Provides actions for fitting Generalized Additive Models
Performs generalized additive model building.
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
creates a table on the server that contains observationwise statistics, which are computed after the model is fit. |
|
|
names |
lists the names of results tables to save as CAS tables on the server. |
|
|
— |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring. |
changes the attributes of variables used in this action. Currently, attributes specified on the inputs and nominals parameter are ignored.
For more information about specifying the attributes parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).
| Alias | attribute |
|---|
names the classification variables to use as explanatory variables in the analysis.
The classStatement value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | FALSE |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies the classification variables.
| Alias | name |
|---|
lists options that apply to all classification variables.
| Long form | classGlobalOpts={param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"} |
|---|---|
| Shortcut form | classGlobalOpts="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE" |
The classopts value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | FALSE |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
For more information, see the description of the order subparameter in the class parameter (Shared Concepts).
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
For more information, see the description of the param subparameter in the class parameter (Shared Concepts).
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies a list of results tables to send to the client for display.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
names the numeric variable that contains the frequency of occurrence for each observation.
when set to True, request an iteration history table about the selection process.
| Default | FALSE |
|---|
specifies the maximum name length for new columns in any output data table that is created on the CAS server.
| Alias | maxNameLength |
|---|
| Default | 32 |
|---|---|
| MAX | sets the maximum name length to the maximum integer. |
| MIN | sets the maximum name length to 20. |
| SASV9 | sets the maximum name length to 32 (which is the maximum valid name length in SAS version 9). |
names the dependent variable, parametric effects, spline effects, and model options.
The gamselmodel value can be one or more of the following:
when set to True, constructs a spline by including observations from training, validation, and test data.
| Default | FALSE |
|---|
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
The responsevar value can be one or more of the following:
names the response variable.
specifies a list of parameters for the response variable.
The modelopts value can be one or more of the following:
when set to True, reverses the sort order of the response categories. When the descending parameter is set to True and a value is specified for the order parameter, the action orders the response categories according to the requested order and then reverses that order.
| Default | FALSE |
|---|
specifies the event category for the binary response model. FIRST and LAST refer to the first and last ordered value of the response, respectively.
specifies the sort order for the levels of the response variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the reference level that is used for the response variable. Valid parameter values are a quoted string that specifies a valid level for the response variable or FIRST or LAST. FIRST and LAST refer to the first and last ordered value of the variable, respectively.
specifies the response distribution for the model.
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
specifies the initial dispersion parameter.
| Minimum value | 0 |
|---|
specifies the link function for the model.
specifies the maximum dispersion parameter.
| Minimum value (exclusive) | 0 |
|---|
specifies the minimum dispersion parameter.
| Minimum value | 0 |
|---|
specifies a numeric offset variable. This variable cannot be a classification variable, a response variable, or one of the explanatory variables.
specifies the fixed dispersion parameter.
| Alias | dispersion |
|---|---|
| Minimum value | 0 |
names the spline effects to use in the generalized additive models.
The gamselSplineTerm value can be one or more of the following:
specifies the degree of the spline transformation.
| Alias | m |
|---|---|
| Minimum value | 1 |
when set to True, displays knot values for a spline term.
| Default | FALSE |
|---|
when set to True, displays the penalty matrix for a spline term.
| Default | FALSE |
|---|
when set to True, displays detailed spline construction parameters.
| Default | FALSE |
|---|
specifies the fixed degrees of freedom for a spline term.
| Minimum value | 0 |
|---|
specifies the order of the difference penalty for a B-spline.
| Default | 2 |
|---|---|
| Range | 0–10 |
specifies a list of knot values to use for a spline term.
specifies the lower exterior knots for a spline term.
specifies the maximum number of knots for a spline term.
| Minimum value | 1 |
|---|
specifies the fixed smoothing parameter for a spline term.
| Minimum value | 0 |
|---|
specifies the upper exterior knots for a spline term.
specifies the variables to use in a spline term.
specifies the sparsity penalty strength.
| Alias | wt1 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies the smoothness penalty strength.
| Alias | wt2 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies a positive numeric variable that is the number of trials. When you specify a trial variable, the response variable is called the events variable and it must contain the number of positive responses (or events).
limits the display of class levels. The value 0 suppresses all levels.
| Minimum value | 0 |
|---|
creates a table on the server that contains observationwise statistics, which are computed after the model is fit.
The gamselOutputStatement value can be one or more of the following:
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable (Form 1) parameter (Appendix A: Common Parameters).
when set to True, requests componentwise statistics such as standard errors and confidence bands for each individual spline term.
| Default | FALSE |
|---|
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
names the predicted response level. The default name is Into.
specifies the predicted event probability that determines the predicted binary response level.
| Default | 0.5 |
|---|---|
| Range | (0, 1) |
names the Pearson chi-square residual. The default name is Pearson.
| Aliases | resChi |
|---|---|
| pears |
names the predicted value. If you do not specify any output statistics, then the predicted value is named Pred by default.
| Aliases | p |
|---|---|
| predicted | |
| iLink | |
| mean |
names the residual. The default name is Resid.
| Aliases | residual |
|---|---|
| r |
identifies the training, validation, and test roles for the observations.
names the linear predictor. The default name is Xbeta.
| Alias | linp |
|---|
lists the names of results tables to save as CAS tables on the server.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
specifies the fractions of the data to be used for validation and testing.
