Data Science and ML Interview Questions

Which data visualization libraries do you use? What are your thoughts on the best data visualization tools?

What's important here is to define your views on how to properly visualize data and your personal preferences when it comes to tools. Popular tools include R's ggplot, Python's seaborn and matplotlib, and tools such as Plot.ly and Tableau.

What is boosting?

Boosting is an ensemble method which can turn weak learners into stronger learners. One form is AdaBoost, or adaptive boosting, which combines multiple weak learners into a single strong learner.

What's a Fourier transform?

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.

What is a cost function? Name a few.

A cost function is a measure of the accuracy of the neural network with respect to given training sample and expected output.

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

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.

Describe a hash table.

A hash table is a data structure that produces an associative array. A key is mapped to certain values through the use of a hash function. They are often used for tasks such as database indexing.

How would you evaluate a logistic regression model?

A subsection of the question above. You have to demonstrate an understanding of what the typical goals of a logistic regression are (classification, prediction etc.) and bring up a few examples and use cases.

How would you simulate the approach AlphaGo took to beat Lee Sidol at Go?

AlphaGo beating Lee Sidol, the best human player at Go, in a best-of-five series was a truly seminal event in the history of machine learning and deep learning. The Nature paper above describes how this was accomplished with "Monte-Carlo tree search with deep neural networks that have been trained by supervised learning, from human expert games, and by reinforcement learning from games of self-play."

What are some differences between a linked list and an array?

An array is an ordered collection of objects. A linked list is a series of objects with pointers that direct how to process them sequentially. An array assumes that every element has the same size, unlike the linked list. A linked list can more easily grow organically: an array has to be pre-defined or re-defined for organic growth. Shuffling a linked list involves changing which points direct where — meanwhile, shuffling an array is more complex and takes more memory.

How would you handle an imbalanced dataset?

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 your 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.

What is bagging?

Bagging is used typically when you want to reduce the variance while retaining the bias. This happens when you average the predictions in different spaces of the input feature space. In bagging, first you will have to sample the input data (with replacement) to generate multiple sets of input data. For each of those sets, the same baseline predictor (such as a SVM, Neural Net, etc) is run to get a trained model for each of the training set. Now, to do the prediction on an unseen test sample, it is run through these individual models and the predictions are now averaged to get the final decision. Bagging is effective because you are improving the accuracy of a single model by using multiple copies of it trained on different sets of data. Bagging is not recommended on models that have a high bias. In such cases, boosting (Adaboost) is used which goes a step ahead and eliminates the effect of a high bias present in the baseline model.

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

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.

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

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.

When should you use classification over regression?

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.)

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

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.

Why is "Naive" Bayes naive?

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.

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

Don't think that this is a trick question! Many machine learning interview questions will be an attempt to lob basic questions at you just to make sure you're on top of your game and you've prepared all of your bases. 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.

Name an example where ensemble techniques might be useful.

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, from bagging to boosting to a "bucket of models" method and demonstrate how they could increase predictive power.

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

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]

How is KNN different from k-means clustering?

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.

Explain the difference between L1 and L2 regularization.

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.

What is log loss?

Logarithmic Loss, or simply Log Loss, is a classification loss function often used as an evaluation metric in Kaggle competitions. Since success in these competitions hinges on effectively minimising the Log Loss, it makes sense to have some understanding of how this metric is calculated and how it should be interpreted. Log Loss quantifies the accuracy of a classifier by penalising false classifications. Minimising the Log Loss is basically equivalent to maximising the accuracy of the classifier, but there is a subtle twist which we'll get to in a moment. https://www.kaggle.com/dansbecker/what-is-log-loss

How is a decision tree pruned?

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.

What is the main difference between RMSE and MSE?

RMSE is just the square root of MSE. The square root is introduced to make scale of the errors to be the same as the scale of targets. Now, it is very important to understand in what sense RMSE is similar to MSE,and what is the difference. https://towardsdatascience.com/how-to-select-the-right-evaluation-metric-for-machine-learning-models-part-1-regrression-metrics-3606e25beae0

Define precision and recall.

