IDAX.RSE - Calculate the relative squared error of regression predictions

Use this stored procedure to calculate the relative squared error of regression predictions. For the calculation, the predictions that are made when a regression model is applied on data are compared to the real values of this data.

Authorization

The privileges held by the authorization ID of the statement must include the IDAX_USER role.

Syntax

IDAX.RSE(in parameter_string varchar(32672))

Parameter descriptions

parameter_string

Mandatory one-string parameter that contains pairs of <parameter>=<value> entries that are separated by a comma.

Data type: VARCHAR(32672)

The following list shows the parameter values:

pred_table: Mandatory.; The name of the input table that contains the predicted values.; Data type: VARCHAR(256)
pred_column: Mandatory.; The column of the input table in the pred_table that contains the predicted values.; Data type: VARCHAR(128)
pred_id: Mandatory.; The column of the input table in the pred_table that identifies a unique instance ID.; Data type: VARCHAR(128)
true_table: Mandatory.; The name of the input table that contains the real values.; Data type: VARCHAR(256)
true_column: Mandatory.; The column of the input table in the true_table that contains the real values.; Data type: VARCHAR(128)
true_id: Mandatory.; The column of the input table in the true_table that identifies a unique instance ID.; Data type: VARCHAR(128)
check: Optional.; A flag that indicates whether the parameters are checked to prevent usage errors.; Allowed values are 'all' (check all), 'none' (check nothing), and 'nulls' (check for nulls only).; Keep in mind that the process of checking the parameters might be time-consuming.; Default: all; Data type: VARCHAR (ANY)

Returned information

DOUBLE the relative squared error as a result set.

Example

CALL IDAX.SPLIT_DATA('intable=samples.customer_churn,traintable=cust_train,testtable=cust_test,id=cust_id,fraction=0.30');
CALL IDAX.GROW_REGTREE('model=cust_rt, intable=cust_train, id=cust_id, target=duration,  minsplit=2');
CALL IDAX.PREDICT_REGTREE('model=cust_rt, intable=cust_test, outtable=cust_rt_out');
CALL IDAX.RSE('intable=cust_test,id=cust_id,target=duration,resulttable=cust_rt_out');