Data Science Interview

1. What is the difference between supervised and

unsupervised machine learning?
Supervised Machine learning:
Supervised machine learning requires training labelled data. Let’s discuss it in bit
detail, when we have
Unsupervised Machine learning:
Unsupervised machine learning doesn’t required labelled data.
2. What is bias, variance trade off ?
Bias:
“Bias is error introduced in your model due to over simplification of machine
learning algorithm.” It can lead to under fitting. When you train your model at
that time model makes simplified assumptions to make the target function easier
to understand.
Low bias machine learning algorithms — Decision Trees, k-NN and SVM High
bias machine learning algorithms — Linear Regression, Logistic Regression
Variance:
“Variance is error introduced in your model due to complex machine learning
algorithm, your model learns noise also from the training data set and performs
bad on test data set.” It can lead high sensitivity and over fitting.
Normally, as you increase the complexity of your model, you will see a reduction
in error due to lower bias in the model. However, this only happens till a
particular point. As you continue to make your model more complex, you end up
over-fitting your model and hence your model will start suffering from high
variance.
Bias, Variance trade off:
The goal of any supervised machine learning algorithm is to have low bias and
low variance to achieve good prediction performance.
1. The k-nearest neighbours algorithm has low bias and high variance,
but the trade-off can be changed by increasing the value of k which
increases the number of neighbours that contribute to the prediction
and in turn increases the bias of the model.
2. The support vector machine algorithm has low bias and high variance,
but the trade-off can be changed by increasing the C parameter that
influences the number of violations of the margin allowed in the
training data which increases the bias but decreases the variance.
There is no escaping the relationship between bias and variance in machine
learning. Increasing the bias will decrease the variance. Increasing the variance
will decrease the bias.
3. What is exploding gradients ?
Gradient:
Gradient is the direction and magnitude calculated during training of a neural
network that is used to update the network weights in the right direction and by
the right amount.
“Exploding gradients are a problem where large error gradients accumulate
and result in very large updates to neural network model weights during
training.” At an extreme, the values of weights can become so large as to overflow
and result in NaN values.
This has the effect of your model being unstable and unable to learn from your
training data. Now let’s understand what is the gradient.
4. What is a confusion matrix ?
The confusion matrix is a 2X2 table that contains 4 outputs provided by
the binary classifier. Various measures, such as error-rate, accuracy, specificity,
sensitivity, precision and recall are derived from it. Confusion Matrix

A data set used for performance evaluation is called test data set. It should
contain the correct labels and predicted labels.

The predicted labels will exactly the same if the performance of a binary
classifier is perfect.
The predicted labels usually match with part of the observed labels in real world
scenarios.

A binary classifier predicts all data instances of a test dataset as either positive or
negative. This produces four outcomes-
1. True positive(TP) — Correct positive prediction
2. False positive(FP) — Incorrect positive prediction
3. True negative(TN) — Correct negative prediction
4. False negative(FN) — Incorrect negative prediction

Basic measures derived from the confusion matrix

1. Error Rate = (FP+FN)/(P+N)
2. Accuracy = (TP+TN)/(P+N)
3. Sensitivity(Recall or True positive rate) = TP/P
4. Specificity(True negative rate) = TN/N
5. Precision(Positive predicted value) = TP/(TP+FP)
6. F-Score(Harmonic mean of precision and recall) =
(1+b)(PREC.REC)/(b²PREC+REC) where b is commonly 0.5, 1, 2.
6. Explain how a ROC curve works ?
The ROC curve is a graphical representation of the contrast between true
positive rates and false positive rates at various thresholds. It is often used as a
proxy for the trade-off between the sensitivity(true positive rate) and false
positive rate.

7. What is selection Bias ?

Selection bias occurs when sample obtained is not representative of the
population intended to be analysed.
8. Explain SVM machine learning algorithm in detail.
SVM stands for support vector machine, it is a supervised machine learning
algorithm which can be used for both Regression and Classification. If you have
n features in your training data set, SVM tries to plot it in n-dimensional space
with the value of each feature being the value of a particular coordinate. SVM
uses hyper planes to separate out different classes based on the provided kernel
function.
9. What are support vectors in SVM.

In the above diagram we see that the thinner lines mark the distance from the
classifier to the closest data points called the support vectors (darkened data
points). The distance between the two thin lines is called the margin.
10. What are the different kernels functions in SVM ?
There are four types of kernels in SVM.
1. Linear Kernel
2. Polynomial kernel
3. Radial basis kernel
4. Sigmoid kernel
11. Explain Decision Tree algorithm in detail.
Decision tree is a supervised machine learning algorithm mainly used for
the Regression and Classification.It breaks down a data set into smaller and
smaller subsets while at the same time an associated decision tree is
incrementally developed. The final result is a tree with decision nodes and leaf
nodes. Decision tree can handle both categorical and numerical data.

12. What is Entropy and Information gain in Decision

tree algorithm ?
The core algorithm for building decision tree is
called ID3. ID3 uses Enteropy and Information Gain to construct a decision
tree.
Entropy
A decision tree is built top-down from a root node and involve partitioning of
data into homogenious subsets. ID3 uses enteropy to check the homogeneity of a
sample. If the sample is completely homogenious then entropy is zero and if the
sample is an equally divided it has entropy of one.

Information Gain
The Information Gain is based on the decrease in entropy after a dataset is split
on an attribute. Constructing a decision tree is all about finding attributes that
returns the highest information gain.

13. What is pruning in Decision Tree ?

When we remove sub-nodes of a decision node, this process is called pruning or
opposite process of splitting.
14. What is Ensemble Learning ?
Ensemble is the art of combining diverse set of learners(Individual models)
together to improvise on the stability and predictive power of the model.
Ensemble learning has many types but two more popular ensemble learning
techniques are mentioned below.
Bagging
Bagging tries to implement similar learners on small sample populations and
then takes a mean of all the predictions. In generalised bagging, you can use
different learners on different population. As you expect this helps us to reduce
the variance error.
Boosting
Boosting is an iterative technique which adjust the weight of an observation
based on the last classification. If an observation was classified incorrectly, it
tries to increase the weight of this observation and vice versa. Boosting in
general decreases the bias error and builds strong predictive models. However,
they may over fit on the training data.

15. What is Random Forest? How does it work ?

Random forest is a versatile machine learning method capable of performing
both regression and classification tasks. It is also used for dimentionality
reduction, treats missing values, outlier values. It is a type of ensemble learning
method, where a group of weak models combine to form a powerful model.
In Random Forest, we grow multiple trees as opposed to a single tree. To classify
a new object based on attributes, each tree gives a classification. The forest
chooses the classification having the most votes(Over all the trees in the forest)
and in case of regression, it takes the average of outputs by different trees.
16. What cross-validation technique would you use on a
time series data set.
Instead of using k-fold cross-validation, you should be aware to the fact that a
time series is not randomly distributed data — It is inherently ordered by
chronological order.
In case of time series data, you should use techniques like forward chaining —
Where you will be model on past data then look at forward-facing data.
fold 1: training[1], test[2]
fold 1: training[1 2], test[3]
fold 1: training[1 2 3], test[4]
fold 1: training[1 2 3 4], test[5]
17. What is logistic regression? Or State an example
when you have used logistic regression recently.
Logistic Regression often referred as logit model is a technique to predict the
binary outcome from a linear combination of predictor variables. For example, if
you want to predict whether a particular political leader will win the election or
not. In this case, the outcome of prediction is binary i.e. 0 or 1 (Win/Lose). The
predictor variables here would be the amount of money spent for election
campaigning of a particular candidate, the amount of time spent in campaigning,
etc.
18. What do you understand by the term Normal
Distribution?

Data is usually distributed in different ways with a bias to the left or to the right
or it can all be jumbled up. However, there are chances that data is distributed
around a central value without any bias to the left or right and reaches normal
distribution in the form of a bell shaped curve. The random variables are
distributed in the form of an symmetrical bell shaped curve.
19. What is a Box Cox Transformation?
Dependent variable for a regression analysis might not satisfy one or more
assumptions of an ordinary least squares regression. The residuals could either
curve as the prediction increases or follow skewed distribution. In such
scenarios, it is necessary to transform the response variable so that the data
meets the required assumptions. A Box cox transformation is a statistical
technique to transform non-normal dependent variables into a normal shape. If
the given data is not normal then most of the statistical techniques assume
normality. Applying a box cox transformation means that you can run a broader
number of tests.

