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ISYE 6501 PRACTICE EXAM QUESTIONS WITH CORRECT DETAILED ANSWERS | ALREADY GRADED A+RECENT VERSION

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ISYE 6501 PRACTICE EXAM QUESTIONS WITH CORRECT DETAILED ANSWERS | ALREADY GRADED A+RECENT VERSION 1) Classification problems are commonly solved using what model(s)? - answer support vector machine 2) clustering problems are commonly solved using what model(s)? - answer k-means 3) response prediction questions are commonly solved using what model(s)? - answer -arima -cart -exponential smoothing -linear regression -logistic regression -random forest 4) validation questions are commonly solved using what model(s)? - answer -cross validation 5) variance estimation questions are commonly solved using what model(s)? - answer -garch 6) examples of models that are designed for use with time series data - answer -arima -cusum -exponential smoothing -garch 7) in the soft classification svm model where we select coefficients a_0 ... A_m to minimize sum(max(0, 1 - (sum(a_i * x_ij) + a_0 ) * y_j ) + c * sum(a_i ^ 2) ). If we want to have a larger margin even though it means possibly having more classification error, the value of c should get: - answer larger 8) best way to split data - answer -70% for training -15% for validation -15% for test 9) purpose of a test set - answer estimate quality of selected model 10) purpose of a training set - answer fit parameters of all models 11) purpose of a validation set - answer compare all models and select best 12) true or false: the most useful classification models are the ones that correctly classify the highest fraction of data points. - answer false. Explanation: sometimes the cost of a false positive is so high that it's worth accepting more false negatives, or vice versa. Lesson 10.6 14) a model is built to determine whether data points belong to a category or not. A "true negative" result is: - answer a data point that is not in the category, and the model correctly says so. Explanation: true' and 'false' refer to whether the model is correct or not, and 'positive' and 'negative' refer to whether the model says the point is in the category. Lesson 10.5 16) a logistic regression model can be especially useful when the response... - answer is binary (zero or one) or is a probability (a number between zero and one). Lesson 10.4 17) true or false: when using a random forest model, it's easy to interpret how its results are determined. - answer false Explanation: unlike a model like regression where we can show the result as a simple linear combination of each attribute times its regression coefficient, in a random forest model there are so many different trees used simultaneously that it's difficult to interpret exactly how any factor or factors affect the result. Lesson 10.3 19) What does svm stand for? - answer support vector machine 20) Is written text structured or unstructured? - answer unstructured 21) When we increase the sum of the square of the coefficients we... - answer decrease the distance between the lines 22) In svm soft classifier we tradeoff between maximizing ___ and minimizing ___ - answer margin and errors 23) If lambda gets small what gets emphasized, large margin or minimizing training error?, - answer minimizing errors. 24) What is a support vector? - answer a point that holds up a shape. 25) Does ...[⅔(a-1)+1/3(a+1)] move an svm classifier up or down? - answer up 26) How do you make errors more costly in a soft svm classifier? - answer include a multiplier for the point-error term. 27) If an svm coefficient is very close to zero... - answer that term is not very important to the classification. 28) What is the difference between standardization and scaling? - answer scaling is bounded in range. Standardization is scaling to a normal distribution. Standardization is the (value - factor mean) / (factor standard deviation) 29) What is the 2-norm? - answer euclidean distance 30) What is the 1-norm? - answer the rectilinear (manhattan) distance 31) What is the infinity norm? - answer the value of the largest dimension 32) Measuring the quality of a model is called? - answer validation 33) What does a confusion matrix show? - answer the performance of a classification model. 34) A time series outlier that seems "off the curve" is called a... - answer contextual outlier. 35) A data element that is different from all other data in a set is called a... - answer point outlier. 36) When something is missing in a range of points - answer it is called a..., collective outlier. 37) The whiskers on a box plot extend to... - answer the 10th and 90th percentiles (or 5th and 95th) 38) Why are hypothesis tests generally not sufficient for change detection? - answer they are slow to detect changes. 39) In cusum, t is _____ and c is _____., - answer threshold and a "bring down factor" 40) In a cusum model, you adjust t and c to manage the tradeoff between..., - answer early detection and false-alarms 41) In exponential smoothing, if the data is less random, then you want to pick an alpha that is..., - answer close to 1. 42) What is the initial condition for t in exponential smoothing with trending? - answer t_i=0 43) In cyclic exponential smoothing, l represents..., - answer the length of the cycle or season 44) In cyclic exponential smoothing, c_1 ... C_l = ___?, - answer 1. In other words, initialize it to no initial cycle. 45) Exponential, trending and cyclic smoothing are also referred to as - answer single double and triple. 46) Triple smoothing is also known as? - answer winter's or holt-winter's 47) What is the optimization formula for exponential smoothing? - answer min(f_t-xt)^2 where alpha and beta are between 0 and 1. 48) Arima stands for? - answer autoregressive integrated moving average 49) Exponential smoothing is an order ___ autoregressive model. - answer infinity. It uses data going all the way back. 50) For arima, the d parameter is used to specify ___. - answer , the order, or the differences of the differences of the differences (d-times.) 51) For arima, the p parameters is used to specify ____., - answer the order of periods (autoregression). 52) For arima, the q parameter is used to specify ______., - answer the order of the moving average. 53) Arima(0,1,1) is ?, - answer exponential smoothing. 54) What is the order of the arima parameters? - answer p d q 55) Garch estimates what? - answer variance. 56) Variance can be a proxy for ___ or ___. - answer volatility or risk 57) What parameter does garch not have the arima has? - answer d because garch doesn't deal with differences. 58) What is a simple linear regression? - answer linear regression with one predictor. 59) A linear regression defines a relationship between what and what? - answer predictor(s) and response 60) What is the formula for a linear regression with m predictors? - answer y=a0+sum(j=1..m, a(j)*(x(j)) 61) What measure is used to determine the quality of a linear regression line to data? - answer square of the difference between the line and the data points. (sum squared error.) 62) What is the formula for point error in linear regression? - answer y(i)-yhat(i)=y(i)-(a(0) + a(i)*x(i) 63) Taking partial derivates and setting them equal to zero and then solving that system equation helps us do what? - answer minimize the error and optimize the coefficients for linear regression. 64) What does aic stand for? - answer akaike information criterion 65) What is "likelihood"? - answer a measure for the probability density for any parameter set. 66) What is maximum likelihood? - answer parameters that give the highest probability. 67) What is mle? - answer maximum likelihood estimate... The set of parameters that minimizes the sum of square errors. 68) What is the formula for aic? - answer aic=2k - 2*ln(l*) where l* is the maximum likelihood value and k is the number of parameters estimated. 69) What is the penality term in aic and what does it do? - answer 2k - it helps prevent overfitting. 70) A models that is fit to random effects and not real ones is said to be? - answer overfit 71) What does corrected aic account for? - answer the fact that we cannot have infinitely many data points. 72) If aic for model 1 is 75 and aic for model 2 is 80 how do you compute which is better. - answer it is the relative likelyhood: e^((aic1-aic2)/2) = 8.2% 73) What does bic stand for? - answer bayesian information criterion 74) If you have a lot more data than parameters should you use aic or bic? - answer bic 75) If you have "fewer" parameters - answer should you use aic or bic?, bic 76) The "rule of thumb" deals with? - answer when comparing two models on the same data set by their bic scores. 77) In exponential smoothing what does alpha do? - answer adjust the trade off between current (x_t) and previous values. 78) In exponential how should you adjust for randomness? - answer make alpha close to 0. 79) In exponential trending, what does beta do? - answer adjusts for trending. 80) In exponential smoothing, what is c_t? - answer a multiplicative seasonality factor at time t.