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.

Explain how a ROC curve works.

Receiver operating characteristic 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).

What is the difference between supervised and unsupervised machine learning?

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.

What is temporal learning?

Temporal learning is concerned with capturing weight relationships.

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

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.

What's the "kernel trick" and how is it useful?

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.

What's the difference between probability and likelihood?

The answer depends on whether you are dealing with discrete or continuous random variables. So, I will split my answer accordingly. I will assume that you want some technical details and not necessarily an explanation in plain English. If my assumption is not correct please let me know and I will revise my answer. Discrete Random Variables Suppose that you have a stochastic process that takes discrete values (e.g., outcomes of tossing a coin 10 times, number of customers who arrive at a store in 10 minutes etc). In such cases, we can calculate the probability of observing a particular set of outcomes by making suitable assumptions about the underlying stochastic process (e.g., probability of coin landing heads is 𝑝 and that coin tosses are independent). Denote the observed outcomes by 𝑂 and the set of parameters that describe the stochastic process as 𝜃. Thus, when we speak of probability we want to calculate 𝑃(𝑂|𝜃). In other words, given specific values for 𝜃, 𝑃(𝑂|𝜃) is the probability that we would observe the outcomes represented by 𝑂. However, when we model a real life stochastic process, we often do not know 𝜃. We simply observe 𝑂 and the goal then is to arrive at an estimate for 𝜃 that would be a plausible choice given the observed outcomes 𝑂. We know that given a value of 𝜃 the probability of observing 𝑂 is 𝑃(𝑂|𝜃). Thus, a 'natural' estimation process is to choose that value of 𝜃 that would maximize the probability that we would actually observe 𝑂. In other words, we find the parameter values 𝜃 that maximize the following function: 𝐿(𝜃|𝑂)=𝑃(𝑂|𝜃) 𝐿(𝜃|𝑂) is called the likelihood function. Notice that by definition the likelihood function is conditioned on the observed 𝑂 and that it is a function of the unknown parameters 𝜃. Continuous Random Variables In the continuous case the situation is similar with one important difference. We can no longer talk about the probability that we observed 𝑂 given 𝜃 because in the continuous case 𝑃(𝑂|𝜃)=0. Without getting into technicalities, the basic idea is as follows: Denote the probability density function (pdf) associated with the outcomes 𝑂 as: 𝑓(𝑂|𝜃). Thus, in the continuous case we estimate 𝜃 given observed outcomes 𝑂 by maximizing the following function: 𝐿(𝜃|𝑂)=𝑓(𝑂|𝜃) In this situation, we cannot technically assert that we are finding the parameter value that maximizes the probability that we observe 𝑂 as we maximize the PDF associated with the observed outcomes 𝑂.

What is the curse of dimensionality?

The curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces (often with hundreds or thousands of dimensions) that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience. https://en.wikipedia.org/wiki/Curse_of_dimensionality

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

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: 1- Keep the model simpler: reduce variance by taking into account fewer variables and parameters, thereby removing some of the noise in the training data. 2- Use cross-validation techniques such as k-folds cross-validation. 3- Use regularization techniques such as LASSO that penalize certain model parameters if they're likely to cause overfitting.

Which is more important to you- model accuracy, or model performance?

This question 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.

How do you handle missing or corrupted data in a dataset?

You could find missing/corrupted data in a dataset and either drop those rows or columns, or decide to replace them with another value. In Pandas, there are two very useful methods: isnull() and dropna() that will help you find columns of data with missing or corrupted data and drop those values. If you want to fill the invalid values with a placeholder value (for example, 0), you could use the fillna() method.

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

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.

Netflix Prize

https://en.wikipedia.org/wiki/Netflix_Prize

What are your favorite use cases of machine learning models?

https://www.quora.com/What-are-the-typical-use-cases-for-different-machine-learning-algorithms

Is kNN supervised or unsupervised? What about k-means?

kNN is supervised, k-means is unsupervised