The partByFracStatement value can be one or more of the following:
specifies the seed to use in the random number generator that is used for partitioning the data.
| Default | 0 |
|---|
randomly assigns the specified proportion of observations in the input table to the testing role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Range | 0–1 |
|---|
randomly assigns the specified proportion of observations in the input table to the validation role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Alias | valid |
|---|---|
| Range | 0–1 |
names the variable and its values used to partition the data into training, validation, and testing roles.
| Long form | partByVar={name="variable-name"} |
|---|---|
| Shortcut form | partByVar="variable-name" |
The partByVarStatement value can be one or more of the following:
names the variable in the input table whose values are used to assign roles to each observation.
specifies the formatted value of the variable that is used to assign observations to the testing role.
specifies the formatted value of the variable that is used to assign observations to the training role. If you do not specify the train parameter, then all observations whose roles are not determined by the test and validate parameters are assigned to training.
specifies the formatted value of the variable that is used to assign observations to the validation role.
| Alias | valid |
|---|
specifies a seed for starting the pseudorandom number generator.
| Default | 0 |
|---|---|
| Range | 0–4294967295 |
specifies the method and options for performing model selection.
| Long form | selection={method="BOOSTING" | "SHRINKAGE"} |
|---|---|
| Shortcut form | selection="BOOSTING" | "SHRINKAGE" |
The gamselSelect value can be one or more of the following:
specifies the absolute convergence tolerance for the alternating direction method of multipliers (ADMM) algorithm.
| Alias | absEps |
|---|---|
| Default | 1E-06 |
| Minimum value (exclusive) | 0 |
when set to True, requests the exact ridge solution in the ADMM algorithm.
| Aliases | admmRidge |
|---|---|
| ridge | |
| Default | FALSE |
specifies the maximum number of ADMM iterations.
| Default | 10000 |
|---|---|
| Minimum value | 0 |
specifies the relative convergence tolerance for the ADMM algorithm.
| Alias | relEps |
|---|---|
| Default | 0.0001 |
| Minimum value (exclusive) | 0 |
specifies the penalty parameter for the ADMM algorithm.
| Alias | rho |
|---|---|
| Minimum value (exclusive) | 0 |
when set to True, requests the adaptive penalty parameter for the ADMM algorithm.
| Aliases | admmAdaptiveRho |
|---|---|
| adaptiveRho | |
| Default | TRUE |
specifies the maximum number of observations for which the boosting selection method stores the linear predictor values in memory when you are training the model.
| Alias | boostXBetaInMem |
|---|---|
| Default | 500000 |
| Minimum value | 0 |
specifies the maximum number of selection steps to perform.
| Alias | boostMaxSteps |
|---|---|
| Minimum value | 1 |
specifies the step size for the boosting algorithm.
| Alias | boostLearningRate |
|---|---|
| Default | 0.1 |
| Range | (0, 1) |
specifies the criterion for choosing the model. The specified criterion is evaluated at each step of the selection process, and the model that yields the best value of the criterion is chosen.
specifies the method to use for partitioning the data into folds for cross validation.
The gamselCVMethod value can be one or more of the following:
names the variable to use for partitioning the data into folds for cross validation.
specifies the number of partition folds in the random cross validation process.
| Alias | kfold |
|---|---|
| Minimum value | 2 |
when set to True, uses the distributed algorithm to evaluate different regularization parameters.
| Default | TRUE |
|---|
specifies the maximum number of likelihood estimation iterations.
| Default | 500 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for spline components.
| Alias | lambda1 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for nonlinear trends of spline components.
| Alias | lambda2 |
|---|---|
| Minimum value | 0 |
specifies the generalized ridge regularization parameter for nonlinear trends of spline components.
| Alias | lambda3 |
|---|---|
| Default | 0 |
| Minimum value | 0 |
specifies the maximum regularization parameter for spline components.
| Alias | maxLambda1 |
|---|---|
| Minimum value | 0 |
specifies the maximum regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda2 |
|---|---|
| Minimum value | 0 |
specifies the maximum ridge regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda3 |
|---|---|
| Minimum value | 0 |
specifies the model selection method.
| Default | BOOSTING |
|---|
specifies the number of regularization parameter candidates for spline components.
| Alias | numLambda1 |
|---|---|
| Default | 20 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda2 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda3 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for spline components.
| Alias | rhoLambda1 |
|---|---|
| Default | 0.8 |
| Range | (0, 1) |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda2 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda3 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of consecutive steps at which the stop criterion must worsen in order for a local extremum to be detected.
| Minimum value | 0 |
|---|
specifies the relative change tolerance for evaluating the early stopping criterion.
| Alias | stopTol |
|---|---|
| Minimum value | 0 |
specifies the singularity criterion in Cholesky decomposition and matrix inversion operations.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
specifies the singularity criterion in truncated eigendecomposition to determine its convergence.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring.
For more information about specifying the store parameter, see the common casouttablebasic parameter (Appendix A: Common Parameters).
| Aliases | savemodel |
|---|---|
| save | |
| savestate |
specifies the input data table.
For more information about specifying the table parameter, see the common castable (Form 1) parameter (Appendix A: Common Parameters).
names the numeric variable to use to perform a weighted analysis of the data.
Performs generalized additive model building.
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
creates a table on the server that contains observationwise statistics, which are computed after the model is fit. |
|
|
names |
lists the names of results tables to save as CAS tables on the server. |
|
|
— |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring. |
changes the attributes of variables used in this action. Currently, attributes specified on the inputs and nominals parameter are ignored.
For more information about specifying the attributes parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).
| Alias | attribute |
|---|
names the classification variables to use as explanatory variables in the analysis.
The classStatement value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | false |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | false |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | false |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | false |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies the classification variables.
| Alias | name |
|---|
lists options that apply to all classification variables.
| Long form | classGlobalOpts={param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"} |
|---|---|
| Shortcut form | classGlobalOpts="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE" |
The classopts value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | false |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | false |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | false |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | false |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
For more information, see the description of the order subparameter in the class parameter (Shared Concepts).
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
For more information, see the description of the param subparameter in the class parameter (Shared Concepts).
