CrossValidation Arguments - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
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B700-1022
lifecycle
previous
Product Category
Software
Function
Specifies the name of the function to be cross-validated. The function must be GLM (not case-sensitive).
training_function_argument
[Required if the function to be cross-validated requires it, otherwise optional.] Arguments of the function to be cross-validated.
CVParams
Specifies the arguments to use in cross-validation.
FoldNum
[Optional] Specifies the value of k in k-fold cross-validation. Default: 10.
CVTable
[Optional] Specifies the name of the output table that contains the cross-validation errors for all models. Default: 'cvtable'.
Metric
[Optional] Specifies the error function to use to calculate the cross-validation error:
  • 'AUROC' (Default): area under the ROC curve
  • 'MSE': mean squared error