A Box Cox transformation is a way to transform non-normal dependent variables

into a normal shape. Normality is an important assumption for many statistical
techniques, if your data isn’t normal, applying a Box-Cox means that you are able
to run a broader number of tests. The Box Cox transformation is named after
statisticians George Box and Sir David Roxbee Cox who collaborated on a 1964
paper and developed the technique.
20. How will you define the number of clusters in a
clustering algorithm?
Though the Clustering Algorithm is not specified, this question will mostly be
asked in reference to K-Means clustering where “K” defines the number of
clusters. For example, the following image shows three different groups.
Within Sum of squares is generally used to explain the homogeneity within a
cluster. If you plot WSS for a range of number of clusters, you will get the plot
shown below. The Graph is generally known as Elbow Curve.

Red circled point in above graph i.e. Number of Cluster =6 is the point after
which you don’t see any decrement in WSS. This point is known as bending point
and taken as K in K — Means.This is the widely used approach but few data
scientists also use Hierarchical clustering first to create dendograms and identify
the distinct groups from there.
21. What is deep learning?
Deep learning is sub field of machine learning inspired by structure and function
of brain called artificial neural network. We have a lot numbers of algorithms
under machine learning like Linear regression, SVM, Neural network etc and
deep learning is just an extension of Neural networks. In neural nets we consider
small number of hidden layers but when it comes to deep learning algorithms we
consider a huge number of hidden layers to better understand the input output
relationship.
22. What are Recurrent Neural Networks(RNNs) ?
Recurrent nets are type of artificial neural networks designed to recognise
pattern from the sequence of data such as Time series, stock market and
government agencies etc. To understand recurrent nets, first you have to
understand the basics of feed forward nets. Both these networks RNN and feed
forward named after the way they channel information through a series of
mathematical orations performed at the nodes of the network. One feeds
information through straight(never touching same node twice), while the other
cycles it through loop, and the latter are called recurrent.
Recurrent networks on the other hand, take as their input not just the current
input example they see, but also the what they have perceived previously in time.
The BTSXPE at the bottom of the drawing represents the input example in the
current moment, and CONTEXT UNIT represents the output of the previous
moment. The decision a recurrent neural network reached at time t-1 affects the
decision that it will reach one moment later at time t. So recurrent networks have
two sources of input, the present and the recent past, which combine to
determine how they respond to new data, much as we do in life.
The error they generate will return via back propagation and be used to adjust
their weights until error can’t go any lower. Remember, the purpose of recurrent
nets is to accurately classify sequential input. We rely on the back propagation of
error and gradient descent to do so.
Back propagation in feed forward networks moves backward from the final error
through the outputs, weights and inputs of each hidden layer, assigning those
weights responsibility for a portion of the error by calculating their partial
derivatives — ∂E/∂w, or the relationship between their rates of change. Those
derivatives are then used by our learning rule, gradient descent, to adjust the
weights up or down, whichever direction decreases error.
Recurrent networks rely on an extension of back propagation called back
propagation through time, or BPTT. Time, in this case, is simply expressed by a
well-defined, ordered series of calculations linking one time step to the next,
which is all back propagation needs to work.

23. What is the difference between machine learning

and deep learning?
Machine learning:
Machine learning is a field of computer science that gives computers the ability
to learn without being explicitly programmed. Machine learning can be
categorised in following three categories.
1. Supervised machine learning,
2. Unsupervised machine learning,
3. Reinforcement learning
Deep learning:
Deep Learning is a sub field of machine learning concerned with algorithms
inspired by the structure and function of the brain called artificial neural
networks.
24. What is reinforcement learning ?
Reinforcement learning

Reinforcement Learning is learning what to do and how to map situations to

actions. The end result is to maximise the numerical reward signal. The learner is
not told which action to take, but instead must discover which action will yield
the maximum reward.Reinforcement learning is inspired by the learning of
human beings, it is based on the reward/panelity mechanism.
25. What is selection bias ?
Selection bias is the bias introduced by the selection of individuals, groups or
data for analysis in such a way that proper randomisation is not achieved,
thereby ensuring that the sample obtained is not representative of the
population intended to be analysed. It is sometimes referred to as the selection
effect. The phrase “selection bias” most often refers to the distortion of a
statistical analysis, resulting from the method of collecting samples. If the
selection bias is not taken into account, then some conclusions of the study may
not be accurate.
26. Explain what regularisation is and why it is useful.
Regularisation is the process of adding tunning parameter to a model to induce
smoothness in order to prevent overfitting. This is most often done by adding a
constant multiple to an existing weight vector. This constant is often the
L1(Lasso) or L2(ridge). The model predictions should then minimize the loss
function calculated on the regularized training set.
27. What is TF/IDF vectorization ?
tf–idf is short for term frequency–inverse document frequency, is a numerical
statistic that is intended to reflect how important a word is to a document in a
collection or corpus. It is often used as a weighting factor in information retrieval
and text mining. The tf-idf value increases proportionally to the number of times
a word appears in the document, but is offset by the frequency of the word in the
corpus, which helps to adjust for the fact that some words appear more
frequently in general.
28. What are Recommender Systems?
A subclass of information filtering systems that are meant to predict the
preferences or ratings that a user would give to a product. Recommender
systems are widely used in movies, news, research articles, products, social tags,
music, etc.
29. What is the difference between Regression and
classification ML techniques.
Both Regression and classification machine learning techniques come
under Supervised machine learning algorithms. In Supervised machine
learning algorithm, we have to train the model using labelled data set, While
training we have to explicitly provide the correct labels and algorithm tries to
learn the pattern from input to output. If our labels are discrete values then it
will a classification problem, e.g A,B etc. but if our labels are continuous values
then it will be a regression problem, e.g 1.23, 1.333 etc.
30. If you are having 4GB RAM in your machine and you
want to train your model on 10GB data set. How would
you go about this problem. Have you ever faced this
kind of problem in your machine learning/data science
experience so far ?
First of all you have to ask which ML model you want to train.
For Neural networks: Batch size with Numpy array will work.
Steps:
1. Load the whole data in Numpy array. Numpy array has property to
create mapping of complete data set, it doesn’t load complete data set
in memory.
2. You can pass index to Numpy array to get required data.
3. Use this data to pass to Neural network.
4. Have small batch size.
For SVM: Partial fit will work
Steps:
1. Divide one big data set in small size data sets.
2. Use partial fit method of SVM, it requires subset of complete data set.
3. Repeat step 2 for other subsets.
31. What is p-value?
When you perform a hypothesis test in statistics, a p-value can help you
determine the strength of your results. p-value is a number between 0 and 1.
Based on the value it will denote the strength of the results. The claim which is
on trial is called Null Hypothesis.
Low p-value (≤ 0.05) indicates strength against the null hypothesis which means
we can reject the null Hypothesis. High p-value (≥ 0.05) indicates strength for the
null hypothesis which means we can accept the null Hypothesis p-value of 0.05
indicates the Hypothesis could go either way. To put it in another way,
High P values: your data are likely with a true null. Low P values: your data are
unlikely with a true null.
32. What is ‘Naive’ in a Naive Bayes ?
The Naive Bayes Algorithm is based on the Bayes Theorem. Bayes’ theorem
describes the probability of an event, based on prior knowledge of conditions
that might be related to the event.

