GLM2 Example 3: Elastic Net for Gaussian Regression Analysis - Teradata Vantage

This example uses elastic net, a combination of the ridge and LASSO methods.

Input

The input table, glm2_elastic_net, contains a set of U. S. macroeconomic variables for the years 1947 through 1962. The response variable is the number of people employed (in millions).

SQL Call

Because the response variable has a normal distribution, the Family is Gaussian. The Alpha value, 0.1, specifies an elastic net model.

SELECT * FROM GLM2 (
  ON glm2_elastic_net AS InputTable
  OUT TABLE ModelTable (glm2_elastic_net_model)
  OUT TABLE RegularizationTable (glm2_3regularization)
  USING
  InputColumns ('gnp_deflator','gnp','armed_forces','population')
  ResponseColumn ('employed')
  Family ('GAUSSIAN')
  Intercept ('TRUE')
  NumLambdas (10)
  Alpha (0.1)
) AS dt;

Output

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