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies a list of results tables to send to the client for display.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
names the numeric variable that contains the frequency of occurrence for each observation.
when set to True, request an iteration history table about the selection process.
| Default | false |
|---|
specifies the maximum name length for new columns in any output data table that is created on the CAS server.
| Alias | maxNameLength |
|---|
| Default | 32 |
|---|---|
| MAX | sets the maximum name length to the maximum integer. |
| MIN | sets the maximum name length to 20. |
| SASV9 | sets the maximum name length to 32 (which is the maximum valid name length in SAS version 9). |
names the dependent variable, parametric effects, spline effects, and model options.
The gamselmodel value can be one or more of the following:
when set to True, constructs a spline by including observations from training, validation, and test data.
| Default | false |
|---|
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
The responsevar value can be one or more of the following:
names the response variable.
specifies a list of parameters for the response variable.
The modelopts value can be one or more of the following:
when set to True, reverses the sort order of the response categories. When the descending parameter is set to True and a value is specified for the order parameter, the action orders the response categories according to the requested order and then reverses that order.
| Default | false |
|---|
specifies the event category for the binary response model. FIRST and LAST refer to the first and last ordered value of the response, respectively.
specifies the sort order for the levels of the response variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the reference level that is used for the response variable. Valid parameter values are a quoted string that specifies a valid level for the response variable or FIRST or LAST. FIRST and LAST refer to the first and last ordered value of the variable, respectively.
specifies the response distribution for the model.
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
specifies the initial dispersion parameter.
| Minimum value | 0 |
|---|
specifies the link function for the model.
specifies the maximum dispersion parameter.
| Minimum value (exclusive) | 0 |
|---|
specifies the minimum dispersion parameter.
| Minimum value | 0 |
|---|
specifies a numeric offset variable. This variable cannot be a classification variable, a response variable, or one of the explanatory variables.
specifies the fixed dispersion parameter.
| Alias | dispersion |
|---|---|
| Minimum value | 0 |
names the spline effects to use in the generalized additive models.
The gamselSplineTerm value can be one or more of the following:
specifies the degree of the spline transformation.
| Alias | m |
|---|---|
| Minimum value | 1 |
when set to True, displays knot values for a spline term.
| Default | false |
|---|
when set to True, displays the penalty matrix for a spline term.
| Default | false |
|---|
when set to True, displays detailed spline construction parameters.
| Default | false |
|---|
specifies the fixed degrees of freedom for a spline term.
| Minimum value | 0 |
|---|
specifies the order of the difference penalty for a B-spline.
| Default | 2 |
|---|---|
| Range | 0–10 |
specifies a list of knot values to use for a spline term.
specifies the lower exterior knots for a spline term.
specifies the maximum number of knots for a spline term.
| Minimum value | 1 |
|---|
specifies the fixed smoothing parameter for a spline term.
| Minimum value | 0 |
|---|
specifies the upper exterior knots for a spline term.
specifies the variables to use in a spline term.
specifies the sparsity penalty strength.
| Alias | wt1 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies the smoothness penalty strength.
| Alias | wt2 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies a positive numeric variable that is the number of trials. When you specify a trial variable, the response variable is called the events variable and it must contain the number of positive responses (or events).
limits the display of class levels. The value 0 suppresses all levels.
| Minimum value | 0 |
|---|
creates a table on the server that contains observationwise statistics, which are computed after the model is fit.
The gamselOutputStatement value can be one or more of the following:
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable (Form 1) parameter (Appendix A: Common Parameters).
when set to True, requests componentwise statistics such as standard errors and confidence bands for each individual spline term.
| Default | false |
|---|
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
names the predicted response level. The default name is Into.
specifies the predicted event probability that determines the predicted binary response level.
| Default | 0.5 |
|---|---|
| Range | (0, 1) |
names the Pearson chi-square residual. The default name is Pearson.
| Aliases | resChi |
|---|---|
| pears |
names the predicted value. If you do not specify any output statistics, then the predicted value is named Pred by default.
| Aliases | p |
|---|---|
| predicted | |
| iLink | |
| mean |
names the residual. The default name is Resid.
| Aliases | residual |
|---|---|
| r |
identifies the training, validation, and test roles for the observations.
names the linear predictor. The default name is Xbeta.
| Alias | linp |
|---|
lists the names of results tables to save as CAS tables on the server.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
specifies the fractions of the data to be used for validation and testing.
The partByFracStatement value can be one or more of the following:
specifies the seed to use in the random number generator that is used for partitioning the data.
| Default | 0 |
|---|
randomly assigns the specified proportion of observations in the input table to the testing role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Range | 0–1 |
|---|
randomly assigns the specified proportion of observations in the input table to the validation role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Alias | valid |
|---|---|
| Range | 0–1 |
names the variable and its values used to partition the data into training, validation, and testing roles.
| Long form | partByVar={name="variable-name"} |
|---|---|
| Shortcut form | partByVar="variable-name" |
The partByVarStatement value can be one or more of the following:
names the variable in the input table whose values are used to assign roles to each observation.
specifies the formatted value of the variable that is used to assign observations to the testing role.
specifies the formatted value of the variable that is used to assign observations to the training role. If you do not specify the train parameter, then all observations whose roles are not determined by the test and validate parameters are assigned to training.
specifies the formatted value of the variable that is used to assign observations to the validation role.
| Alias | valid |
|---|
specifies a seed for starting the pseudorandom number generator.
| Default | 0 |
|---|---|
| Range | 0–4294967295 |
specifies the method and options for performing model selection.
| Long form | selection={method="BOOSTING" | "SHRINKAGE"} |
|---|---|
| Shortcut form | selection="BOOSTING" | "SHRINKAGE" |
The gamselSelect value can be one or more of the following:
specifies the absolute convergence tolerance for the alternating direction method of multipliers (ADMM) algorithm.
