1.1 - 8.10 - CrossValidation Syntax Elements - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)
CrossValidationErrorTable
[Optional] Specify the name for the crossvalidation error table that the function outputs.
Default: cvtable in the current schema
FunctionName
Specify the name of the function to be cross-validated. The function must be GLM (not case-sensitive).
glm_function_syntax_elements
GLM Syntax Elements.
For CrossValidation, each GLM syntax element can have multiple values. Each GLM syntax element must have the same number of values. These values define the models to cross-validate.
CVParams
Specify the syntax elements to use in cross-validation.
FoldNum
[Optional] Specify the value of k in k-fold cross-validation.
Default: 10
Metric
[Optional] Specify the error function to use to calculate the cross-validation error:
Option Description
'AUROC' (Default) Area under ROC curve.
'MSE' Mean squared error.