GLM2 Example 4: Lambda - Teradata Vantage

This example uses the same elastic net and Gaussian regression as GLM2 Example 3: Elastic Net for Gaussian Regression Analysis, but instead of specifying the number of lambdas to use, it specifies a set of specific lambda values. Teradata recommends this practice when the you have strong prior knowledge of the magnitude of lambda or want to test the results of predetermined lambda values.

Input

The input table is glm2_elastic_net, as in GLM2 Example 3: Elastic Net for Gaussian Regression Analysis.

SQL Call

The function calculates predictions only for the three specified lambda values.

SELECT * FROM GLM2 (
  ON glm2_elastic_net AS InputTable
  OUT TABLE ModelTable (glm2_elastic_net_2model)
  OUT TABLE RegularizationTable (glm2_4regularization)
  USING
  InputColumns ('gnp_deflator','gnp','armed_forces','population')
  ResponseColumn ('employed')
  Family ('GAUSSIAN')
  Intercept ('TRUE')
  Lambda (0.03,0.05,0.08)
  Alpha(0.1)
) AS dt;

Output

The function also outputs a model table, which is not shown here.