1.0 - 8.00 - GLM2 - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.0
8.00
Release Date
May 2019
Content Type
Programming Reference
Publication ID
B700-4003-098K
Language
English (United States)
The GLM2 function differs from the GLM function in these ways:
  • GLM2 supports the regularization models ridge, LASSO, and elastic net.
  • GLM2 uses the coordinate descent method to minimize the loss function (GLM uses the Fisher scoring method).
  • GLM2 outputs a model table and, optionally, a regularization table (GLM outputs only a model table).

You can input the model table and regularization table to the GLM2Predict function.