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Machine Learning

Probabilistic Modeling

Interview questions on Probabilistic Modeling.

49 questions

Maximum Likelihood Estimation

Q1. Explain frequentist vs. Bayesian statistics.

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Maximum Likelihood Estimation

Q2. How can we estimate the parameters of a given probability distribution?

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Maximum Likelihood Estimation

Q3. What is the main assumption of MAP and MLE?

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Maximum Likelihood Estimation

Q4. How is likelihood different than probability?

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Maximum Likelihood Estimation

Q5. Write the mathematical expression of likelihood?

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Maximum Likelihood Estimation

Q7. Describe how to analytically find the MLE of a likelihood function?

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Maximum Likelihood Estimation

Q8. What is the term used to describe the first derivative of the log-likelihood function?

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Maximum Likelihood Estimation

Q9. What is the relationship between the likelihood function and the log-likelihood function?

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Maximum Likelihood Estimation

Q10. What is likelihood function of the independent identically distributed (i.i.d) random variables:

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X1,,XnX_1,··· ,X_n where Xibinomial(n,p)X_i ∼ binomial(n, p), i[1,n]∀i ∈ [1,n], and where p is the parameter of interest?

Maximum Likelihood Estimation

Q11. How can we derive the maximum likelihood estimator (MLE) of the i.i.d samples $X_1, · · · , X_n$ introduced in above question?

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Maximum Likelihood Estimation

Q12. Derive the maximum likelihood estimator of an exponential distribution.

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Maximum Likelihood Estimation

Q13. A lot of machine learning models aim to approximate probability distributions. Let’s say P is the distribution of the data and Q is the distribution learned by our model. How do measure how close Q is to P?

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Maximum A Posteriori

Q14. What is MAP? How is it different than MLE?

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Maximum A Posteriori

Q16. When do MAP and MLE yield similar parameter estimates?

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Maximum A Posteriori

Q17. 1. Define the term conjugate prior.

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  1. Define the term non-informative prior.

Maximum A Posteriori

Q18. MPE (Most Probable Explanation) vs. MAP (Maximum A Posteriori)

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  1. How do MPE and MAP differ?
  2. Give an example of when they would produce different results.

Naive Bayes

Q19. Naive Bayes classifier.

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  1. How is Naive Bayes classifier naive?
  2. Let’s try to construct a Naive Bayes classifier to classify whether a tweet has a positive or negative sentiment. We have four training samples: [TweetLabelThis makes me so upsetNegativeThis puppy makes me happyPositiveLook at this happy hamsterPositiveNo hamsters allowed in my houseNegative]\begin{bmatrix} \text{Tweet} & \text{Label} \\\\ \text{This makes me so upset} & \text{Negative}\\\\ \text{This puppy makes me happy} & \text{Positive} \\\\ \text{Look at this happy hamster} & \text{Positive} \\\\ \text{No hamsters allowed in my house} & \text{Negative} \end{bmatrix} According to your classifier, what's sentiment of the sentence The hamster is upset with the puppy?

Naive Bayes

Q22. Why is Naive Bayes still used despite its flawed assumption of feature independence?

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Naive Bayes

Q23. What is Laplace smoothing (additive smoothing) in Naive Bayes?

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Naive Bayes

Q24. Can Naive Bayes handle continuous and categorical features?

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Naive Bayes

Q26. What is the difference between Naive Bayes and other classification algorithms like Logistic Regression or Decision Trees?

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Logistic Regression

Q28. What is the main assumption of logistic regression?

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Logistic Regression

Q29. Write the expression of sigmoid or logistic function?

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Logistic Regression

Q30. Prove that logistic regression is a linear classifier?

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Logistic Regression

Q31. Does closed-form solution exists for logistic regression?

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Logistic Regression

Q32. How can we learn the parameters of logistic regression model?

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Logistic Regression

Q33. State the difference between Naive bayes and Logistic regression model?

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Logistic Regression

Q34. What is the range of logistic(sigmoid function)?

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Logistic Regression

Q35. What is the difference between Conditional MLE and standard MLE, and how does it relate to logistic regression?

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Logistic Regression

Q36. What is the issue with using squared losses(MSE) or absolute losses(MAE) for logistic regression model?

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Logistic Regression

Q37. Can we use logistic regression for multiclass classification problem?

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Logistic Regression

Q38. Write the expression of softmax function?

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Logistic Regression

Q39. State one issue with softmax function over sigmoid?

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Logistic Regression

Q40. How is Maximum Likelihood Estimation (MLE) used in logistic regression, and why is it preferred over other estimation methods like least squares?

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Logistic Regression

Q41. What is Maximum A Posteriori (MAP) Estimation in logistic regression?

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Logistic Regression

Q42. How does MAP differ from Maximum Likelihood Estimation (MLE) in logistic regression?

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Logistic Regression

Q43. What role do priors play in MAP estimation?

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Logistic Regression

Q44. Why might MAP be preferred over MLE in logistic regression?

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Logistic Regression

Q45. How does MAP help in small datasets compared to MLE?

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Logistic Regression

Q46. What type of priors are commonly used in MAP for logistic regression?

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Logistic Regression

Q47. How does MAP provide flexibility compared to MLE?

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Logistic Regression

Q48. What is the main advantage of using MAP in logistic regression?

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Logistic Regression

Q49. Can you explain a situation where using MAP estimation could lead to worse results than MLE?

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