Pegasystems Most Frequently Asked Data Science Interview Questions Answers
What is the difference between covariance and correlation?
Correlation is the standardized form of covariance.
Covariances are difficult to compare. For example: if we calculate the covariances of salary ($) and age (years), we’ll get different covariances which can’t be compared because of having unequal scales. To combat such situation, we calculate correlation to get a value between -1 and 1, irrespective of their respective scale.
Is it possible capture the correlation between continuous and categorical variable? If yes, how?
Yes, we can use ANCOVA (analysis of covariance) technique to capture association between continuous and categorical variables.
Both being tree based algorithm, how is random forest different from Gradient boosting algorithm (GBM)?
The fundamental difference is, random forest uses bagging technique to make predictions. GBM uses boosting techniques to make predictions.
In bagging technique, a data set is divided into n samples using randomized sampling. Then, using a single learning algorithm a model is build on all samples. Later, the resultant predictions are combined using voting or averaging. Bagging is done is parallel. In boosting, after the first round of predictions, the algorithm weighs misclassified predictions higher, such that they can be corrected in the succeeding round. This sequential process of giving higher weights to misclassified predictions continue until a stopping criterion is reached.
Random forest improves model accuracy by reducing variance (mainly). The trees grown are uncorrelated to maximize the decrease in variance. On the other hand, GBM improves accuracy my reducing both bias and variance in a model.
Running a binary classification tree algorithm is the easy part. Do you know how does a tree splitting takes place i.e. how does the tree decide which variable to split at the root node and succeeding nodes?
A classification trees makes decision based on Gini Index and Node Entropy. In simple words, the tree algorithm find the best possible feature which can divide the data set into purest possible children nodes.
Gini index says, if we select two items from a population at random then they must be of same class and probability for this is 1 if population is pure. We can calculate Gini as following:
Calculate Gini for sub-nodes, using formula sum of square of probability for success and failure (p^2+q^2).
Calculate Gini for split using weighted Gini score of each node of that split
Entropy is the measure of impurity as given by (for binary class):
Entropy, Decision Tree
Here p and q is probability of success and failure respectively in that node. Entropy is zero when a node is homogeneous. It is maximum when a both the classes are present in a node at 50% – 50%. Lower entropy is desirable.
You’ve built a random forest model with 10000 trees. You got delighted after getting training error as 0.00. But, the validation error is 34.23. What is going on? Haven’t you trained your model perfectly?
The model has overfitted. Training error 0.00 means the classifier has mimiced the training data patterns to an extent, that they are not available in the unseen data. Hence, when this classifier was run on unseen sample, it couldn’t find those patterns and returned prediction with higher error. In random forest, it happens when we use larger number of trees than necessary. Hence, to avoid these situation, we should tune number of trees using cross validation.
You’ve got a data set to work having p (no. of variable) > n (no. of observation). Why is OLS as bad option to work with? Which techniques would be best to use? Why?
In such high dimensional data sets, we can’t use classical regression techniques, since their assumptions tend to fail. When p > n, we can no longer calculate a unique least square coefficient estimate, the variances become infinite, so OLS cannot be used at all.
To combat this situation, we can use penalized regression methods like lasso, LARS, ridge which can shrink the coefficients to reduce variance. Precisely, ridge regression works best in situations where the least square estimates have higher variance.
Among other methods include subset regression, forward stepwise regression.
What is convex hull ? (Hint: Think SVM)
In case of linearly separable data, convex hull represents the outer boundaries of the two group of data points. Once convex hull is created, we get maximum margin hyperplane (MMH) as a perpendicular bisector between two convex hulls. MMH is the line which attempts to create greatest separation between two groups.
We know that one hot encoding increasing the dimensionality of a data set. But, label encoding doesn’t. How ?
Don’t get baffled at this question. It’s a simple question asking the difference between the two.
Using one hot encoding, the dimensionality (a.k.a features) in a data set get increased because it creates a new variable for each level present in categorical variables. For example: let’s say we have a variable ‘color’. The variable has 3 levels namely Red, Blue and Green. One hot encoding ‘color’ variable will generate three new variables as Color.Red, Color.Blue and Color.Green containing 0 and 1 value.
In label encoding, the levels of a categorical variables gets encoded as 0 and 1, so no new variable is created. Label encoding is majorly used for binary variables.
What cross validation technique would you use on time series data set? Is it k-fold or LOOCV?
Neither.
