Algorithms and Theory

Question 1

What’s the trade-off between bias and variance?

Answer 1

Bias is error due to erroneous or overly simplistic assumptions in the learning algorithm you’re using. This can lead to the model underfitting your data, making it hard for it to have high predictive accuracy and for you to generalize your knowledge from the training set to the test set.

Variance is error due to too much complexity in the learning algorithm you’re using. This leads to the algorithm being highly sensitive to high degrees of variation in your training data, which can lead your model to overfit the data. You’ll be carrying too much noise from your training data for your model to be very useful for your test data.

The bias-variance decomposition essentially decomposes the learning error from any algorithm by adding the bias, the variance and a bit of irreducible error due to noise in the underlying dataset. Essentially, if you make the model more complex and add more variables, you’ll lose bias but gain some variance — in order to get the optimally reduced amount of error, you’ll have to tradeoff bias and variance. You don’t want either high bias or high variance in your model.

Question 2

What is the difference between supervised and unsupervised machine learning?

Answer 2

Supervised learning requires training labeled data. For example, in order to do classification (a supervised learning task), you’ll need to first label the data you’ll use to train the model to classify data into your labeled groups. Unsupervised learning, in contrast, does not require labeling data explicitly.

Question 3

How is KNN different from k-means clustering?

Answer 3

K-Nearest Neighbors is a supervised classification algorithm, while

k-means clustering is an unsupervised clustering algorithm.

While the mechanisms may seem similar at first, what this really means is that in order for K-Nearest Neighbors to work, you need labeled data you want to classify an unlabeled point into (thus the nearest neighbor part). K-means clustering requires only a set of unlabeled points and a threshold: the algorithm will take unlabeled points and gradually learn how to cluster them into groups by computing the mean of the distance between different points.

The critical difference here is that KNN needs labeled points and is thus supervised learning, while k-means doesn’t—and is thus unsupervised learning.

Question 4

Explain how a ROC curve works.

Answer 4

The ROC curve is a graphical representation of the contrast between true positive rates and the false positive rate at various thresholds.

It’s often used as a proxy for the trade-off between the sensitivity of the model (true positives) vs the fall-out or the probability it will trigger a false alarm (false positives).

Question 5

Define precision and recall.

Answer 5

Recall is also known as the true positive rate: the amount of positives your model claims compared to the actual number of positives there are throughout the data.

Precision is also known as the positive predictive value, and it is a measure of the amount of accurate positives your model claims compared to the number of positives it actually claims. It can be easier to think of recall and precision in the context of a case where you’ve predicted that there were 10 apples and 5 oranges in a case of 10 apples. You’d have perfect recall (there are actually 10 apples, and you predicted there would be 10) but 66.7% precision because out of the 15 events you predicted, only 10 (the apples) are correct.

Question 6

What is Bayes’ Theorem? How is it useful in a machine learning context?

Answer 6

Bayes’ Theorem gives you the posterior probability of an event given what is known as prior knowledge.

Mathematically, it’s expressed as the true positive rate of a condition sample divided by the sum of the false positive rate of the population and the true positive rate of a condition. Say you had a 60% chance of actually having the flu after a flu test, but out of people who had the flu, the test will be false 50% of the time, and the overall population only has a 5% chance of having the flu. Would you actually have a 60% chance of having the flu after having a positive test?

Bayes’ Theorem says no. It says that you have a (.6 * 0.05) (True Positive Rate of a Condition Sample) / (.6*0.05)(True Positive Rate of a Condition Sample) + (.5*0.95) (False Positive Rate of a Population) = 0.0594 or 5.94% chance of getting a flu.

Bayes’ Theorem is the basis behind a branch of machine learning that most notably includes the Naive Bayes classifier. That’s something important to consider when you’re faced with machine learning interview questions.

Question 7

Why is “Naive” Bayes naive?

Answer 7

Despite its practical applications, especially in text mining, Naive Bayes is considered “Naive” because it makes an assumption that is virtually impossible to see in real-life data: the conditional probability is calculated as the pure product of the individual probabilities of components. This implies the absolute independence of features — a condition probably never met in real life.

As a Quora commenter put it whimsically, a Naive Bayes classifier that figured out that you liked pickles and ice cream would probably naively recommend you a pickle ice cream.

Question 8

Explain the difference between L1 and L2 regularization.

Answer 8

L2 regularization tends to spread error among all the terms, while L1 is more binary/sparse, with many variables either being assigned a 1 or 0 in weighting.

L1 corresponds to setting a Laplacean prior on the terms, while L2 corresponds to a Gaussian prior.

Question 9

What’s your favorite algorithm, and can you explain it to me in less than a minute?

Answer 9

Interviewers ask such machine learning interview questions to test your understanding of how to communicate complex and technical nuances with poise and the ability to summarize quickly and efficiently. While answering such questions, make sure you have a choice and ensure you can explain different algorithms so simply and effectively that a five-year-old could grasp the basics!

Question 10

What’s the difference between Type I and Type II error?

Answer 10

Type I error is a false positive, while Type II error is a false negative. Briefly stated, Type I error means claiming something has happened when it hasn’t, while Type II error means that you claim nothing is happening when in fact something is.

A clever way to think about this is to think of Type I error as telling a man he is pregnant, while Type II error means you tell a pregnant woman she isn’t carrying a baby.

Question 11

What’s a Fourier transform?

Answer 11

A Fourier transform is a generic method to decompose generic functions into a superposition of symmetric functions. Or as this more intuitive tutorial puts it, given a smoothie, it’s how we find the recipe. The Fourier transform finds the set of cycle speeds, amplitudes, and phases to match any time signal. A Fourier transform converts a signal from time to frequency domain—it’s a very common way to extract features from audio signals or other time series such as sensor data.