| Alias | absEps |
|---|---|
| Default | 1E-06 |
| Minimum value (exclusive) | 0 |
when set to True, requests the exact ridge solution in the ADMM algorithm.
| Aliases | admmRidge |
|---|---|
| ridge | |
| Default | false |
specifies the maximum number of ADMM iterations.
| Default | 10000 |
|---|---|
| Minimum value | 0 |
specifies the relative convergence tolerance for the ADMM algorithm.
| Alias | relEps |
|---|---|
| Default | 0.0001 |
| Minimum value (exclusive) | 0 |
specifies the penalty parameter for the ADMM algorithm.
| Alias | rho |
|---|---|
| Minimum value (exclusive) | 0 |
when set to True, requests the adaptive penalty parameter for the ADMM algorithm.
| Aliases | admmAdaptiveRho |
|---|---|
| adaptiveRho | |
| Default | true |
specifies the maximum number of observations for which the boosting selection method stores the linear predictor values in memory when you are training the model.
| Alias | boostXBetaInMem |
|---|---|
| Default | 500000 |
| Minimum value | 0 |
specifies the maximum number of selection steps to perform.
| Alias | boostMaxSteps |
|---|---|
| Minimum value | 1 |
specifies the step size for the boosting algorithm.
| Alias | boostLearningRate |
|---|---|
| Default | 0.1 |
| Range | (0, 1) |
specifies the criterion for choosing the model. The specified criterion is evaluated at each step of the selection process, and the model that yields the best value of the criterion is chosen.
specifies the method to use for partitioning the data into folds for cross validation.
The gamselCVMethod value can be one or more of the following:
names the variable to use for partitioning the data into folds for cross validation.
specifies the number of partition folds in the random cross validation process.
| Alias | kfold |
|---|---|
| Minimum value | 2 |
when set to True, uses the distributed algorithm to evaluate different regularization parameters.
| Default | true |
|---|
specifies the maximum number of likelihood estimation iterations.
| Default | 500 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for spline components.
| Alias | lambda1 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for nonlinear trends of spline components.
| Alias | lambda2 |
|---|---|
| Minimum value | 0 |
specifies the generalized ridge regularization parameter for nonlinear trends of spline components.
| Alias | lambda3 |
|---|---|
| Default | 0 |
| Minimum value | 0 |
specifies the maximum regularization parameter for spline components.
| Alias | maxLambda1 |
|---|---|
| Minimum value | 0 |
specifies the maximum regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda2 |
|---|---|
| Minimum value | 0 |
specifies the maximum ridge regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda3 |
|---|---|
| Minimum value | 0 |
specifies the model selection method.
| Default | BOOSTING |
|---|
specifies the number of regularization parameter candidates for spline components.
| Alias | numLambda1 |
|---|---|
| Default | 20 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda2 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda3 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for spline components.
| Alias | rhoLambda1 |
|---|---|
| Default | 0.8 |
| Range | (0, 1) |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda2 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda3 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of consecutive steps at which the stop criterion must worsen in order for a local extremum to be detected.
| Minimum value | 0 |
|---|
specifies the relative change tolerance for evaluating the early stopping criterion.
| Alias | stopTol |
|---|---|
| Minimum value | 0 |
specifies the singularity criterion in Cholesky decomposition and matrix inversion operations.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
specifies the singularity criterion in truncated eigendecomposition to determine its convergence.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring.
For more information about specifying the store parameter, see the common casouttablebasic parameter (Appendix A: Common Parameters).
| Aliases | savemodel |
|---|---|
| save | |
| savestate |
specifies the input data table.
For more information about specifying the table parameter, see the common castable (Form 1) parameter (Appendix A: Common Parameters).
names the numeric variable to use to perform a weighted analysis of the data.
Performs generalized additive model building.
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
creates a table on the server that contains observationwise statistics, which are computed after the model is fit. |
|
|
names |
lists the names of results tables to save as CAS tables on the server. |
|
|
— |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring. |
changes the attributes of variables used in this action. Currently, attributes specified on the inputs and nominals parameter are ignored.
For more information about specifying the attributes parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).
| Alias | attribute |
|---|
names the classification variables to use as explanatory variables in the analysis.
The classStatement value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | False |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | False |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | False |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | False |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies the classification variables.
| Alias | name |
|---|
lists options that apply to all classification variables.
| Long form | classGlobalOpts={"param":"BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE"} |
|---|---|
| Shortcut form | classGlobalOpts="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE" |
The classopts value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | False |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | False |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | False |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | False |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
For more information, see the description of the order subparameter in the class parameter (Shared Concepts).
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
For more information, see the description of the param subparameter in the class parameter (Shared Concepts).
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies a list of results tables to send to the client for display.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
names the numeric variable that contains the frequency of occurrence for each observation.
when set to True, request an iteration history table about the selection process.
| Default | False |
|---|
specifies the maximum name length for new columns in any output data table that is created on the CAS server.
| Alias | maxNameLength |
|---|
| Default | 32 |
|---|---|
| MAX | sets the maximum name length to the maximum integer. |
| MIN | sets the maximum name length to 20. |
| SASV9 | sets the maximum name length to 32 (which is the maximum valid name length in SAS version 9). |
names the dependent variable, parametric effects, spline effects, and model options.
The gamselmodel value can be one or more of the following:
when set to True, constructs a spline by including observations from training, validation, and test data.
| Default | False |
|---|
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
The responsevar value can be one or more of the following:
names the response variable.
specifies a list of parameters for the response variable.