In time series problem, k fold can be troublesome because there might be some pattern in year 4 or 5 which is not in year 3. Resampling the data set will separate these trends, and we might end up validation on past years, which is incorrect. Instead, we can use forward chaining strategy with 5 fold as shown below:
fold 1 : training [1], test [2]
fold 2 : training [1 2], test [3]
fold 3 : training [1 2 3], test [4]
fold 4 : training [1 2 3 4], test [5]
fold 5 : training [1 2 3 4 5], test [6]
where 1,2,3,4,5,6 represents “year”.
Explain machine learning to me like a 5 year old.
It’s simple. It’s just like how babies learn to walk. Every time they fall down, they learn (unconsciously) & realize that their legs should be straight and not in a bend position. The next time they fall down, they feel pain. They cry. But, they learn ‘not to stand like that again’. In order to avoid that pain, they try harder. To succeed, they even seek support from the door or wall or anything near them, which helps them stand firm.
This is how a machine works & develops intuition from its environment.
I know that a linear regression model is generally evaluated using Adjusted R² or F value. How would you evaluate a logistic regression model?
We can use the following methods:
Since logistic regression is used to predict probabilities, we can use AUC-ROC curve along with confusion matrix to determine its performance.
Also, the analogous metric of adjusted R² in logistic regression is AIC. AIC is the measure of fit which penalizes model for the number of model coefficients. Therefore, we always prefer model with minimum AIC value.
Null Deviance indicates the response predicted by a model with nothing but an intercept. Lower the value, better the model. Residual deviance indicates the response predicted by a model on adding independent variables. Lower the value, better the model.
Considering the long list of machine learning algorithm, given a data set, how do you decide which one to use?
You should say, the choice of machine learning algorithm solely depends of the type of data. If you are given a data set which is exhibits linearity, then linear regression would be the best algorithm to use. If you given to work on images, audios, then neural network would help you to build a robust model.
If the data comprises of non linear interactions, then a boosting or bagging algorithm should be the choice. If the business requirement is to build a model which can be deployed, then we’ll use regression or a decision tree model (easy to interpret and explain) instead of black box algorithms like SVM, GBM etc.
In short, there is no one master algorithm for all situations. We must be scrupulous enough to understand which algorithm to use.
What is power analysis?
An experimental design technique for determining the effect of a given sample size.
What is K-means? How can you select K for K-means?
What is Collaborative filtering?
The process of filtering used by most of the recommender systems to find patterns or information by collaborating viewpoints, various data sources and multiple agents.
What is the difference between covariance and correlation?
Correlation is the standardized form of covariance.
Covariances are difficult to compare. For example: if we calculate the covariances of salary ($) and age (years), we’ll get different covariances which can’t be compared because of having unequal scales. To combat such situation, we calculate correlation to get a value between -1 and 1, irrespective of their respective scale.
Is it possible capture the correlation between continuous and categorical variable? If yes, how?
Yes, we can use ANCOVA (analysis of covariance) technique to capture association between continuous and categorical variables.
Both being tree based algorithm, how is random forest different from Gradient boosting algorithm (GBM)?
The fundamental difference is, random forest uses bagging technique to make predictions. GBM uses boosting techniques to make predictions.
In bagging technique, a data set is divided into n samples using randomized sampling. Then, using a single learning algorithm a model is build on all samples. Later, the resultant predictions are combined using voting or averaging. Bagging is done is parallel. In boosting, after the first round of predictions, the algorithm weighs misclassified predictions higher, such that they can be corrected in the succeeding round. This sequential process of giving higher weights to misclassified predictions continue until a stopping criterion is reached.
Random forest improves model accuracy by reducing variance (mainly). The trees grown are uncorrelated to maximize the decrease in variance. On the other hand, GBM improves accuracy my reducing both bias and variance in a model.
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| Pegasystems Most Frequently Asked Data Science Interview Questions Answers |
Running a binary classification tree algorithm is the easy part. Do you know how does a tree splitting takes place i.e. how does the tree decide which variable to split at the root node and succeeding nodes?
A classification trees makes decision based on Gini Index and Node Entropy. In simple words, the tree algorithm find the best possible feature which can divide the data set into purest possible children nodes.
Gini index says, if we select two items from a population at random then they must be of same class and probability for this is 1 if population is pure. We can calculate Gini as following:
Calculate Gini for sub-nodes, using formula sum of square of probability for success and failure (p^2+q^2).
Calculate Gini for split using weighted Gini score of each node of that split
Entropy is the measure of impurity as given by (for binary class):
Entropy, Decision Tree
Here p and q is probability of success and failure respectively in that node. Entropy is zero when a node is homogeneous. It is maximum when a both the classes are present in a node at 50% – 50%. Lower entropy is desirable.
