GLMPredict Function Example | Teradata Vantage - 17.05 - GLMPredict Example: Gaussian Distribution Prediction - Teradata Database

This example evaluates the predictions for new houses, comparing the original price information with root mean square error evaluation (RMSE).

Input

• Input table: housing_test, as in DecisionForestPredict Example
• Model: glm_housing_model, output by "GLM Example: Gaussian Distribution Analysis" in Teradata Vantage™ Machine Learning Engine Analytic Function Reference, B700-4003

SQL Call

The canonical link specifies the default family link, which is "identity" for the Gaussian distribution.

DROP TABLE glmpredict_housing;

CREATE MULTISET TABLE glmpredict_housing AS (
  SELECT * FROM GLMPredict (
    ON housing_test PARTITION BY ANY
    ON glm_housing_model AS Model DIMENSION
    USING
    Accumulate ('sn', 'price')
    Family ('GAUSSIAN')
    LinkFunction ('CANONICAL')
  ) AS dt
) WITH DATA;

Output

This query returns the following table:

SELECT * FROM glmpredict_housing ORDER BY 1;

The fitted_value column gives the predicted house price.

Root Mean Square Error Evaluation

SELECT SQRT(AVG(POWER(glmpredict_housing.price - glmpredict_housing.fitted_value, 2))) AS RMSE FROM glmpredict_housing;