What is Naive ?
The Algorithm is ‘naive’ because it makes assumptions that may or may not turn
out to be correct.
33. Why we generally use Softmax non-linearity function as last operation
in network ?
It is because it takes in a vector of real numbers and returns a probability
distribution. Its definition is as follows. Let x be a vector of real numbers
(positive, negative, whatever, there are no constraints). Then the i’th component
of Softmax(x) is —

It should be clear that the output is a probability distribution: each element is

non-negative and the sum over all components is 1.
34. What are different ranking algorithms?
Traditional ML algorithms solve a prediction problem (classification or
regression) on a single instance at a time. E.g. if you are doing spam detection on
email, you will look at all the features associated with that email and classify it as
spam or not. The aim of traditional ML is to come up with a class (spam or no-
spam) or a single numerical score for that instance.
Ranking algorithms like LTR solves a ranking problem on a list of items. The aim
of LTR is to come up with optimal ordering of those items. As such, LTR doesn’t
care much about the exact score that each item gets, but cares more about the
relative ordering among all the
items. RankNet, LambdaRank and LambdaMART are all LTR algorithms
developed by Chris Burges and his colleagues at Microsoft Research.
1. RankNet — The cost function for RankNet aims to minimize the
number of inversions in ranking. RankNet optimizes the cost function
using Stochastic Gradient Descent.
2. LambdaRank — Burgess et. al. found that during RankNet training
procedure, you don’t need the costs, only need the gradients (λ) of the
cost with respect to the model score. You can think of these gradients
as little arrows attached to each document in the ranked list,
indicating the direction we’d like those documents to move. Further
they found that scaling the gradients by the change in NDCG found by
swapping each pair of documents gave good results. The core idea of
LambdaRank is to use this new cost function for training a RankNet.
On experimental datasets, this shows both speed and accuracy
improvements over the original RankNet.
3. LambdaMart — LambdaMART combines LambdaRank and MART
(Multiple Additive Regression Trees). While MART uses gradient
boosted decision trees for prediction tasks, LambdaMART uses
gradient boosted decision trees using a cost function derived from
LambdaRank for solving a ranking task. On experimental datasets,
LambdaMART has shown better results than LambdaRank and the
original RankNet.
Machine Learning Fundamentals
Q: What are some of the steps for data wrangling and data
cleaning before applying machine learning algorithms?
There are many steps that can be taken when data wrangling and data cleaning.
Some of the most common steps are listed below:
• Data profiling: Almost everyone starts off by getting an
understanding of their dataset. More specifically, you can look at the
shape of the dataset with .shape and a description of your numerical
variables with .describe().
• Data visualizations: Sometimes, it’s useful to visualize your data with
histograms, boxplots, and scatterplots to better understand the
relationships between variables and also to identify potential outliers.
• Syntax error: This includes making sure there’s no white space,
making sure letter casing is consistent, and checking for typos. You
can check for typos by using .unique() or by using bar graphs.
• Standardization or normalization: Depending on the dataset your
working with and the machine learning method you decide to use, it
may be useful to standardize or normalize your data so that different
scales of different variables don’t negatively impact the performance
of your model.
• Handling null values: There are a number of ways to handle null
values including deleting rows with null values altogether, replacing
null values with the mean/median/mode, replacing null values with a
new category (eg. unknown), predicting the values, or using machine
learning models that can deal with null values. Read more here.
• Other things include: removing irrelevant data, removing duplicates,
and type conversion.
Read more on the Amazon machine learning interview and questions here.
Q: How to deal with unbalanced binary classification?
There are a number of ways to handle unbalanced binary classification
(assuming that you want to identify the minority class):
• First, you want to reconsider the metrics that you’d use to evaluate
your model. The accuracy of your model might not be the best metric
to look at because and I’ll use an example to explain why. Let’s say 99
bank withdrawals were not fraudulent and 1 withdrawal was. If your
model simply classified every instance as “not fraudulent”, it would
have an accuracy of 99%! Therefore, you may want to consider using
metrics like precision and recall.
• Another method to improve unbalanced binary classification is
by increasing the cost of misclassifying the minority class. By
increasing the penalty of such, the model should classify the minority
class more accurately.
• Lastly, you can improve the balance of classes by oversampling the
minority class or by undersampling the majority class. You can read
more about it here.
Q: What is the difference between a box plot and a histogram?

Boxplot vs Histogram
While boxplots and histograms are visualizations used to show the distribution
of the data, they communicate information differently.
Histograms are bar charts that show the frequency of a numerical variable’s
values and are used to approximate the probability distribution of the given
variable. It allows you to quickly understand the shape of the distribution, the
variation, and potential outliers.
Boxplots communicate different aspects of the distribution of data. While you
can’t see the shape of the distribution through a box plot, you can gather other
information like the quartiles, the range, and outliers. Boxplots are especially
useful when you want to compare multiple charts at the same time because they
take up less space than histograms.

How to read a boxplot

Q: Describe different regularization methods, such as L1 and L2
regularization?

Both L1 and L2 regularization are methods used to reduce the overfitting of

training data. Least Squares minimizes the sum of the squared residuals, which
can result in low bias but high variance.
L2 Regularization, also called ridge regression, minimizes the sum of the squared
residuals plus lambda times the slope squared. This additional term is called
the Ridge Regression Penalty. This increases the bias of the model, making the
fit worse on the training data, but also decreases the variance.
If you take the ridge regression penalty and replace it with the absolute value of
the slope, then you get Lasso regression or L1 regularization.
L2 is less robust but has a stable solution and always one solution. L1 is more
robust but has an unstable solution and can possibly have multiple solutions.
StatQuest has an amazing video on Lasso and Ridge regression here.
Q: Neural Network Fundamentals

A neural network is a multi-layered model inspired by the human brain. Like

the neurons in our brain, the circles above represent a node. The blue circles
represent the input layer, the black circles represent the hidden layers, and the
green circles represent the output layer. Each node in the hidden layers
represents a function that the inputs go through, ultimately leading to an output
in the green circles. The formal term for these functions is called the sigmoid
activation function.
If you want a step by step example of creating a neural network, check out Victor
Zhou’s article here.
If you’re a visual/audio learner, 3Blue1Brown has an amazing series on neural
networks and deep learning on YouTube here.
Q: What is cross-validation?
Cross-validation is essentially a technique used to assess how well a model
performs on a new independent dataset. The simplest example of cross-
validation is when you split your data into two groups: training data and testing
data, where you use the training data to build the model and the testing data to
test the model.
Q: How to define/select metrics?
There isn’t a one-size-fits-all metric. The metric(s) chosen to evaluate a machine
learning model depends on various factors:
• Is it a regression or classification task?
• What is the business objective? Eg. precision vs recall
• What is the distribution of the target variable?
There are a number of metrics that can be used, including adjusted r-squared,
MAE, MSE, accuracy, recall, precision, f1 score, and the list goes on.
Check out questions related to modeling metrics on Interview Query
Q: Explain what precision and recall are
Recall attempts to answer “What proportion of actual positives was identified
correctly?”

Precision attempts to answer “What proportion of positive identifications was

actually correct?”
Taken from Wikipedia
Q: Explain what a false positive and a false negative are. Why is it
important these from each other? Provide examples when false
positives are more important than false negatives, false negatives
are more important than false positives and when these two types
of errors are equally important
A false positive is an incorrect identification of the presence of a condition when
it’s absent.
A false negative is an incorrect identification of the absence of a condition when
it’s actually present.
An example of when false negatives are more important than false positives is
when screening for cancer. It’s much worse to say that someone doesn’t have
cancer when they do, instead of saying that someone does and later realizing that
they don’t.
This is a subjective argument, but false positives can be worse than false
negatives from a psychological point of view. For example, a false positive for
winning the lottery could be a worse outcome than a false negative because
people normally don’t expect to win the lottery anyways.
Q: What is the difference between supervised learning and
unsupervised learning? Give concrete examples
Supervised learning involves learning a function that maps an input to an
output based on example input-output pairs [1].
For example, if I had a dataset with two variables, age (input) and height
(output), I could implement a supervised learning model to predict the height of
a person based on their age.

