General Linear Models Algorithm

Generalized Linear Models (GLM) is a statistical technique for linear modeling. Oracle Data Mining 11g supports GLM for both regression and classification mining functions.

GLM in Oracle Data Mining supports the following:

Logistic Regression (Classification)

Logistic Regression is the GLM classification algorithm supported by Oracle Data Mining. The algorithm uses the logit link function and the binomial variance function. Logistic regression is a popular statistical technique that provides many informative diagnostics. Logistic regression predicts class membership for a categorical target.

Linear Regression

Linear regression is the GLM regression algorithm supported by Oracle Data Mining. The algorithm assumes no target transformation and constant variance over the range of target values. Linear regression predicts a numeric value.

Diagnostics

GLM models generate many metrics to help you evaluate the quality of the model. The diagnostics include:

For more information about diagnostics, see Oracle Data Mining Concepts.