Subset Selection
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Machine Learning
Linear Methods For Regression
Interview questions on Linear Methods For Regression.
13 questions
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Subset Selection
Q2. What are some methods for selecting a subset of predictors?
Subset Selection
Q3. Explain Best Subset Selection method?
Subset Selection
Q4. What is the drawback of selecting the best subset of features on the basis of Residual Square Error(RSS) or $R^2$ score in the above method?
Subset Selection
Q5. What are the limitations of Best Subset Selection method?
Subset Selection
Q6. Given a use case that necessitates building a predictive model with a large number of features/predictors, which feature selection method would be most appropriate?
Subset Selection
Q7. Why Forward Stepwise Selection method is better than the Best Subset Selection?
Subset Selection
Q8. How does the forward stepwise selection method works?
Subset Selection
Q9. What is the major issue with stepwise selection?
Subset Selection
Q10. Imagine you have a dataset with $100$ observations $(n=100)$ and $1000$ predictors $(p=1000)$. Which feature selection method you can use?
Subset Selection
Q11. Explain Backward stepwise selection method?
Subset Selection
Q12. One issue with Backward stepwise selection method?
Subset Selection