Created by author
Unlike supervised learning, unsupervised learning is used to draw inferences
and find patterns from input data without references to labeled outcomes. A
common use of unsupervised learning is grouping customers by purchasing
behavior to find target markets.
Check out my article ‘All Machine Learning Models Explained in Six Minutes’ if
you’d like to learn more about this!
Q: Assume you need to generate a predictive model using multiple
regression. Explain how you intend to validate this model
There are two main ways that you can do this:
A) Adjusted R-squared.
R Squared is a measurement that tells you to what extent the proportion of
variance in the dependent variable is explained by the variance in the
independent variables. In simpler terms, while the coefficients estimate trends,
R-squared represents the scatter around the line of best fit.
However, every additional independent variable added to a
model always increases the R-squared value — therefore, a model with several
independent variables may seem to be a better fit even if it isn’t. This is where
adjusted R² comes in. The adjusted R² compensates for each additional
independent variable and only increases if each given variable improves the
model above what is possible by probability. This is important since we are
creating a multiple regression model.
B) Cross-Validation
A method common to most people is cross-validation, splitting the data into two
sets: training and testing data. See the answer to the first question for more on this.
Q: What does NLP stand for?
NLP stands for Natural Language Processing. It is a branch of artificial
intelligence that gives machines the ability to read and understand human
languages.
Q: When would you use random forests Vs SVM and why?
There are a couple of reasons why a random forest is a better choice of model
than a support vector machine:
• Random forests allow you to determine the feature importance. SVM’s
can’t do this.
• Random forests are much quicker and simpler to build than an SVM.
 • For multi-class classification problems, SVMs require a one-vs-rest
method, which is less scalable and more memory intensive.
Q: Why is dimension reduction important?
Dimensionality reduction is the process of reducing the number of features in a
dataset. This is important mainly in the case when you want to reduce variance
in your model (overfitting).
Wikipedia states four advantages of dimensionality reduction (see here):
1. It reduces the time and storage space required
2. Removal of multi-collinearity improves the interpretation of the
parameters of the machine learning model
3. It becomes easier to visualize the data when reduced to very low
dimensions such as 2D or 3D
4. It avoids the curse of dimensionality
Q: What is principal component analysis? Explain the sort of
problems you would use PCA for.
In its simplest sense, PCA involves project higher dimensional data (eg. 3
dimensions) to a smaller space (eg. 2 dimensions). This results in a lower
dimension of data, (2 dimensions instead of 3 dimensions) while keeping all
original variables in the model.
PCA is commonly used for compression purposes, to reduce required memory
and to speed up the algorithm, as well as for visualization purposes, making it
easier to summarize data.
Q: Why is Naive Bayes so bad? How would you improve a spam
detection algorithm that uses naive Bayes?
One major drawback of Naive Bayes is that it holds a strong assumption in that
the features are assumed to be uncorrelated with one another, which typically is
never the case.
One way to improve such an algorithm that uses Naive Bayes is by decorrelating
the features so that the assumption holds true.
Q: What are the drawbacks of a linear model?
There are a couple of drawbacks of a linear model:
• A linear model holds some strong assumptions that may not be true in
application. It assumes a linear relationship, multivariate normality,
no or little multicollinearity, no auto-correlation, and
homoscedasticity
• A linear model can’t be used for discrete or binary outcomes.
• You can’t vary the model flexibility of a linear model.
Q: Do you think 50 small decision trees are better than a large
one? Why?
Another way of asking this question is “Is a random forest a better model than a
decision tree?” And the answer is yes because a random forest is an ensemble
method that takes many weak decision trees to make a strong learner. Random
forests are more accurate, more robust, and less prone to overfitting.
Q: Why is mean square error a bad measure of model
performance? What would you suggest instead?
Mean Squared Error (MSE) gives a relatively high weight to large errors —
therefore, MSE tends to put too much emphasis on large deviations. A more
robust alternative is MAE (mean absolute deviation).
Q: What are the assumptions required for linear regression? What
if some of these assumptions are violated?
The assumptions are as follows:
1. The sample data used to fit the model is representative of the
population
2. The relationship between X and the mean of Y is linear
3. The variance of the residual is the same for any value of
X (homoscedasticity)
4. Observations are independent of each other
5. For any value of X, Y is normally distributed.
Extreme violations of these assumptions will make the results redundant. Small
violations of these assumptions will result in a greater bias or variance of the
estimate.
Q: What is collinearity and what to do with it? How to remove
multicollinearity?
Multicollinearity exists when an independent variable is highly correlated with
another independent variable in a multiple regression equation. This can be
problematic because it undermines the statistical significance of an independent
variable.
You could use the Variance Inflation Factors (VIF) to determine if there is any
multicollinearity between independent variables — a standard benchmark is
that if the VIF is greater than 5 then multicollinearity exists.
Q: How to check if the regression model fits the data well?
There are a couple of metrics that you can use:
R-squared/Adjusted R-squared: Relative measure of fit. This was explained in a
previous answer
F1 Score: Evaluates the null hypothesis that all regression coefficients are equal
to zero vs the alternative hypothesis that at least one doesn’t equal zero
RMSE: Absolute measure of fit.
Q: What is a decision tree?

Image taken from Kaggle

Decision trees are a popular model, used in operations research, strategic
planning, and machine learning. Each square above is called a node, and the
more nodes you have, the more accurate your decision tree will be (generally).
The last nodes of the decision tree, where a decision is made, are called
the leaves of the tree. Decision trees are intuitive and easy to build but fall short
when it comes to accuracy.
Q: What is a random forest? Why is it good?
Random forests are an ensemble learning technique that builds off of decision
trees. Random forests involve creating multiple decision trees
using bootstrapped datasets of the original data and randomly selecting a subset
of variables at each step of the decision tree. The model then selects the mode of
all of the predictions of each decision tree. By relying on a “majority wins” model,
it reduces the risk of error from an individual tree.

For example, if we created one decision tree, the third one, it would predict 0. But
if we relied on the mode of all 4 decision trees, the predicted value would be 1.
This is the power of random forests.
Random forests offer several other benefits including strong performance, can
model non-linear boundaries, no cross-validation needed, and gives feature
importance.
Q: What is a kernel? Explain the kernel trick
A kernel is a way of computing the dot product of two vectors 𝐱x and 𝐲y in some
(possibly very high dimensional) feature space, which is why kernel functions
are sometimes called “generalized dot product” [2]
The kernel trick is a method of using a linear classifier to solve a non-linear
problem by transforming linearly inseparable data to linearly separable ones in a
higher dimension.
Taken from Analytics Vidhya
Q: Is it beneficial to perform dimensionality reduction before
fitting an SVM? Why or why not?
When the number of features is greater than the number of observations, then
performing dimensionality reduction will generally improve the SVM.
Q: What is overfitting?

Taken from Wikipedia

Overfitting is an error where the model ‘fits’ the data too well, resulting in a
model with high variance and low bias. As a consequence, an overfit model will
inaccurately predict new data points even though it has a high accuracy on the
training data.
Q: What is boosting?
Boosting is an ensemble method to improve a model by reducing its bias and
variance, ultimately converting weak learners to strong learners. The general
idea is to train a weak learner and sequentially iterate and improve the model by
learning from the previous learner. You can learn more about it here.
Statistics, Probability, and Mathematics
Q: The probability that item an item at location A is 0.6, and 0.8 at
location B. What is the probability that item would be found on
Amazon website?
We need to make some assumptions about this question before we can answer
it. Let’s assume that there are two possible places to purchase a particular
item on Amazon and the probability of finding it at location A is 0.6 and B is
0.8. The probability of finding the item on Amazon can be explained as so:
We can reword the above as P(A) = 0.6 and P(B) = 0.8. Furthermore, let’s assume
that these are independent events, meaning that the probability of one event is
not impacted by the other. We can then use the formula…
P(A or B) = P(A) + P(B) — P(A and B)
P(A or B) = 0.6 + 0.8 — (0.6*0.8)
P(A or B) = 0.92
Check out the Amazon data scientist interview guide here.
Q: You randomly draw a coin from 100 coins — 1 unfair coin
(head-head), 99 fair coins (head-tail) and roll it 10 times. If the
result is 10 heads, what is the probability that the coin is unfair?
This can be answered using the Bayes Theorem. The extended equation for the
Bayes Theorem is the following:

Assume that the probability of picking the unfair coin is denoted as P(A) and the
probability of flipping 10 heads in a row is denoted as P(B). Then P(B|A) is equal
to 1, P(B∣¬A) is equal to 0.⁵¹⁰, and P(¬A) is equal to 0.99.
If you fill in the equation, then P(A|B) = 0.9118 or 91.18%.
Q: Difference between convex and non-convex cost function; what
does it mean when a cost function is non-convex?

