probcomp/bayeslite

Implement REGRESS

Closed this issue · 3 comments

fsaad commented
REGRESS <target> GIVEN <*|vars|subexp> [USING <k> SAMPLES]
BY <population> [MODELED BY <metamodel>]

Returns a table with two columns -- the first column is the variable name (or category for a nominal stattype) and the second column is the regression coefficient.

Why a whole new kind of query instead of simply an expression composed within a query?

fsaad commented

REGRESS returns two columns, so its behavior is different than those functions which already exist in e.g. bqlfn or other BQL estimators, instead it behaves similarly to GUESS SCHEMA FOR <table>