GLML1L2 Example 3: LASSO, Family ('GAUSSIAN') - Teradata Vantage

Input

The input table is housing_train, as in GLM Example 3: Gaussian Distribution Analysis with Default Options.

SQL Call

Because the response variable has a Gaussian distribution, the call specifies Family ('GAUSSIAN'). Alpha (1) indicates L1 (LASSO) regularization.

DROP TABLE housing_model;
DROP TABLE housing_factor_table;

CREATE MULTISET TABLE housing_model AS (
  SELECT * FROM GLML1L2 (
    ON housing_train AS InputTable
    OUT TABLE FactorTable (housing_factor_table)
    USING
    FeatureColumns ('lotsize','bedrooms','bathrms','stories','garagepl','driveway',
      'recroom','fullbase','gashw','airco','prefarea','homestyle')
    CategoricalColumns ('driveway','recroom','fullbase','gashw','airco','prefarea','homestyle') 
    ResponseColumn ('price') 
    Family ('GAUSSIAN') 
    Alpha (1)
    Lambda (0.02)
    Randomization ('t')
  ) AS dt
) WITH DATA;

Output

(housing_factor_table not shown here.)