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ISYE 6501
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ISYE 6501

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ISYE 6501
PRACTICE EXAM QUESTIONS WITH
CORRECT DETAILED ANSWERS |
ALREADY GRADED A+<RECENT
VERSION>


1) Classification problems are commonly solved using what model(s)? -
answer support vector machine


2) clustering problems are commonly solved using what model(s)? -
answer k-means


3) response prediction questions are commonly solved using what model(s)?
- answer -arima
-cart
-exponential smoothing
-linear regression
-logistic regression
-random forest


4) validation questions are commonly solved using what model(s)? -
answer -cross validation


5) variance estimation questions are commonly solved using what model(s)?
- answer -garch

,6) examples of models that are designed for use with time series data -
answer -arima
-cusum
-exponential smoothing
-garch


7) in the soft classification svm model where we select coefficients a_0 ...
A_m to minimize sum(max(0, 1 - (sum(a_i * x_ij) + a_0 ) * y_j ) + c *
sum(a_i ^ 2) ). If we want to have a larger margin even though it means
possibly having more classification error, the value of c should get: -
answer larger


8) best way to split data - answer -70% for training
-15% for validation
-15% for test


9) purpose of a test set - answer estimate quality of selected model


10) purpose of a training set - answer fit parameters of all models


11) purpose of a validation set - answer compare all models and
select best


12) true or false: the most useful classification models are the ones that
correctly classify the highest fraction of data points. - answer false.


13) Explanation: sometimes the cost of a false positive is so high that
it's worth accepting more false negatives, or vice versa. Lesson 10.6

,14) a model is built to determine whether data points belong to a
category or not. A "true negative" result is: - answer a data point that
is not in the category, and the model correctly says so.


15) Explanation: true' and 'false' refer to whether the model is correct
or not, and 'positive' and 'negative' refer to whether the model says the
point is in the category. Lesson 10.5


16) a logistic regression model can be especially useful when the
response... - answer is binary (zero or one) or is a probability (a
number between zero and one). Lesson 10.4


17) true or false: when using a random forest model, it's easy to
interpret how its results are determined. - answer false


18) Explanation: unlike a model like regression where we can show the
result as a simple linear combination of each attribute times its regression
coefficient, in a random forest model there are so many different trees
used simultaneously that it's difficult to interpret exactly how any factor
or factors affect the result. Lesson 10.3


19) What does svm stand for? - answer support vector machine


20) Is written text structured or unstructured? - answer unstructured


21) When we increase the sum of the square of the coefficients we... -
answer decrease the distance between the lines


22) In svm soft classifier we tradeoff between maximizing ___ and
minimizing ___ - answer margin and errors

, 23) If lambda gets small what gets emphasized, large margin or
minimizing training error?, - answer minimizing errors.


24) What is a support vector? - answer a point that holds up a
shape.


25) Does ...[⅔(a-1)+1/3(a+1)] move an svm classifier up or down? -
answer up


26) How do you make errors more costly in a soft svm classifier? -
answer include a multiplier for the point-error term.


27) If an svm coefficient is very close to zero... - answer that term is
not very important to the classification.


28) What is the difference between standardization and scaling? -
answer scaling is bounded in range. Standardization is scaling to a
normal distribution. Standardization is the (value - factor mean) / (factor
standard deviation)


29) What is the 2-norm? - answer euclidean distance


30) What is the 1-norm? - answer the rectilinear (manhattan)
distance


31) What is the infinity norm? - answer the value of the largest
dimension


32) Measuring the quality of a model is called? - answer validation

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