The modelopts value can be one or more of the following:
when set to True, reverses the sort order of the response categories. When the descending parameter is set to True and a value is specified for the order parameter, the action orders the response categories according to the requested order and then reverses that order.
| Default | False |
|---|
specifies the event category for the binary response model. FIRST and LAST refer to the first and last ordered value of the response, respectively.
specifies the sort order for the levels of the response variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the reference level that is used for the response variable. Valid parameter values are a quoted string that specifies a valid level for the response variable or FIRST or LAST. FIRST and LAST refer to the first and last ordered value of the variable, respectively.
specifies the response distribution for the model.
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
specifies the initial dispersion parameter.
| Minimum value | 0 |
|---|
specifies the link function for the model.
specifies the maximum dispersion parameter.
| Minimum value (exclusive) | 0 |
|---|
specifies the minimum dispersion parameter.
| Minimum value | 0 |
|---|
specifies a numeric offset variable. This variable cannot be a classification variable, a response variable, or one of the explanatory variables.
specifies the fixed dispersion parameter.
| Alias | dispersion |
|---|---|
| Minimum value | 0 |
names the spline effects to use in the generalized additive models.
The gamselSplineTerm value can be one or more of the following:
specifies the degree of the spline transformation.
| Alias | m |
|---|---|
| Minimum value | 1 |
when set to True, displays knot values for a spline term.
| Default | False |
|---|
when set to True, displays the penalty matrix for a spline term.
| Default | False |
|---|
when set to True, displays detailed spline construction parameters.
| Default | False |
|---|
specifies the fixed degrees of freedom for a spline term.
| Minimum value | 0 |
|---|
specifies the order of the difference penalty for a B-spline.
| Default | 2 |
|---|---|
| Range | 0–10 |
specifies a list of knot values to use for a spline term.
specifies the lower exterior knots for a spline term.
specifies the maximum number of knots for a spline term.
| Minimum value | 1 |
|---|
specifies the fixed smoothing parameter for a spline term.
| Minimum value | 0 |
|---|
specifies the upper exterior knots for a spline term.
specifies the variables to use in a spline term.
specifies the sparsity penalty strength.
| Alias | wt1 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies the smoothness penalty strength.
| Alias | wt2 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies a positive numeric variable that is the number of trials. When you specify a trial variable, the response variable is called the events variable and it must contain the number of positive responses (or events).
limits the display of class levels. The value 0 suppresses all levels.
| Minimum value | 0 |
|---|
creates a table on the server that contains observationwise statistics, which are computed after the model is fit.
The gamselOutputStatement value can be one or more of the following:
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable (Form 1) parameter (Appendix A: Common Parameters).
when set to True, requests componentwise statistics such as standard errors and confidence bands for each individual spline term.
| Default | False |
|---|
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
names the predicted response level. The default name is Into.
specifies the predicted event probability that determines the predicted binary response level.
| Default | 0.5 |
|---|---|
| Range | (0, 1) |
names the Pearson chi-square residual. The default name is Pearson.
| Aliases | resChi |
|---|---|
| pears |
names the predicted value. If you do not specify any output statistics, then the predicted value is named Pred by default.
| Aliases | p |
|---|---|
| predicted | |
| iLink | |
| mean |
names the residual. The default name is Resid.
| Aliases | residual |
|---|---|
| r |
identifies the training, validation, and test roles for the observations.
names the linear predictor. The default name is Xbeta.
| Alias | linp |
|---|
lists the names of results tables to save as CAS tables on the server.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
specifies the fractions of the data to be used for validation and testing.
The partByFracStatement value can be one or more of the following:
specifies the seed to use in the random number generator that is used for partitioning the data.
| Default | 0 |
|---|
randomly assigns the specified proportion of observations in the input table to the testing role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Range | 0–1 |
|---|
randomly assigns the specified proportion of observations in the input table to the validation role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Alias | valid |
|---|---|
| Range | 0–1 |
names the variable and its values used to partition the data into training, validation, and testing roles.
| Long form | partByVar={"name":"variable-name"} |
|---|---|
| Shortcut form | partByVar="variable-name" |
The partByVarStatement value can be one or more of the following:
names the variable in the input table whose values are used to assign roles to each observation.
specifies the formatted value of the variable that is used to assign observations to the testing role.
specifies the formatted value of the variable that is used to assign observations to the training role. If you do not specify the train parameter, then all observations whose roles are not determined by the test and validate parameters are assigned to training.
specifies the formatted value of the variable that is used to assign observations to the validation role.
| Alias | valid |
|---|
specifies a seed for starting the pseudorandom number generator.
| Default | 0 |
|---|---|
| Range | 0–4294967295 |
specifies the method and options for performing model selection.
| Long form | selection={"method":"BOOSTING" | "SHRINKAGE"} |
|---|---|
| Shortcut form | selection="BOOSTING" | "SHRINKAGE" |
The gamselSelect value can be one or more of the following:
specifies the absolute convergence tolerance for the alternating direction method of multipliers (ADMM) algorithm.
| Alias | absEps |
|---|---|
| Default | 1E-06 |
| Minimum value (exclusive) | 0 |
when set to True, requests the exact ridge solution in the ADMM algorithm.
| Aliases | admmRidge |
|---|---|
| ridge | |
| Default | False |
specifies the maximum number of ADMM iterations.
| Default | 10000 |
|---|---|
| Minimum value | 0 |
specifies the relative convergence tolerance for the ADMM algorithm.
| Alias | relEps |
|---|---|
| Default | 0.0001 |
| Minimum value (exclusive) | 0 |
specifies the penalty parameter for the ADMM algorithm.
| Alias | rho |
|---|---|
| Minimum value (exclusive) | 0 |
when set to True, requests the adaptive penalty parameter for the ADMM algorithm.
| Aliases | admmAdaptiveRho |
|---|---|
| adaptiveRho | |
| Default | True |
specifies the maximum number of observations for which the boosting selection method stores the linear predictor values in memory when you are training the model.
| Alias | boostXBetaInMem |
|---|---|
| Default | 500000 |
| Minimum value | 0 |
specifies the maximum number of selection steps to perform.
| Alias | boostMaxSteps |
|---|---|
| Minimum value | 1 |
specifies the step size for the boosting algorithm.
| Alias | boostLearningRate |
|---|---|
| Default | 0.1 |
| Range | (0, 1) |
specifies the criterion for choosing the model. The specified criterion is evaluated at each step of the selection process, and the model that yields the best value of the criterion is chosen.
specifies the method to use for partitioning the data into folds for cross validation.
