GLM2Predict Example 3: Lambda - Teradata Vantage

This example specifies the lambda value for the function to use to make predictions.

Input

• Input table: glm2_elastic_net, as in GLM2 Example 3: Elastic Net for Gaussian Regression Analysis
• Model table: glm2_elastic_net_model, output by Example 3

SQL Call

SELECT * FROM GLM2Predict (
  ON glm2_elastic_net AS "input" PARTITION BY ANY
  ON glm2_elastic_net_2model AS model DIMENSION ORDER BY "category"
  ON glm2_4regularization AS regularization DIMENSION
  USING
  Lambda (0.08)
  Accumulate ('years')
) AS dt;

Output

The column reqlambda contains the lambda value specified in the function call. The column matchlambda contains the lambda value from the regularization table that is closest to the specified lambda value. The prediction is based on the matchlambda value.