CrossValidation Arguments - 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„¢
FunctionName
Specify the name of the function to be cross-validated. The function must be GLM (not case-sensitive).
glm_function_arguments
GLM Arguments.
For CrossValidation, each GLM argument can have multiple values. Each GLM argument must have the same number of values. These values define the models to cross-validate.
CVParams
Specify the arguments to use in cross-validation.
FoldNum
[Optional] Specify the value of k in k-fold cross-validation.
Default: 10
Metric
[Optional] Specify the error function to use to calculate the cross-validation error:
Option Description
'AUROC' (Default) Area under ROC curve.
'MSE' Mean squared error.