The gamselCVMethod value can be one or more of the following:
names the variable to use for partitioning the data into folds for cross validation.
specifies the number of partition folds in the random cross validation process.
| Alias | kfold |
|---|---|
| Minimum value | 2 |
when set to True, uses the distributed algorithm to evaluate different regularization parameters.
| Default | True |
|---|
specifies the maximum number of likelihood estimation iterations.
| Default | 500 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for spline components.
| Alias | lambda1 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for nonlinear trends of spline components.
| Alias | lambda2 |
|---|---|
| Minimum value | 0 |
specifies the generalized ridge regularization parameter for nonlinear trends of spline components.
| Alias | lambda3 |
|---|---|
| Default | 0 |
| Minimum value | 0 |
specifies the maximum regularization parameter for spline components.
| Alias | maxLambda1 |
|---|---|
| Minimum value | 0 |
specifies the maximum regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda2 |
|---|---|
| Minimum value | 0 |
specifies the maximum ridge regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda3 |
|---|---|
| Minimum value | 0 |
specifies the model selection method.
| Default | BOOSTING |
|---|
specifies the number of regularization parameter candidates for spline components.
| Alias | numLambda1 |
|---|---|
| Default | 20 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda2 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda3 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for spline components.
| Alias | rhoLambda1 |
|---|---|
| Default | 0.8 |
| Range | (0, 1) |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda2 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda3 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of consecutive steps at which the stop criterion must worsen in order for a local extremum to be detected.
| Minimum value | 0 |
|---|
specifies the relative change tolerance for evaluating the early stopping criterion.
| Alias | stopTol |
|---|---|
| Minimum value | 0 |
specifies the singularity criterion in Cholesky decomposition and matrix inversion operations.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
specifies the singularity criterion in truncated eigendecomposition to determine its convergence.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring.
For more information about specifying the store parameter, see the common casouttablebasic parameter (Appendix A: Common Parameters).
| Aliases | savemodel |
|---|---|
| save | |
| savestate |
specifies the input data table.
For more information about specifying the table parameter, see the common castable (Form 1) parameter (Appendix A: Common Parameters).
names the numeric variable to use to perform a weighted analysis of the data.
Performs generalized additive model building.
If a row includes a subparameter, you can specify the name, caslib, and so on in the subparameter. Otherwise, you can specify the name, caslib, and so on in the parameter.
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametertable |
— |
specifies the input data table. |
|
Parameter |
Subparameter |
Description |
|---|---|---|
|
required parametercasOut |
creates a table on the server that contains observationwise statistics, which are computed after the model is fit. |
|
|
names |
lists the names of results tables to save as CAS tables on the server. |
|
|
— |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring. |
changes the attributes of variables used in this action. Currently, attributes specified on the inputs and nominals parameter are ignored.
For more information about specifying the attributes parameter, see the common casinvardesc parameter (Appendix A: Common Parameters).
| Alias | attribute |
|---|
names the classification variables to use as explanatory variables in the analysis.
The classStatement value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | FALSE |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies the classification variables.
| Alias | name |
|---|
lists options that apply to all classification variables.
| Long form | classGlobalOpts=list(param="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE") |
|---|---|
| Shortcut form | classGlobalOpts="BTH" | "EFFECT" | "GLM" | "ORDINAL" | "ORTHBTH" | "ORTHEFFECT" | "ORTHORDINAL" | "ORTHPOLY" | "ORTHREF" | "POLYNOMIAL" | "REFERENCE" |
The classopts value can be one or more of the following:
when set to True, treats missing as a valid level for this variable.
| Default | FALSE |
|---|
when set to True, reverses the sort order that is imposed by the order parameter.
| Default | FALSE |
|---|
when set to True, ignores the fact that some variables in the observation have missing values and honors the nonmissing values for other variables in that observation.
| Default | FALSE |
|---|
when set to True, bases levelization for this variable on raw values.
| Default | FALSE |
|---|
specifies the maximum number of levels. A value of 0 means an unlimited number of levels.
| Default | 0 |
|---|---|
| Minimum value | 0 |
specifies the sort order for the levels of the classification variable. This ordering determines which parameters in the model correspond to each level in the data.
For more information, see the description of the order subparameter in the class parameter (Shared Concepts).
specifies the parameterization method for the classification variable or variables. The default is GLM when none of the variables specified in the vars parameter includes a param parameter; otherwise, the default is REFERENCE.
For more information, see the description of the param subparameter in the class parameter (Shared Concepts).
specifies the reference level to use when you specify a nonsingular parameterization in the param parameter. For an individual variable, you can specify the level of the variable to use as the reference level. If the action supports the global class options parameter, then you can specify FIRST or LAST.
specifies a list of results tables to send to the client for display.
For more information about specifying the display parameter, see the common displayTables parameter (Appendix A: Common Parameters).
names the numeric variable that contains the frequency of occurrence for each observation.
when set to True, request an iteration history table about the selection process.
| Default | FALSE |
|---|
specifies the maximum name length for new columns in any output data table that is created on the CAS server.
| Alias | maxNameLength |
|---|
| Default | 32 |
|---|---|
| MAX | sets the maximum name length to the maximum integer. |
| MIN | sets the maximum name length to 20. |
| SASV9 | sets the maximum name length to 32 (which is the maximum valid name length in SAS version 9). |
names the dependent variable, parametric effects, spline effects, and model options.
