Logistic Regression - INPUT - Expert Options - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions
Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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B035-2302
Product Category
Software
  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).