Taken from Cho-Jui Hsieh, UCLA

A convex function is one where a line drawn between any two points on the
graph lies on or above the graph. It has one minimum.
A non-convex function is one where a line drawn between any two points on
the graph may intersect other points on the graph. It characterized as “wavy”.
When a cost function is non-convex, it means that there’s a likelihood that the
function may find local minima instead of the global minimum, which is typically
undesired in machine learning models from an optimization perspective.
Q: Walk through the probability fundamentals
For this, I’m going to look at the eight rules of probability laid out here and the four
different counting methods (see more here).
Eight rules of probability
• Rule #1: For any event A, 0 ≤ P(A) ≤ 1; in other words, the probability
of an event can range from 0 to 1.
• Rule #2: The sum of the probabilities of all possible outcomes always
equals 1.
• Rule #3: P(not A) = 1 — P(A); This rule explains the relationship
between the probability of an event and its complement event. A
complement event is one that includes all possible outcomes that aren’t
in A.
• Rule #4: If A and B are disjoint events (mutually exclusive), then P(A
or B) = P(A) + P(B); this is called the addition rule for disjoint events
• Rule #5: P(A or B) = P(A) + P(B) — P(A and B); this is called the
general addition rule.
• Rule #6: If A and B are two independent events, then P(A and B) =
P(A) * P(B); this is called the multiplication rule for independent
events.
• Rule #7: The conditional probability of event B given event A
is P(B|A) = P(A and B) / P(A)
• Rule #8: For any two events A and B, P(A and B) = P(A) * P(B|A); this
is called the general multiplication rule
Counting Methods
Factorial Formula: n! = n x (n -1) x (n — 2) x … x 2 x 1
Use when the number of items is equal to the number of places available.
Eg. Find the total number of ways 5 people can sit in 5 empty seats.
= 5 x 4 x 3 x 2 x 1 = 120
Fundamental Counting Principle (multiplication)
This method should be used when repetitions are allowed and the number of
ways to fill an open place is not affected by previous fills.
Eg. There are 3 types of breakfasts, 4 types of lunches, and 5 types of desserts. The
total number of combinations is = 5 x 4 x 3 = 60
Permutations: P(n,r)= n! / (n−r)!
This method is used when replacements are not allowed and order of item
ranking matters.
Eg. A code has 4 digits in a particular order and the digits range from 0 to 9. How
many permutations are there if one digit can only be used once?
P(n,r) = 10!/(10–4)! = (10x9x8x7x6x5x4x3x2x1)/(6x5x4x3x2x1) = 5040
Combinations Formula: C(n,r)=(n!)/[(n−r)!r!]
This is used when replacements are not allowed and the order in which items are
ranked does not mater.
Eg. To win the lottery, you must select the 5 correct numbers in any order from 1 to
52. What is the number of possible combinations?
C(n,r) = 52! / (52–5)!5! = 2,598,960
Q: Describe Markov chains?

Brilliant provides a great definition of Markov chains (here):

“A Markov chain is a mathematical system that experiences transitions from one
state to another according to certain probabilistic rules. The defining
characteristic of a Markov chain is that no matter how the process arrived at its
present state, the possible future states are fixed. In other words, the probability
of transitioning to any particular state is dependent solely on the current state
and time elapsed.”
The actual math behind Markov chains requires knowledge on linear algebra and
matrices, so I’ll leave some links below in case you want to explore this topic
further on your own.
See more here or here.
Q: A box has 12 red cards and 12 black cards. Another box has 24
red cards and 24 black cards. You want to draw two cards at
random from one of the two boxes, one card at a time. Which box
has a higher probability of getting cards of the same color and
why?
The box with 24 red cards and 24 black cards has a higher probability of getting
two cards of the same color. Let’s walk through each step.
Let’s say the first card you draw from each deck is a red Ace.
This means that in the deck with 12 reds and 12 blacks, there’s now 11 reds and
12 blacks. Therefore your odds of drawing another red are equal to 11/(11+12)
or 11/23.
In the deck with 24 reds and 24 blacks, there would then be 23 reds and 24
blacks. Therefore your odds of drawing another red are equal to 23/(23+24) or
23/47.
Since 23/47 > 11/23, the second deck with more cards has a higher probability
of getting the same two cards.
Q: You are at a Casino and have two dices to play with. You win
$10 every time you roll a 5. If you play till you win and then stop,
what is the expected payout?
 • Let’s assume that it costs $5 every time you want to play.
• There are 36 possible combinations with two dice.
• Of the 36 combinations, there are 4 combinations that result in rolling
a five (see blue). This means that there is a 4/36 or 1/9 chance of
rolling a 5.
• A 1/9 chance of winning means you’ll lose eight times and win once
(theoretically).
• Therefore, your expected payout is equal to $10.00 * 1 — $5.00 * 9= -
$35.00.
Edit: Thank you guys for commenting and pointing out that it should be -$35!
Q: How can you tell if a given coin is biased?
This isn’t a trick question. The answer is simply to perform a hypothesis test:
1. The null hypothesis is that the coin is not biased and the probability of
flipping heads should equal 50% (p=0.5). The alternative hypothesis
is that the coin is biased and p != 0.5.
2. Flip the coin 500 times.
3. Calculate Z-score (if the sample is less than 30, you would calculate
the t-statistics).
4. Compare against alpha (two-tailed test so 0.05/2 = 0.025).
5. If p-value > alpha, the null is not rejected and the coin is not biased.
If p-value < alpha, the null is rejected and the coin is biased.
Learn more about hypothesis testing here.
Q: Make an unfair coin fair
Since a coin flip is a binary outcome, you can make an unfair coin fair by flipping
it twice. If you flip it twice, there are two outcomes that you can bet on: heads
followed by tails or tails followed by heads.
P(heads) * P(tails) = P(tails) * P(heads)
This makes sense since each coin toss is an independent event. This means that
if you get heads → heads or tails → tails, you would need to reflip the coin.
Q: You are about to get on a plane to London, you want to know
whether you have to bring an umbrella or not. You call three of
your random friends and ask each one of them if it’s raining. The
probability that your friend is telling the truth is 2/3 and the
probability that they are playing a prank on you by lying is 1/3. If
all 3 of them tell that it is raining, then what is the probability that
it is actually raining in London.
You can tell that this question is related to Bayesian theory because of the last
statement which essentially follows the structure, “What is the probability A is
true given B is true?” Therefore we need to know the probability of it raining in
London on a given day. Let’s assume it’s 25%.
P(A) = probability of it raining = 25%
P(B) = probability of all 3 friends say that it’s raining
P(A|B) probability that it’s raining given they’re telling that it is raining
P(B|A) probability that all 3 friends say that it’s raining given it’s raining = (2/3)³
= 8/27
Step 1: Solve for P(B)
P(A|B) = P(B|A) * P(A) / P(B), can be rewritten as
P(B) = P(B|A) * P(A) + P(B|not A) * P(not A)
P(B) = (2/3)³ * 0.25 + (1/3)³ * 0.75 = 0.25*8/27 + 0.75*1/27
Step 2: Solve for P(A|B)
P(A|B) = 0.25 * (8/27) / ( 0.25*8/27 + 0.75*1/27)
P(A|B) = 8 / (8 + 3) = 8/11
Therefore, if all three friends say that it’s raining, then there’s an 8/11 chance
that it’s actually raining.
Q: You are given 40 cards with four different colors- 10 Green
cards, 10 Red Cards, 10 Blue cards, and 10 Yellow cards. The cards
of each color are numbered from one to ten. Two cards are picked
at random. Find out the probability that the cards picked are not
of the same number and same color.
Since these events are not independent, we can use the rule:
P(A and B) = P(A) * P(B|A) ,which is also equal to
P(not A and not B) = P(not A) * P(not B | not A)
For example:
P(not 4 and not yellow) = P(not 4) * P(not yellow | not 4)
P(not 4 and not yellow) = (36/39) * (27/36)
P(not 4 and not yellow) = 0.692
Therefore, the probability that the cards picked are not the same number and the
same color is 69.2%.
Q: How do you assess the statistical significance of an insight?
You would perform hypothesis testing to determine statistical significance. First,
you would state the null hypothesis and alternative hypothesis. Second, you
would calculate the p-value, the probability of obtaining the observed results of a
test assuming that the null hypothesis is true. Last, you would set the level of the
significance (alpha) and if the p-value is less than the alpha, you would reject the
null — in other words, the result is statistically significant.
Q: Explain what a long-tailed distribution is and provide three
examples of relevant phenomena that have long tails. Why are
they important in classification and regression problems?

Example of a long tail distribution

A long-tailed distribution is a type of heavy-tailed distribution that has a tail
(or tails) that drop off gradually and asymptotically.
3 practical examples include the power law, the Pareto principle (more
commonly known as the 80–20 rule), and product sales (i.e. best selling products
vs others).
It’s important to be mindful of long-tailed distributions in classification and
regression problems because the least frequently occurring values make up the
majority of the population. This can ultimately change the way that you deal with
outliers, and it also conflicts with some machine learning techniques with the
assumption that the data is normally distributed.
Q: What is the Central Limit Theorem? Explain it. Why is it
important?

