Prediction Join To MDX With Nested Table

If your prediction join is to a SQL datasource, you can easily write a SQL query which returns a nested table like:

SELECT
Predict([Subcategories],2) as [Subcategories]
FROM
[SubcategoryAssociations]
NATURAL PREDICTION JOIN
(SELECT
(SELECT 'Road Bikes' AS Subcategory
UNION SELECT 'Jerseys' AS Subcategory
) AS Subcategories
) AS t

What about if your datasource is a cube? Is there some special MDX syntax similar to the SQL syntax above? Or do you have to utilize the SHAPE/APPEND syntax as follows?

SELECT t.*, $Cluster as ClusterName
FROM [MyModel]
PREDICTION JOIN
SHAPE {
select [Measures].[My Measure] on 0,
[My Dimension].[My Attribute].[My Attribute].Members on 1
from MyCube
}
APPEND (
{
select [Measures].[Another Measure] on 0,
NON EMPTY [My Dimension].[My Attribute].[My Attribute].Members
*[Product].[Product].[Product].Members on 1
from MyCube
}
RELATE [[My Dimension]].[My Attribute]].[My Attribute]].[MEMBER_CAPTION]]]
TO [[My Dimension]].[My Attribute]].[My Attribute]].[MEMBER_CAPTION]]]
)
AS [My Nested Table] AS t
ON [MyModel].[Product].[Product] = t.[My Nested Table].[[Product]].[Product]].[Product]].[MEMBER_CAPTION]]]