Logistic Regression - INPUT - Expert Options - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Teradata Warehouse Miner
Release Number
February 2018
English (United States)
Last Update
Product Category
  1. On the Logistic Regression dialog box, click INPUT.
  2. Click expert options.
    Logistic Regression > Input > Expert Options

  3. On this screen, select:
    • Optimization Method
      • Automatic — The program selects Reweighted Least Squares (RLS) unless there are 35 or more independent variable columns, in which case Quasi-Newton BFGS is selected instead. This is the default option.
      • Quasi-Newton (BFGS) — The user may explicitly request this optimization technique attributed to Broyden-Fletcher-Goldfarb-Shanno. Quasi-Newton methods do not require a Hessian matrix of second partial derivatives of the objective function to be calculated explicitly, saving time in some situations.
      • Reweighted Least Squares (RLS) — The user may explicitly request this optimization technique equivalent to the Gauss-Newton method. It involves computing a matrix very similar to a Hessian matrix but is typically the fastest technique for logistic regression.
    • Performance
      • Maximum amount of data for in-memory processing — Enter a number of megabytes.
      • Use multiple threads when applicable — This flag indicates that multiple SQL statements may be executed simultaneously, up to 5 simultaneous executions as needed. It only applies when not processing in memory, and only to certain processing performed in SQL. Where and when multi-threading is used is dependent on the number of columns and the Optimization Method selected (but both RLS and BFGS can potentially make some use of multi-threading).