ISYE 6501 Midterm EXAM QUESTIONS AND SOLUTIONS LATEST UPDATE 2023/2024
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ISYE 6501
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ISYE 6501
ISYE 6501 Midterm EXAM QUESTIONS AND SOLUTIONS LATEST UPDATE 2023/2024
What does SVM stand for? - Answer-Support Vector Machine
/.Is written text structured or unstructured? - Answer-Unstructured
/.When we increase the sum of the square of the coefficients we... - Answer-Decrease the dista...
What does SVM stand for? - Answer-Support Vector Machine
/.Is written text structured or unstructured? - Answer-Unstructured
/.When we increase the sum of the square of the coefficients we... - Answer-Decrease
the distance between the lines
/.In SVM soft classifier we tradeoff between maximizing ___ and minimizing ___ -
Answer-margin and errors
/.If lambda gets small what gets emphasized, large margin or minimizing training error?,
- Answer-Minimizing errors.
/.What is a support vector? - Answer-A point that holds up a shape.
/.Does ...[⅔(a-1)+1/3(a+1)] move an SVM classifier up or down? - Answer-Up
/.How do you make errors more costly in a soft SVM classifier? - Answer-include a
multiplier for the point-error term.
/.If an SVM coefficient is very close to zero... - Answer-that term is not very important to
the classification.
/.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)
/.What is the 2-norm? - Answer-Euclidean distance
/.What is the 1-norm? - Answer-The rectilinear (Manhattan) distance
/.What is the infinity norm? - Answer-The value of the largest dimension
/.Measuring the quality of a model is called? - Answer-Validation
/.What does a confusion matrix show? - Answer-The performance of a classification
model.
/.A time series outlier that seems "off the curve" is called a... - Answer-contextual outlier.
/.A data element that is different from all other data in a set is called a... - Answer-point
outlier.
,/.When something is missing in a range of points - Answer-it is called a..., collective
outlier.
/.The whiskers on a box plot extend to... - Answer-the 10th and 90th percentiles (or 5th
and 95th)
/.Why are hypothesis tests generally not sufficient for change detection? - Answer-They
are slow to detect changes.
/.In CUSUM, T is _____ and C is _____., - Answer-Threshold and a "bring down factor"
/.In a CUSUM model, you adjust T and C to manage the tradeoff between..., - Answer-
early detection and false-alarms
/.In exponential smoothing, if the data is less random, then you want to pick an alpha
that is..., - Answer-Close to 1.
/.What is the initial condition for T in exponential smoothing with trending? - Answer-
T_i=0
/.In cyclic exponential smoothing, L represents..., - Answer-The length of the cycle or
season
/.In cyclic exponential smoothing, C_1 ... C_L = ___?, - Answer-1. In other words,
initialize it to no initial cycle.
/.Exponential, trending and cyclic smoothing are also referred to as - Answer-single
double and triple.
/.Triple smoothing is also known as? - Answer-Winter's or Holt-Winter's
/.What is the optimization formula for Exponential Smoothing? - Answer-min(F_t-Xt)^2
where alpha and beta are between 0 and 1.
/.ARIMA stands for? - Answer-Autoregressive Integrated Moving Average
/.Exponential smoothing is an order ___ autoregressive model. - Answer-Infinity. It uses
data going all the way back.
/.For ARIMA, the D parameter is used to specify ___. - Answer-, The order, or the
differences of the differences of the differences (d-times.)
/.For ARIMA, the P parameters is used to specify ____., - Answer-The order of periods
(autoregression).
, /.For ARIMA, the Q parameter is used to specify ______., - Answer-The order of the
moving average.
/.ARIMA(0,1,1) is ?, - Answer-Exponential smoothing.
/.What is the order of the ARIMA parameters? - Answer-p d q
/.GARCH estimates what? - Answer-Variance.
/.Variance can be a proxy for ___ or ___. - Answer-volatility or Risk
/.What parameter does GARCH not have the ARIMA has? - Answer-d because GARCH
doesn't deal with differences.
/.What is a simple linear regression? - Answer-Linear regression with one predictor.
/.A linear regression defines a relationship between what and what? - Answer-
Predictor(S) and Response
/.What is the formula for a linear regression with M predictors? - Answer-
Y=a0+sum(j=1..m, a(j)*(x(j))
/.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.)
/.What is the formula for point error in linear regression? - Answer-y(i)-Yhat(i)=y(i)-(a(0)
+ a(i)*x(i)
/.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.
/.What does AIC stand for? - Answer-Akaike Information Criterion
/.What is "Likelihood"? - Answer-A measure for the probability density for any parameter
set.
/.What is Maximum likelihood? - Answer-Parameters that give the highest probability.
/.What is MLE? - Answer-Maximum Likelihood Estimate... The set of parameters that
minimizes the sum of square errors.
/.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.
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