From Wikipedia
Statistics How To provides the best definition of CLT, which is:
“The central limit theorem states that the sampling distribution of the sample
mean approaches a normal distribution as the sample size gets larger no matter
what the shape of the population distribution.” [1]
The central limit theorem is important because it is used in hypothesis testing
and also to calculate confidence intervals.
Q: What is the statistical power?
‘Statistical power’ refers to the power of a binary hypothesis, which is the
probability that the test rejects the null hypothesis given that the alternative
hypothesis is true.
Q: Explain selection bias (with regard to a dataset, not variable
selection). Why is it important? How can data management
procedures such as missing data handling make it worse?
Selection bias is the phenomenon of selecting individuals, groups or data for
analysis in such a way that proper randomization is not achieved, ultimately
resulting in a sample that is not representative of the population.
Understanding and identifying selection bias is important because it can
significantly skew results and provide false insights about a particular
population group.
Types of selection bias include:
• sampling bias: a biased sample caused by non-random sampling
• time interval: selecting a specific time frame that supports the
desired conclusion. e.g. conducting a sales analysis near Christmas.
• exposure: includes clinical susceptibility bias, protopathic bias,
indication bias. Read more here.
• data: includes cherry-picking, suppressing evidence, and the fallacy of
incomplete evidence.
• attrition: attrition bias is similar to survivorship bias, where only
those that ‘survived’ a long process are included in an analysis, or
failure bias, where those that ‘failed’ are only included
• observer selection: related to the Anthropic principle, which is a
philosophical consideration that any data we collect about the
universe is filtered by the fact that, in order for it to be observable, it
must be compatible with the conscious and sapient life that observes
it. [3]
Handling missing data can make selection bias worse because different methods
impact the data in different ways. For example, if you replace null values with the
mean of the data, you adding bias in the sense that you’re assuming that the data
is not as spread out as it might actually be.
Q: Provide a simple example of how an experimental design can
help answer a question about behavior. How does experimental
data contrast with observational data?
Observational data comes from observational studies which are when you
observe certain variables and try to determine if there is any correlation.
Experimental data comes from experimental studies which are when you
control certain variables and hold them constant to determine if there is any
causality.
An example of experimental design is the following: split a group up into two.
The control group lives their lives normally. The test group is told to drink a glass
of wine every night for 30 days. Then research can be conducted to see how wine
affects sleep.
Q: Is mean imputation of missing data acceptable practice? Why or
why not?
Mean imputation is the practice of replacing null values in a data set with the
mean of the data.
Mean imputation is generally bad practice because it doesn’t take into account
feature correlation. For example, imagine we have a table showing age and
fitness score and imagine that an eighty-year-old has a missing fitness score. If
we took the average fitness score from an age range of 15 to 80, then the eighty-
year-old will appear to have a much higher fitness score that he actually should.
Second, mean imputation reduces the variance of the data and increases bias in
our data. This leads to a less accurate model and a narrower confidence interval
due to a smaller variance.
Q: What is an outlier? Explain how you might screen for outliers
and what would you do if you found them in your dataset. Also,
explain what an inlier is and how you might screen for them and
what would you do if you found them in your dataset.
An outlier is a data point that differs significantly from other observations.
Depending on the cause of the outlier, they can be bad from a machine learning
perspective because they can worsen the accuracy of a model. If the outlier is
caused by a measurement error, it’s important to remove them from the dataset.
There are a couple of ways to identify outliers:
Z-score/standard deviations: if we know that 99.7% of data in a data set lie
within three standard deviations, then we can calculate the size of one standard
deviation, multiply it by 3, and identify the data points that are outside of this
range. Likewise, we can calculate the z-score of a given point, and if it’s equal to
+/- 3, then it’s an outlier.
Note: that there are a few contingencies that need to be considered when using
this method; the data must be normally distributed, this is not applicable for
small data sets, and the presence of too many outliers can throw off z-score.

Interquartile Range (IQR): IQR, the concept used to build boxplots, can also be
used to identify outliers. The IQR is equal to the difference between the 3rd
quartile and the 1st quartile. You can then identify if a point is an outlier if it is
less than Q1–1.5*IRQ or greater than Q3 + 1.5*IQR. This comes to approximately
2.698 standard deviations.

Photo from Michael Galarnyk

Other methods include DBScan clustering, Isolation Forests, and Robust Random
Cut Forests.
An inlier is a data observation that lies within the rest of the dataset and is
unusual or an error. Since it lies in the dataset, it is typically harder to identify
than an outlier and requires external data to identify them. Should you identify
any inliers, you can simply remove them from the dataset to address them.
Q: How do you handle missing data? What imputation techniques
do you recommend?
There are several ways to handle missing data:
• Delete rows with missing data
• Mean/Median/Mode imputation
• Assigning a unique value
• Predicting the missing values
• Using an algorithm which supports missing values, like random
forests
The best method is to delete rows with missing data as it ensures that no bias or
variance is added or removed, and ultimately results in a robust and accurate
model. However, this is only recommended if there’s a lot of data to start with
and the percentage of missing values is low.
Q: You have data on the duration of calls to a call center. Generate
a plan for how you would code and analyze these data. Explain a
plausible scenario for what the distribution of these durations
might look like. How could you test, even graphically, whether
your expectations are borne out?
First I would conduct EDA — Exploratory Data Analysis to clean, explore, and
understand my data. See my article on EDA here. As part of my EDA, I could
compose a histogram of the duration of calls to see the underlying distribution.
My guess is that the duration of calls would follow a lognormal distribution (see
below). The reason that I believe it’s positively skewed is because the lower end
is limited to 0 since a call can’t be negative seconds. However, on the upper end,
it’s likely for there to be a small proportion of calls that are extremely long
relatively.
Lognormal Distribution Example
You could use a QQ plot to confirm whether the duration of calls follows a
lognormal distribution or not. See here to learn more about QQ plots.
Q: Explain likely differences between administrative datasets and
datasets gathered from experimental studies. What are likely
problems encountered with administrative data? How do
experimental methods help alleviate these problems? What
problem do they bring?
Administrative datasets are typically datasets used by governments or other
organizations for non-statistical reasons.
Administrative datasets are usually larger and more cost-efficient than
experimental studies. They are also regularly updated assuming that the
organization associated with the administrative dataset is active and functioning.
At the same time, administrative datasets may not capture all of the data that one
may want and may not be in the desired format either. It is also prone to quality
issues and missing entries.
Q: You are compiling a report for user content uploaded every
month and notice a spike in uploads in October. In particular, a
spike in picture uploads. What might you think is the cause of this,
and how would you test it?
There are a number of potential reasons for a spike in photo uploads:
1. A new feature may have been implemented in October which involves
uploading photos and gained a lot of traction by users. For example, a
feature that gives the ability to create photo albums.
 2. Similarly, it’s possible that the process of uploading photos before was
not intuitive and was improved in the month of October.
3. There may have been a viral social media movement that involved
uploading photos that lasted for all of October. Eg. Movember but
something more scalable.
4. It’s possible that the spike is due to people posting pictures of
themselves in costumes for Halloween.
The method of testing depends on the cause of the spike, but you would conduct
hypothesis testing to determine if the inferred cause is the actual cause.
Q: Give examples of data that does not have a Gaussian
distribution, nor log-normal.
• Any type of categorical data won’t have a gaussian distribution or
lognormal distribution.
• Exponential distributions — eg. the amount of time that a car battery
lasts or the amount of time until an earthquake occurs.
Q: What is root cause analysis? How to identify a cause vs. a
correlation? Give examples
Root cause analysis: a method of problem-solving used for identifying the root
cause(s) of a problem [5]
Correlation measures the relationship between two variables, range from -1 to
1. Causation is when a first event appears to have caused a second event.
Causation essentially looks at direct relationships while correlation can look at
both direct and indirect relationships.
Example: a higher crime rate is associated with higher sales in ice cream in
Canada, aka they are positively correlated. However, this doesn’t mean that one
causes another. Instead, it’s because both occur more when it’s warmer outside.
You can test for causation using hypothesis testing or A/B testing.
Q: Give an example where the median is a better measure than the
mean
When there are a number of outliers that positively or negatively skew the data.
Q: Given two fair dices, what is the probability of getting scores
that sum to 4? to 8?
There are 4 combinations of rolling a 4 (1+3, 3+1, 2+2):
P(rolling a 4) = 3/36 = 1/12
There are combinations of rolling an 8 (2+6, 6+2, 3+5, 5+3, 4+4):
P(rolling an 8) = 5/36
Q: What is the Law of Large Numbers?
The Law of Large Numbers is a theory that states that as the number of trials
increases, the average of the result will become closer to the expected value.
Eg. flipping heads from fair coin 100,000 times should be closer to 0.5 than 100
times.
Q. How do you calculate the needed sample size?