Question 12

What’s the difference between probability and likelihood?

Answer 12

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Question 13

What is deep learning, and how does it contrast with other machine learning algorithms?

Answer 13

Deep learning is a subset of machine learning that is concerned with neural networks: how to use backpropagation and certain principles from neuroscience to more accurately model large sets of unlabelled or semi-structured data.

In that sense, deep learning represents an unsupervised learning algorithm that learns representations of data through the use of neural nets.

Question 14

What’s the difference between a generative and discriminative model?

Answer 14

A generative model will learn categories of data while a discriminative model will simply learn the distinction between different categories of data. Discriminative models will generally outperform generative models on classification tasks.

Question 15

What cross-validation technique would you use on a time series dataset?

Answer 15

Instead of using standard k-folds cross-validation, you have to pay attention to the fact that a time series is not randomly distributed data—it is inherently ordered by chronological order. If a pattern emerges in later time periods, for example, your model may still pick up on it even if that effect doesn’t hold in earlier years!

You’ll want to do something like forward chaining where you’ll be able to model on past data then look at forward-facing data.

• 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]

Question 16

How is a decision tree pruned?

Answer 16

Pruning is what happens in decision trees when branches that have weak predictive power are removed in order to reduce the complexity of the model and increase the predictive accuracy of a decision tree model. Pruning can happen bottom-up and top-down, with approaches such as reduced error pruning and cost complexity pruning.

Reduced error pruning is perhaps the simplest version: replace each node. If it doesn’t decrease predictive accuracy, keep it pruned. While simple, this heuristic actually comes pretty close to an approach that would optimize for maximum accuracy.

Question 17

Which is more important to you: model accuracy or model performance?

Answer 17

Such machine learning interview questions tests your grasp of the nuances of machine learning model performance! Machine learning interview questions often look towards the details.

There are models with higher accuracy that can perform worse in predictive power—how does that make sense?

Well, it has everything to do with how model accuracy is only a subset of model performance, and at that, a sometimes misleading one. For example, if you wanted to detect fraud in a massive dataset with a sample of millions, a more accurate model would most likely predict no fraud at all if only a vast minority of cases were fraud. However, this would be useless for a predictive model—a model designed to find fraud that asserted there was no fraud at all! Questions like this help you demonstrate that you understand model accuracy isn’t the be-all and end-all of model performance.

Question 18

What’s the F1 score? How would you use it?

Answer 18

The F1 score is a measure of a model’s performance. It is a weighted average of the precision and recall of a model, with results tending to 1 being the best, and those tending to 0 being the worst.

You would use it in classification tests where true negatives don’t matter much.

Question 19

How would you handle an imbalanced dataset?

Answer 19

An imbalanced dataset is when you have, for example, a classification test and 90% of the data is in one class. That leads to problems: an accuracy of 90% can be skewed if you have no predictive power on the other category of data! Here are a few tactics to get over the hump:

1. Collect more data to even the imbalances in the dataset.
2. Resample the dataset to correct for imbalances.
3. Try a different algorithm altogether on the dataset.

What’s important here is that you have a keen sense for what damage an unbalanced dataset can cause, and how to balance that.

Question 20

When should you use classification over regression?

Answer 20

Classification produces discrete values and dataset to strict categories, while regression gives you continuous results that allow you to better distinguish differences between individual points. You would use classification over regression if you wanted your results to reflect the belongingness of data points in your dataset to certain explicit categories (ex: If you wanted to know whether a name was male or female rather than just how correlated they were with male and female names.)

Question 21

Name an example where ensemble techniques might be useful.

Answer 21

Ensemble techniques use a combination of learning algorithms to optimize better predictive performance. They typically reduce overfitting in models and make the model more robust (unlikely to be influenced by small changes in the training data).

You could list some examples of ensemble methods (bagging, boosting, the “bucket of models” method) and demonstrate how they could increase predictive power.

Question 22

How do you ensure you’re not overfitting with a model?

Answer 22

This is a simple restatement of a fundamental problem in machine learning: the possibility of overfitting training data and carrying the noise of that data through to the test set, thereby providing inaccurate generalizations.

There are three main methods to avoid overfitting:

• Keep the model simpler: reduce variance by taking into account fewer variables and parameters, thereby removing some of the noise in the training data.
• Use cross-validation techniques such as k-folds cross-validation.
• Use regularization techniques such as LASSO that penalize certain model parameters if they’re likely to cause overfitting.

Question 23

What evaluation approaches would you work to gauge the effectiveness of a machine learning model?

Answer 23

You would first split the dataset into training and test sets, or perhaps use cross-validation techniques to further segment the dataset into composite sets of training and test sets within the data. You should then implement a choice selection of performance metrics: here is a fairly comprehensive list. You could use measures such as the F1 score, the accuracy, and the confusion matrix.

What’s important here is to demonstrate that you understand the nuances of how a model is measured and how to choose the right performance measures for the right situations.

Question 24

How would you evaluate a logistic regression model?

Answer 24

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Question 25

What’s the “kernel trick” and how is it useful?

Answer 25

The Kernel trick involves kernel functions that can enable in higher-dimension spaces without explicitly calculating the coordinates of points within that dimension: instead, kernel functions compute the inner products between the images of all pairs of data in a feature space. This allows them the very useful attribute of calculating the coordinates of higher dimensions while being computationally cheaper than the explicit calculation of said coordinates. Many algorithms can be expressed in terms of inner products. Using the kernel trick enables us effectively run algorithms in a high-dimensional space with lower-dimensional data.