PCAScore (ML Engine) - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.10
1.1
Published
October 2019
Language
English (United States)
Last Update
2019-12-31
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B700-4003
lifecycle
previous
Product Category
Teradata Vantage™

The PCA (ML Engine) function outputs a set of principal components, and each principal component is a linear combination of the set of original predictors.

In the output table, table pca_health_ev_scaled, (from PCA Example) the first-ranked principal component is:

-0.082 * age + 0.387 * bmi + (-0.0935) * bloodpressure + 0.042 * glucose …

Using a similar equation, the PCAScore function uses the coefficients from the output table of the PCA function to compute a principal component score for each observation.

A common use of PCAScore output is principal component regression (PCR).