LAR Functions - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.00
1.0
Published
May 2019
Language
English (United States)
Last Update
2019-11-22
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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. The ML Engine provides two LAR functions, LAR and LARPredict. 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.