSON).
value VARCHAR, INTEGER, or DOUBLE PRECISION Value of each item specified in information column.

RegularizationTable Schema

This table appears only with the RegularizationTable argument.

Column Data Type Description
df_dev_ratio DOUBLE PRECISION Number of nonzero coefficients for %dev in each lambda value.
deviance_ratio DOUBLE PRECISION Fraction of (null) deviance explained. Deviance calculations incorporate weights if present in the model. Therefore, this value is (1-deviance)/(null deviance). (For elastic net, this value is the R-square.)
df_dev DOUBLE PRECISION Number of nonzero coefficients for deviance in each lambda value.
deviance DOUBLE PRECISION Deviance, which is defined as 2*(loglike_sat - loglike), where loglike_sat is the log-likelihood for the saturated model (a model with a free parameter for each observation).
lambda DOUBLE PRECISION Lambda value.
predictor_variable_column DOUBLE PRECISION Coefficients for all predictors for current lambda value.