You’ve built a random forest model with 10000 trees. You got delighted after getting training error as 0.00. But, the validation error is 34.23. What is going on? Haven’t you trained your model perfectly?
The model has overfitted. Training error 0.00 means the classifier has mimiced the training data patterns to an extent, that they are not available in the unseen data. Hence, when this classifier was run on unseen sample, it couldn’t find those patterns and returned prediction with higher error. In random forest, it happens when we use larger number of trees than necessary. Hence, to avoid these situation, we should tune number of trees using cross validation.
You’ve got a data set to work having p (no. of variable) > n (no. of observation). Why is OLS as bad option to work with? Which techniques would be best to use? Why?
In such high dimensional data sets, we can’t use classical regression techniques, since their assumptions tend to fail. When p > n, we can no longer calculate a unique least square coefficient estimate, the variances become infinite, so OLS cannot be used at all.
To combat this situation, we can use penalized regression methods like lasso, LARS, ridge which can shrink the coefficients to reduce variance. Precisely, ridge regression works best in situations where the least square estimates have higher variance.
Among other methods include subset regression, forward stepwise regression.
What is convex hull ? (Hint: Think SVM)
In case of linearly separable data, convex hull represents the outer boundaries of the two group of data points. Once convex hull is created, we get maximum margin hyperplane (MMH) as a perpendicular bisector between two convex hulls. MMH is the line which attempts to create greatest separation between two groups.
We know that one hot encoding increasing the dimensionality of a data set. But, label encoding doesn’t. How ?
Don’t get baffled at this question. It’s a simple question asking the difference between the two.
Using one hot encoding, the dimensionality (a.k.a features) in a data set get increased because it creates a new variable for each level present in categorical variables. For example: let’s say we have a variable ‘color’. The variable has 3 levels namely Red, Blue and Green. One hot encoding ‘color’ variable will generate three new variables as Color.Red, Color.Blue and Color.Green containing 0 and 1 value.
In label encoding, the levels of a categorical variables gets encoded as 0 and 1, so no new variable is created. Label encoding is majorly used for binary variables.
What cross validation technique would you use on time series data set? Is it k-fold or LOOCV?
Neither.
In time series problem, k fold can be troublesome because there might be some pattern in year 4 or 5 which is not in year 3. Resampling the data set will separate these trends, and we might end up validation on past years, which is incorrect. Instead, we can use forward chaining strategy with 5 fold as shown below:
fold 1 : training [1], test [2]
fold 2 : training [1 2], test [3]
fold 3 : training [1 2 3], test [4]
fold 4 : training [1 2 3 4], test [5]
fold 5 : training [1 2 3 4 5], test [6]
where 1,2,3,4,5,6 represents “year”.
Explain machine learning to me like a 5 year old.
It’s simple. It’s just like how babies learn to walk. Every time they fall down, they learn (unconsciously) & realize that their legs should be straight and not in a bend position. The next time they fall down, they feel pain. They cry. But, they learn ‘not to stand like that again’. In order to avoid that pain, they try harder. To succeed, they even seek support from the door or wall or anything near them, which helps them stand firm.
This is how a machine works & develops intuition from its environment.
I know that a linear regression model is generally evaluated using Adjusted R² or F value. How would you evaluate a logistic regression model?
We can use the following methods:
Since logistic regression is used to predict probabilities, we can use AUC-ROC curve along with confusion matrix to determine its performance.
Also, the analogous metric of adjusted R² in logistic regression is AIC. AIC is the measure of fit which penalizes model for the number of model coefficients. Therefore, we always prefer model with minimum AIC value.
Null Deviance indicates the response predicted by a model with nothing but an intercept. Lower the value, better the model. Residual deviance indicates the response predicted by a model on adding independent variables. Lower the value, better the model.
Considering the long list of machine learning algorithm, given a data set, how do you decide which one to use?
You should say, the choice of machine learning algorithm solely depends of the type of data. If you are given a data set which is exhibits linearity, then linear regression would be the best algorithm to use. If you given to work on images, audios, then neural network would help you to build a robust model.
If the data comprises of non linear interactions, then a boosting or bagging algorithm should be the choice. If the business requirement is to build a model which can be deployed, then we’ll use regression or a decision tree model (easy to interpret and explain) instead of black box algorithms like SVM, GBM etc.
In short, there is no one master algorithm for all situations. We must be scrupulous enough to understand which algorithm to use.
What is power analysis?
An experimental design technique for determining the effect of a given sample size.
What is K-means? How can you select K for K-means?
What is Collaborative filtering?
The process of filtering used by most of the recommender systems to find patterns or information by collaborating viewpoints, various data sources and multiple agents.
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