Formula for margin of error

You can use the margin of error (ME) formula to determine the desired sample
size.
• t/z = t/z score used to calculate the confidence interval
• ME = the desired margin of error
• S = sample standard deviation
Q: When you sample, what bias are you inflicting?
Potential biases include the following:
• Sampling bias: a biased sample caused by non-random sampling
• Under coverage bias: sampling too few observations
• Survivorship bias: error of overlooking observations that did not
make it past a form of selection process.
Q: How do you control for biases?
There are many things that you can do to control and minimize bias. Two
common things include randomization, where participants are assigned by
chance, and random sampling, sampling in which each member has an equal
probability of being chosen.
Q: What are confounding variables?
A confounding variable, or a confounder, is a variable that influences both the
dependent variable and the independent variable, causing a spurious association,
a mathematical relationship in which two or more variables are associated but
not causally related.
Q: What is A/B testing?
A/B testing is a form of hypothesis testing and two-sample hypothesis testing to
compare two versions, the control and variant, of a single variable. It is
commonly used to improve and optimize user experience and marketing.
Check out my article, A Simple Guide to A/B Testing for Data Science.
Q: How do you prove that males are on average taller than females
by knowing just gender height?
You can use hypothesis testing to prove that males are taller on average than
females.
The null hypothesis would state that males and females are the same height on
average, while the alternative hypothesis would state that the average height of
males is greater than the average height of females.
Then you would collect a random sample of heights of males and females and use
a t-test to determine if you reject the null or not.
Q: Infection rates at a hospital above a 1 infection per 100 person-
days at risk are considered high. A hospital had 10 infections over
the last 1787 person-days at risk. Give the p-value of the correct
one-sided test of whether the hospital is below the standard.
Since we looking at the number of events (# of infections) occurring within a
given timeframe, this is a Poisson distribution question.

The probability of observing k events in an interval

Null (H0): 1 infection per person-days
Alternative (H1): >1 infection per person-days
k (actual) = 10 infections
lambda (theoretical) = (1/100)*1787
p = 0.032372 or 3.2372% calculated using .poisson() in excel or ppois in R
Since p-value < alpha (assuming 5% level of significance), we reject the null and
conclude that the hospital is below the standard.
Q: You roll a biased coin (p(head)=0.8) five times. What’s the
probability of getting three or more heads?
Use the General Binomial Probability formula to answer this question:

General Binomial Probability Formula

p = 0.8
n=5
k = 3,4,5
P(3 or more heads) = P(3 heads) + P(4 heads) + P(5 heads) = 0.94 or 94%
Q: A random variable X is normal with mean 1020 and a standard
deviation 50. Calculate P(X>1200)
Using Excel…
p =1-norm.dist(1200, 1020, 50, true)
p= 0.000159
Q: Consider the number of people that show up at a bus station is
Poisson with mean 2.5/h. What is the probability that at most
three people show up in a four hour period?
x=3
mean = 2.5*4 = 10
using Excel…
p = poisson.dist(3,10,true)
p = 0.010336
Q: An HIV test has a sensitivity of 99.7% and a specificity of 98.5%.
A subject from a population of prevalence 0.1% receives a positive
test result. What is the precision of the test (i.e the probability he
is HIV positive)?
Equation for Precision (PV)
Precision = Positive Predictive Value = PV
PV = (0.001*0.997)/[(0.001*0.997)+((1–0.001)*(1–0.985))]
PV = 0.0624 or 6.24%
See more about this equation here.
Q: You are running for office and your pollster polled hundred
people. Sixty of them claimed they will vote for you. Can you
relax?
• Assume that there’s only you and one other opponent.
• Also, assume that we want a 95% confidence interval. This gives us a
z-score of 1.96.
Confidence interval formula
p-hat = 60/100 = 0.6
z* = 1.96
n = 100
This gives us a confidence interval of [50.4,69.6]. Therefore, given a confidence
interval of 95%, if you are okay with the worst scenario of tying then you can
relax. Otherwise, you cannot relax until you got 61 out of 100 to claim yes.
Q: Geiger counter records 100 radioactive decays in 5 minutes.
Find an approximate 95% interval for the number of decays per
hour.
• Since this is a Poisson distribution question, mean = lambda =
variance, which also means that standard deviation = square root of
the mean
• a 95% confidence interval implies a z score of 1.96
• one standard deviation = 10
Therefore the confidence interval = 100 +/- 19.6 = [964.8, 1435.2]
Q: The homicide rate in Scotland fell last year to 99 from 115 the
year before. Is this reported change really noteworthy?
 • Since this is a Poisson distribution question, mean = lambda =
variance, which also means that standard deviation = square root of
the mean
• a 95% confidence interval implies a z score of 1.96
• one standard deviation = sqrt(115) = 10.724
Therefore the confidence interval = 115+/- 21.45 = [93.55, 136.45]. Since 99 is
within this confidence interval, we can assume that this change is not very
noteworthy.
Q: Consider influenza epidemics for two-parent heterosexual
families. Suppose that the probability is 17% that at least one of
the parents has contracted the disease. The probability that the
father has contracted influenza is 12% while the probability that
both the mother and father have contracted the disease is 6%.
What is the probability that the mother has contracted influenza?
Using the General Addition Rule in probability:
P(mother or father) = P(mother) + P(father) — P(mother and father)
P(mother) = P(mother or father) + P(mother and father) — P(father)
P(mother) = 0.17 + 0.06–0.12
P(mother) = 0.11
Q: Suppose that diastolic blood pressures (DBPs) for men aged
35–44 are normally distributed with a mean of 80 (mm Hg) and a
standard deviation of 10. About what is the probability that a
random 35–44 year old has a DBP less than 70?
Since 70 is one standard deviation below the mean, take the area of the Gaussian
distribution to the left of one standard deviation.
= 2.3 + 13.6 = 15.9%
Q: In a population of interest, a sample of 9 men yielded a sample
average brain volume of 1,100cc and a standard deviation of 30cc.
What is a 95% Student’s T confidence interval for the mean brain
volume in this new population?
Confidence interval for sample
Given a confidence level of 95% and degrees of freedom equal to 8, the t-score =
2.306
Confidence interval = 1100 +/- 2.306*(30/3)
Confidence interval = [1076.94, 1123.06]
Q: A diet pill is given to 9 subjects over six weeks. The average
difference in weight (follow up — baseline) is -2 pounds. What
would the standard deviation of the difference in weight have to
be for the upper endpoint of the 95% T confidence interval to
touch 0?
Upper bound = mean + t-score*(standard deviation/sqrt(sample size))
0 = -2 + 2.306*(s/3)
2 = 2.306 * s / 3
s = 2.601903
Therefore the standard deviation would have to be at least approximately 2.60
for the upper bound of the 95% T confidence interval to touch 0.
Q: In a study of emergency room waiting times, investigators
consider a new and the standard triage systems. To test the
systems, administrators selected 20 nights and randomly assigned
the new triage system to be used on 10 nights and the standard
system on the remaining 10 nights. They calculated the nightly
median waiting time (MWT) to see a physician. The average MWT
for the new system was 3 hours with a variance of 0.60 while the
average MWT for the old system was 5 hours with a variance of
0.68. Consider the 95% confidence interval estimate for the
differences of the mean MWT associated with the new system.
Assume a constant variance. What is the interval? Subtract in this
order (New System — Old System).
See here for full tutorial on finding the Confidence Interval for Two Independent
Samples.

