1.1 - 8.10 - Least Angle Regression (LAR) Functions (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Published
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

Least angle regression (LAR) and its most important modification, least absolute shrinkage and selection operator (LASSO), are variants of linear regression that select the most important variables, one by one, and fit the coefficients dynamically. ML Engine provides two LAR functions, LAR (ML Engine) and LARPredict (ML Engine). The output of the LAR function is input to the LARPredict function.

For more information about LAR, see Least Angle Regression, Bradley Efron and others, Department of Statistics, Stanford University, 2004.