The gamselmodel value can be one or more of the following:
when set to True, constructs a spline by including observations from training, validation, and test data.
| Default | FALSE |
|---|
specifies one or more variables to use as response variables in the model. Not all models support more than one response variable.
| Aliases | depVar |
|---|---|
| target |
The responsevar value can be one or more of the following:
names the response variable.
specifies a list of parameters for the response variable.
The modelopts value can be one or more of the following:
when set to True, reverses the sort order of the response categories. When the descending parameter is set to True and a value is specified for the order parameter, the action orders the response categories according to the requested order and then reverses that order.
| Default | FALSE |
|---|
specifies the event category for the binary response model. FIRST and LAST refer to the first and last ordered value of the response, respectively.
specifies the sort order for the levels of the response variable. This ordering determines which parameters in the model correspond to each level in the data.
specifies the reference level that is used for the response variable. Valid parameter values are a quoted string that specifies a valid level for the response variable or FIRST or LAST. FIRST and LAST refer to the first and last ordered value of the variable, respectively.
specifies the response distribution for the model.
specifies a list of effects that define the model. Each term in this list is made up of variables specified in the vars parameter and their interaction (which can be NONE, CROSS, or BAR). When the interaction is BAR, it can be limited by the maxInteract parameter.
The effect value can be one or more of the following:
specifies the type of interaction for the variables.
| Alias | interact |
|---|---|
| Default | NONE |
eliminates interaction effects whose order is higher than the specified integer value when used in conjunction with the BAR interaction.
specifies the variables to be nested within the term that is defined by the vars parameter. For terms with a BAR or CROSS interaction, the nest corresponds to the last variable in the vars parameter. For terms with no interaction, the nest is distributed across all variables that are listed in the vars parameter.
specifies the variables to use in defining a term of the effect. You must specify at least one variable.
specifies the initial dispersion parameter.
| Minimum value | 0 |
|---|
specifies the link function for the model.
specifies the maximum dispersion parameter.
| Minimum value (exclusive) | 0 |
|---|
specifies the minimum dispersion parameter.
| Minimum value | 0 |
|---|
specifies a numeric offset variable. This variable cannot be a classification variable, a response variable, or one of the explanatory variables.
specifies the fixed dispersion parameter.
| Alias | dispersion |
|---|---|
| Minimum value | 0 |
names the spline effects to use in the generalized additive models.
The gamselSplineTerm value can be one or more of the following:
specifies the degree of the spline transformation.
| Alias | m |
|---|---|
| Minimum value | 1 |
when set to True, displays knot values for a spline term.
| Default | FALSE |
|---|
when set to True, displays the penalty matrix for a spline term.
| Default | FALSE |
|---|
when set to True, displays detailed spline construction parameters.
| Default | FALSE |
|---|
specifies the fixed degrees of freedom for a spline term.
| Minimum value | 0 |
|---|
specifies the order of the difference penalty for a B-spline.
| Default | 2 |
|---|---|
| Range | 0–10 |
specifies a list of knot values to use for a spline term.
specifies the lower exterior knots for a spline term.
specifies the maximum number of knots for a spline term.
| Minimum value | 1 |
|---|
specifies the fixed smoothing parameter for a spline term.
| Minimum value | 0 |
|---|
specifies the upper exterior knots for a spline term.
specifies the variables to use in a spline term.
specifies the sparsity penalty strength.
| Alias | wt1 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies the smoothness penalty strength.
| Alias | wt2 |
|---|---|
| Default | 1 |
| Minimum value | 0 |
specifies a positive numeric variable that is the number of trials. When you specify a trial variable, the response variable is called the events variable and it must contain the number of positive responses (or events).
limits the display of class levels. The value 0 suppresses all levels.
| Minimum value | 0 |
|---|
creates a table on the server that contains observationwise statistics, which are computed after the model is fit.
The gamselOutputStatement value can be one or more of the following:
specifies the settings for an output table.
For more information about specifying the casOut parameter, see the common casouttable (Form 1) parameter (Appendix A: Common Parameters).
when set to True, requests componentwise statistics such as standard errors and confidence bands for each individual spline term.
| Default | FALSE |
|---|
specifies a list of one or more variables to be copied from the input table to the output table. You can alternatively specify the value ALL, ALL_MODEL, or ALL_NUMERIC, which respectively copies all variables, all variables used in the modeling, or all numeric variables from the input table to the output table.
names the predicted response level. The default name is Into.
specifies the predicted event probability that determines the predicted binary response level.
| Default | 0.5 |
|---|---|
| Range | (0, 1) |
names the Pearson chi-square residual. The default name is Pearson.
| Aliases | resChi |
|---|---|
| pears |
names the predicted value. If you do not specify any output statistics, then the predicted value is named Pred by default.
| Aliases | p |
|---|---|
| predicted | |
| iLink | |
| mean |
names the residual. The default name is Resid.
| Aliases | residual |
|---|---|
| r |
identifies the training, validation, and test roles for the observations.
names the linear predictor. The default name is Xbeta.
| Alias | linp |
|---|
lists the names of results tables to save as CAS tables on the server.
For more information about specifying the outputTables parameter, see the common outputTables parameter (Appendix A: Common Parameters).
| Alias | displayOut |
|---|
specifies the fractions of the data to be used for validation and testing.
