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SAP HANA Predictive Analysis Library (PAL)

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Table 202:<br />

Name Data Type Default Value Description Dependency<br />

THREAD_NUMBER Integer 1 Specifies the number<br />

of threads.<br />

ALG Integer 1 Specifies algorithms<br />

for solving the least<br />

square problem:<br />

●<br />

●<br />

●<br />

●<br />

0: LU (fast but numerically<br />

unstable)<br />

1: QR decomposition<br />

(numerically<br />

stable, but fails<br />

when A is rankdeficient)<br />

2: SVD (numerically<br />

stable and<br />

can handle rank<br />

deficiency but<br />

computationally<br />

expensive)<br />

4: Cyclical coordinate<br />

descent<br />

method to solve<br />

elastic net regularized<br />

multiple<br />

linear regression<br />

The value 4 is supported<br />

only when VAR­<br />

IABLE_SELECTION is<br />

0.<br />

VARIABLE_SELEC­<br />

TION<br />

Integer 0 ● 0: All variables are<br />

included<br />

● 1: Forward selection<br />

The value 1 or 2 are<br />

supported only when<br />

ALG is not 4.<br />

●<br />

2: Backward selection<br />

ALPHA_TO_ENTER Double 0.05 P-value for forward selection.<br />

Only valid when VARI­<br />

ABLE_SELECTION is 1.<br />

ALPHA_TO_REMOVE Double 0.1 P-value for backward<br />

selection.<br />

Only valid when VARI­<br />

ABLE_SELECTION is<br />

2.<br />

ENET_LAMBDA Double No default value Penalized weight. The<br />

value should be equal<br />

to or greater than 0.<br />

Only valid when ALG is<br />

4.<br />

<strong>SAP</strong> <strong>HANA</strong> <strong>Predictive</strong> <strong>Analysis</strong> <strong>Library</strong> (<strong>PAL</strong>)<br />

<strong>PAL</strong> Functions P U B L I C 267

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