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    Quiz M2

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    Ehizokhale Oseghale
    Principal component analysis (PCA) can be used to summarize data and detect linear relationships. PCA finds the direction of maximal variance. PCA should be used to compress high-dimensional data into a smaller dimension on which models can be built. Singular value decomposition (SVD) can also be used to help find a solution for PCA and is a numerically stable algorithm. Linear discriminant analysis (LDA) is better suited than PCA for separating classes in a lower-dimensional space.

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    Quiz M2

    Uploaded by

    Ehizokhale Oseghale
    80 views7 pages
    Principal component analysis (PCA) can be used to summarize data and detect linear relationships. PCA finds the direction of maximal variance. PCA should be used to compress high-dimensional data into a smaller dimension on which models can be built. Singular value decomposition (SVD) can also be used to help find a solution for PCA and is a numerically stable algorithm. Linear discriminant analysis (LDA) is better suited than PCA for separating classes in a lower-dimensional space.

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    Principal component analysis (PCA) can be used to summarize data and detect linear relationships. PCA finds the direction of maximal variance. PCA should be used to compress high-dimensional data into a smaller dimension on which models can be built. Singular value decomposition (SVD) can also be used to help find a solution for PCA and is a numerically stable algorithm. Linear discriminant analysis (LDA) is better suited than PCA for separating classes in a lower-dimensional space.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    80 views7 pages

    Quiz M2

    Uploaded by

    Ehizokhale Oseghale
    Principal component analysis (PCA) can be used to summarize data and detect linear relationships. PCA finds the direction of maximal variance. PCA should be used to compress high-dimensional data into a smaller dimension on which models can be built. Singular value decomposition (SVD) can also be used to help find a solution for PCA and is a numerically stable algorithm. Linear discriminant analysis (LDA) is better suited than PCA for separating classes in a lower-dimensional space.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 7

    My courses ▶ (20/11) MScFE 650 Machine Learning in Finance (C20-S1) ▶ Module 2: Dimensionality Reduction ▶ Quiz M2

    Started on Tuesday, 12 January 2021, 3:21 PM


    State Finished
    Completed on Tuesday, 12 January 2021, 3:43 PM
    Time taken 22 mins 2 secs
    Marks 15.00/15.00
    Grade 20.00 out of 20.00 (100%)

    Question 1
    Principal component analysis can be used to summarize data and detect ______ relationships.
    Correct

    Mark 1.00 out Select one:


    of 1.00
    linear 
    non-linear

    deterministic
    non-deterministic
    None of the above
    Question 2
    PCA nds the direction of maximal ______.
    Correct

    Mark 1.00 out Select one:


    of 1.00
    mean
    variance 
    skew
    kurtosis
    None of the above

    Question 3
    When should you use PCA?
    Correct

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    of 1.00
    For clustering
    For le compression

    For calculating eigenvectors


    To compress high-dimensional data into a smaller dimension, on which models can be built.  

    Question 4
    The angle between the two vectors [−111] and[−222] , is (in degrees),
    Correct
    Mark 1.00 out
    Select one:
    of 1.00
    90


    180

    45
    Question 5
    2 1
    Correct The rst principal direction of data with covariance matrix [ ] , is given by,
    1 2
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    of 1.00
    Select one:

    1
    1
    [ ]
    √2
    −1

    1
    1

    √2
    [ ] 
    1

    1
    [ ]
    0

    0
    [ ]
    1

    Question 6
    1
    ⎡ ⎤
    Correct
    The length of the vector ⎢ −1 ⎥
    Mark 1.00 out ⎣ ⎦
    of 1.00 2

    Select one:
    3

    –
    √6


    Question 7
    What technique can also be used to help nd a solution for PCA?
    Correct

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    of 1.00
    Middle-out compression

    Vector quantization
    Directed acyclic graphs
    Singular Value Decomposition 

    Question 8
    Which of the following is true?
    Correct

    Mark 1.00 out Select one:


    of 1.00
    The principal components are sorted by ascending order of their means, which are equal to the associated eigenvalues.

    The rst principal component is the linear combination of the Y variables that accounts for the greatest possible
    skew

    The scores on the rst j principal components have the highest possible generalized skew of any set of unit-length
    linear combinations of the original variables

    Each subsequent principal component is the linear combination of the Y variables that has the greatest possible
    variance and is uncorrelated with the previously de ned components.


    Question 9
    An advantage of using SVD to t a PCA is?
    Correct

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    of 1.00
    It is a numerically stable algorithm 
    It is a non-deterministic method
    The speed of convergence is not dependent on k
    It will not get stuck in local optimum

    Question 10
    The angle between the two vectors [-111] and [110], is (in degrees),
    Correct

    Mark 1.00 out


    Select one:
    of 1.00
    45
    0
    90 
    180

    Question 11
    PCA is very sensitive with respect to ___.
    Correct

    Mark 1.00 out Select one:


    of 1.00
    the scaling of the variables 
    noise
    ordinal variables

    categorical variables
    Question 12
    Given data values [-111] and [-1-11] , their mean is given by,
    Correct

    Mark 1.00 out


    Select one:
    of 1.00
    [-101]


    [-11-1]

    \frac{1}{2}[-101]

    [000]

    Question 13
    The product \begin{bmatrix} 0\\ 1 \end{bmatrix} [11] is,
    Correct

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    Select one:
    of 1.00
    \begin{bmatrix} 1 & 1\\ 1 & 1 \end{bmatrix}

    \begin{bmatrix} 0 & 1\\ 1 & 1 \end{bmatrix}

    \begin{bmatrix} 0 & 0\\ 1 & 1 \end{bmatrix} 

    Question 14
    The second principal direction of data with covariance matrix \begin{bmatrix} 2 & 1\\ 1 & 2 \end{bmatrix} , is given by,
    Correct

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    Select one:
    of 1.00
    \frac{1}{\sqrt{2}}\begin{bmatrix} 1\\ -1 \end{bmatrix}

    \frac{1}{\sqrt{2}}\begin{bmatrix} 1\\ 1 \end{bmatrix} 

    \begin{bmatrix} 1\\ 0 \end{bmatrix}

    \begin{bmatrix} 0\\ 1 \end{bmatrix}


    Question 15
    Which of the following is true?
    Correct

    Mark 1.00 out Select one:


    of 1.00
    LDA is better suited than PCA for separating classes in a lower-dimensional space. 
    The last principal component accounts for as much of the skew in the data as possible.
    PCA is better suited than t-SNE for separating classes in a lower-dimensional space.
    The goal of dimensionality reduction is to have highly interpretable lower-dimensions. 

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