Data Science & Machine Learning

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What is feature selection? Why do we need it? Feature Selection is a method used to select the relevant features for the model to train on. We need feature selection to remove the irrelevant features which leads the model to under-perform.

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What are the main parameters of the decision tree model? • maximum tree depth • minimum samples per leaf node • impurity criterion

What are the decision trees? This is a type of supervised learning algorithm that is mostly used for classification problems. Surprisingly, it works for both categorical and continuous dependent variables. In this algorithm, we split the population into two or more homogeneous sets. This is done based on most significant attributes/ independent variables to make as distinct groups as possible. A decision tree is a flowchart-like tree structure, where each internal node (non-leaf node) denotes a test on an attribute, each branch represents an outcome of the test, and each leaf node (or terminal node) holds a value for the target variable. Various techniques : like Gini, Information Gain, Chi-square, entropy.

Three different learning styles in machine learning algorithms: 1. Supervised Learning Input data is called training data and has a known label or result such as spam/not-spam or a stock price at a time. A model is prepared through a training process in which it is required to make predictions and is corrected when those predictions are wrong. The training process continues until the model achieves a desired level of accuracy on the training data. Example problems are classification and regression. Example algorithms include: Logistic Regression and the Back Propagation Neural Network. 2. Unsupervised Learning Input data is not labeled and does not have a known result. A model is prepared by deducing structures present in the input data. This may be to extract general rules. It may be through a mathematical process to systematically reduce redundancy, or it may be to organize data by similarity. Example problems are clustering, dimensionality reduction and association rule learning. Example algorithms include: the Apriori algorithm and K-Means. 3. Semi-Supervised Learning Input data is a mixture of labeled and unlabelled examples. There is a desired prediction problem but the model must learn the structures to organize the data as well as make predictions. Example problems are classification and regression. Example algorithms are extensions to other flexible methods that make assumptions about how to model the unlabeled data.

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Can you explain how cross-validation works? Cross-validation is the process to separate your total training set into two subsets: training and validation set, and evaluate your model to choose the hyperparameters. But you do this process iteratively, selecting differents training and validation set, in order to reduce the bias that you would have by selecting only one validation set

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Is accuracy always a good metric? Accuracy is not a good performance metric when there is imbalance in the dataset. For example, in binary classification with 95% of A class and 5% of B class, a constant prediction of A class would have an accuracy of 95%. In case of imbalance dataset, we need to choose Precision, recall, or F1 Score depending on the problem we are trying to solve. What are precision, recall, and F1-score? Precision and recall are classification evaluation metrics: P = TP / (TP + FP) and R = TP / (TP + FN). Where TP is true positives, FP is false positives and FN is false negatives In both cases the score of 1 is the best: we get no false positives or false negatives and only true positives. F1 is a combination of both precision and recall in one score (harmonic mean): F1 = 2 * PR / (P + R). Max F score is 1 and min is 0, with 1 being the best.

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How do we evaluate classification models? Depending on the classification problem, we can use the following evaluation metrics: Accuracy Precision Recall F1 Score Logistic loss (also known as Cross-entropy loss) Jaccard similarity coefficient score

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