The partByFracStatement value can be one or more of the following:
specifies the seed to use in the random number generator that is used for partitioning the data.
| Default | 0 |
|---|
randomly assigns the specified proportion of observations in the input table to the testing role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Range | 0–1 |
|---|
randomly assigns the specified proportion of observations in the input table to the validation role. The sum of the fractions that are specified in the test and validate parameters must be less than 1.
| Alias | valid |
|---|---|
| Range | 0–1 |
names the variable and its values used to partition the data into training, validation, and testing roles.
| Long form | partByVar=list(name="variable-name") |
|---|---|
| Shortcut form | partByVar="variable-name" |
The partByVarStatement value can be one or more of the following:
names the variable in the input table whose values are used to assign roles to each observation.
specifies the formatted value of the variable that is used to assign observations to the testing role.
specifies the formatted value of the variable that is used to assign observations to the training role. If you do not specify the train parameter, then all observations whose roles are not determined by the test and validate parameters are assigned to training.
specifies the formatted value of the variable that is used to assign observations to the validation role.
| Alias | valid |
|---|
specifies a seed for starting the pseudorandom number generator.
| Default | 0 |
|---|---|
| Range | 0–4294967295 |
specifies the method and options for performing model selection.
| Long form | selection=list(method="BOOSTING" | "SHRINKAGE") |
|---|---|
| Shortcut form | selection="BOOSTING" | "SHRINKAGE" |
The gamselSelect value can be one or more of the following:
specifies the absolute convergence tolerance for the alternating direction method of multipliers (ADMM) algorithm.
| Alias | absEps |
|---|---|
| Default | 1E-06 |
| Minimum value (exclusive) | 0 |
when set to True, requests the exact ridge solution in the ADMM algorithm.
| Aliases | admmRidge |
|---|---|
| ridge | |
| Default | FALSE |
specifies the maximum number of ADMM iterations.
| Default | 10000 |
|---|---|
| Minimum value | 0 |
specifies the relative convergence tolerance for the ADMM algorithm.
| Alias | relEps |
|---|---|
| Default | 0.0001 |
| Minimum value (exclusive) | 0 |
specifies the penalty parameter for the ADMM algorithm.
| Alias | rho |
|---|---|
| Minimum value (exclusive) | 0 |
when set to True, requests the adaptive penalty parameter for the ADMM algorithm.
| Aliases | admmAdaptiveRho |
|---|---|
| adaptiveRho | |
| Default | TRUE |
specifies the maximum number of observations for which the boosting selection method stores the linear predictor values in memory when you are training the model.
| Alias | boostXBetaInMem |
|---|---|
| Default | 500000 |
| Minimum value | 0 |
specifies the maximum number of selection steps to perform.
| Alias | boostMaxSteps |
|---|---|
| Minimum value | 1 |
specifies the step size for the boosting algorithm.
| Alias | boostLearningRate |
|---|---|
| Default | 0.1 |
| Range | (0, 1) |
specifies the criterion for choosing the model. The specified criterion is evaluated at each step of the selection process, and the model that yields the best value of the criterion is chosen.
specifies the method to use for partitioning the data into folds for cross validation.
The gamselCVMethod value can be one or more of the following:
names the variable to use for partitioning the data into folds for cross validation.
specifies the number of partition folds in the random cross validation process.
| Alias | kfold |
|---|---|
| Minimum value | 2 |
when set to True, uses the distributed algorithm to evaluate different regularization parameters.
| Default | TRUE |
|---|
specifies the maximum number of likelihood estimation iterations.
| Default | 500 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for spline components.
| Alias | lambda1 |
|---|---|
| Minimum value | 0 |
specifies the regularization parameter for nonlinear trends of spline components.
| Alias | lambda2 |
|---|---|
| Minimum value | 0 |
specifies the generalized ridge regularization parameter for nonlinear trends of spline components.
| Alias | lambda3 |
|---|---|
| Default | 0 |
| Minimum value | 0 |
specifies the maximum regularization parameter for spline components.
| Alias | maxLambda1 |
|---|---|
| Minimum value | 0 |
specifies the maximum regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda2 |
|---|---|
| Minimum value | 0 |
specifies the maximum ridge regularization parameter for nonlinear trends of spline components.
| Alias | maxLambda3 |
|---|---|
| Minimum value | 0 |
specifies the model selection method.
| Default | BOOSTING |
|---|
specifies the number of regularization parameter candidates for spline components.
| Alias | numLambda1 |
|---|---|
| Default | 20 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda2 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | numLambda3 |
|---|---|
| Default | 10 |
| Minimum value | 0 |
specifies the number of regularization parameter candidates for spline components.
| Alias | rhoLambda1 |
|---|---|
| Default | 0.8 |
| Range | (0, 1) |
specifies the number of regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda2 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of ridge regularization parameter candidates for nonlinear trends of spline components.
| Alias | rhoLambda3 |
|---|---|
| Default | 0.5 |
| Range | (0, 1) |
specifies the number of consecutive steps at which the stop criterion must worsen in order for a local extremum to be detected.
| Minimum value | 0 |
|---|
specifies the relative change tolerance for evaluating the early stopping criterion.
| Alias | stopTol |
|---|---|
| Minimum value | 0 |
specifies the singularity criterion in Cholesky decomposition and matrix inversion operations.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
specifies the singularity criterion in truncated eigendecomposition to determine its convergence.
| Default | 1E-12 |
|---|---|
| Range | 0–1 |
creates a binary table object on the server that contains model fit information so that you can use it later for scoring.
For more information about specifying the store parameter, see the common casouttablebasic parameter (Appendix A: Common Parameters).
| Aliases | savemodel |
|---|---|
| save | |
| savestate |
specifies the input data table.
For more information about specifying the table parameter, see the common castable (Form 1) parameter (Appendix A: Common Parameters).
names the numeric variable to use to perform a weighted analysis of the data.