GLML1L2 Example 1: Ridge Regression, Family ('BINOMIAL') - Teradata Vantage

Input

The input table is admission_train, as in GLM Example 1: Logistic Regression Analysis with Intercept.

SQL Call

Because the response variable is binary (the admitted column has two possible values), the call specifies Family ('BINOMIAL'). Alpha (0) indicates L2 (ridge regression) regularization.

DROP TABLE admissions_model;
DROP TABLE admissions_factor_table;

CREATE MULTISET TABLE admissions_model AS (
  SELECT * FROM GLML1L2 (
   ON admissions_train AS InputTable
   OUT TABLE FactorTable (admissions_factor_table)
   USING
   FeatureColumns ('masters', 'gpa', 'stats', 'programming')
   CategoricalColumns ('masters', 'stats', 'programming') 
   ResponseColumn ('admitted') 
   Family ('BINOMIAL') 
   Alpha (0)
   Lambda (0.02)
   Randomization ('t')
  ) AS dt
) WITH DATA;

Output