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

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
9.02
9.01
2.0
1.3
Published
February 2022
Language
English (United States)
Last Update
2022-02-10
dita:mapPath
rnn1580259159235.ditamap
dita:ditavalPath
ybt1582220416951.ditaval
dita:id
B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

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.