Confidence Interval = mean +/- t-score * standard error (see above)

mean = new mean — old mean = 3–5 = -2
t-score = 2.101 given df=18 (20–2) and confidence interval of 95%

standard error = sqrt((0.⁶²*9+0.⁶⁸²*9)/(10+10–2)) * sqrt(1/10+1/10)

standard error = 0.352
confidence interval = [-2.75, -1.25]
Q: To further test the hospital triage system, administrators
selected 200 nights and randomly assigned a new triage system to
be used on 100 nights and a standard system on the remaining
100 nights. They calculated the nightly median waiting time
(MWT) to see a physician. The average MWT for the new system
was 4 hours with a standard deviation of 0.5 hours while the
average MWT for the old system was 6 hours with a standard
deviation of 2 hours. Consider the hypothesis of a decrease in the
mean MWT associated with the new treatment. What does the
95% independent group confidence interval with unequal
variances suggest vis a vis this hypothesis? (Because there’s so
many observations per group, just use the Z quantile instead of
the T.)
Assuming we subtract in this order (New System — Old System):
confidence interval formula for two independent samples
mean = new mean — old mean = 4–6 = -2
z-score = 1.96 confidence interval of 96%

st. error = sqrt((0.⁵²*99+²²*99)/(100+100–2)) * sqrt(1/100+1/100)

standard error = 0.205061
lower bound = -2–1.96*0.205061 = -2.40192
upper bound = -2+1.96*0.205061 = -1.59808
confidence interval = [-2.40192, -1.59808]
SQL Practice Problems
PROBLEM #1: Second Highest Salary
Write a SQL query to get the second highest salary from the Employee table. For
example, given the Employee table below, the query should return 200 as the second
highest salary. If there is no second highest salary, then the query should return null.
+----+--------+

| Id | Salary |

+----+--------+

| 1 | 100 |

| 2 | 200 |
| 3 | 300 |

+----+--------+
SOLUTION A: Using IFNULL, OFFSET
• IFNULL(expression, alt) : ifnull() returns the specified value if null,
otherwise returns the expected value. We’ll use this to return null if
there’s no second-highest salary.
• OFFSET : offset is used with the ORDER BY clause to disregard the top
n rows that you specify. This will be useful as you’ll want to get the
second row (2nd highest salary)
SELECT

IFNULL(

(SELECT DISTINCT Salary

FROM Employee

ORDER BY Salary DESC

LIMIT 1 OFFSET 1

), null) as SecondHighestSalary

FROM Employee

LIMIT 1
SOLUTION B: Using MAX()
This query says to choose the MAX salary that isn’t equal to the MAX salary,
which is equivalent to saying to choose the second-highest salary!
SELECT MAX(salary) AS SecondHighestSalary

FROM Employee

WHERE salary != (SELECT MAX(salary) FROM Employee)

Here are three SQL concepts to review before your next interview!
PROBLEM #2: Duplicate Emails
Write a SQL query to find all duplicate emails in a table named Person.
+----+---------+

| Id | Email |

+----+---------+

| 1 | [email protected] |

| 2 | [email protected] |

| 3 | [email protected] |

+----+---------+
SOLUTION A: COUNT() in a Subquery
First, a subquery is created to show the count of the frequency of each email.
Then the subquery is filtered WHERE the count is greater than 1.
SELECT Email

FROM (

SELECT Email, count(Email) AS count

FROM Person

GROUP BY Email

) as email_count

WHERE count > 1

SOLUTION B: HAVING Clause
• HAVING is a clause that essentially allows you to use a WHERE
statement in conjunction with aggregates (GROUP BY).
SELECT Email

FROM Person

GROUP BY Email

HAVING count(Email) > 1

PROBLEM #3: Rising Temperature
Given a Weather table, write a SQL query to find all dates' Ids with higher
temperature compared to its previous (yesterday's) dates.
+---------+------------------+------------------+

| Id(INT) | RecordDate(DATE) | Temperature(INT) |

+---------+------------------+------------------+

| 1| 2015-01-01 | 10 |

| 2| 2015-01-02 | 25 |
| 3| 2015-01-03 | 20 |

| 4| 2015-01-04 | 30 |

+---------+------------------+------------------+
SOLUTION: DATEDIFF()
• DATEDIFF calculates the difference between two dates and is used to
make sure we’re comparing today’s temperature to yesterday’s
temperature.
In plain English, the query is saying, Select the Ids where the temperature on a
given day is greater than the temperature yesterday.
SELECT DISTINCT a.Id

FROM Weather a, Weather b

WHERE a.Temperature > b.Temperature

AND DATEDIFF(a.Recorddate, b.Recorddate) = 1

PROBLEM #4: Department Highest Salary
The Employee table holds all employees. Every employee has an Id, a salary, and there
is also a column for the department Id.
+----+-------+--------+--------------+

| Id | Name | Salary | DepartmentId |

+----+-------+--------+--------------+

| 1 | Joe | 70000 | 1 |

| 2 | Jim | 90000 | 1 |
| 3 | Henry | 80000 | 2 |

| 4 | Sam | 60000 | 2 |

| 5 | Max | 90000 | 1 |

+----+-------+--------+--------------+
The Department table holds all departments of the company.
+----+----------+

| Id | Name |

+----+----------+

| 1 | IT |

| 2 | Sales |

+----+----------+
Write a SQL query to find employees who have the highest salary in each of the
departments. For the above tables, your SQL query should return the following
rows (order of rows does not matter).
+------------+----------+--------+

| Department | Employee | Salary |

+------------+----------+--------+

| IT | Max | 90000 |
| IT | Jim | 90000 |

| Sales | Henry | 80000 |

+------------+----------+--------+
SOLUTION: IN Clause
• The IN clause allows you to use multiple OR clauses in a WHERE
statement. For example WHERE country = ‘Canada’ or country = ‘USA’
is the same as WHERE country IN (‘Canada’, ’USA’).
• In this case, we want to filter the Department table to only show the
highest Salary per Department (i.e. DepartmentId). Then we can join
the two tables WHERE the DepartmentId and Salary is in the filtered
Department table.
SELECT

Department.name AS 'Department',

Employee.name AS 'Employee',

Salary

FROM Employee

INNER JOIN Department ON Employee.DepartmentId = Department.Id

WHERE (DepartmentId , Salary)

IN

( SELECT
DepartmentId, MAX(Salary)

FROM

Employee

GROUP BY DepartmentId

)
PROBLEM #5: Exchange Seats
Mary is a teacher in a middle school and she has a table seat storing students' names
and their corresponding seat ids. The column id is a continuous increment. Mary
wants to change seats for the adjacent students.
Can you write a SQL query to output the result for Mary?
+---------+---------+

| id | student |

+---------+---------+

| 1 | Abbot |

| 2 | Doris |

| 3 | Emerson |

| 4 | Green |

| 5 | Jeames |
+---------+---------+
For the sample input, the output is:
+---------+---------+

| id | student |

+---------+---------+

| 1 | Doris |

| 2 | Abbot |

| 3 | Green |

| 4 | Emerson |

| 5 | Jeames |

+---------+---------+
Note:
If the number of students is odd, there is no need to change the last one’s seat.
SOLUTION: CASE WHEN
• Think of a CASE WHEN THEN statement like an IF statement in
coding.
• The first WHEN statement checks to see if there’s an odd number of
rows, and if there is, ensure that the id number does not change.
• The second WHEN statement adds 1 to each id (eg. 1,3,5 becomes
2,4,6)
• Similarly, the third WHEN statement subtracts 1 to each id (2,4,6
becomes 1,3,5)
SELECT
CASE

WHEN((SELECT MAX(id) FROM seat)%2 = 1) AND id = (SELECT MAX(id) FROM seat)

THEN id

WHEN id%2 = 1 THEN id + 1

ELSE id - 1

END AS id, student

FROM seat

ORDER BY id
Miscellaneous
Q: If there are 8 marbles of equal weight and 1 marble that weighs
a little bit more (for a total of 9 marbles), how many weighings are
required to determine which marble is the heaviest?

Image created by author

Two weighings would be required (see part A and B above):
1. You would split the nine marbles into three groups of three and weigh
two of the groups. If the scale balances (alternative 1), you know that
the heavy marble is in the third group of marbles. Otherwise, you’ll
take the group that is weighed more heavily (alternative 2).
 2. Then you would exercise the same step, but you’d have three groups
of one marble instead of three groups of three.
Q: How would the change of prime membership fee affect the
market?
I’m not 100% sure about the answer to this question but will give my best shot!
Let’s take the instance where there’s an increase in the prime membership fee —
there are two parties involved, the buyers and the sellers.
For the buyers, the impact of an increase in a prime membership fee ultimately
depends on the price elasticity of demand for the buyers. If the price elasticity is
high, then a given increase in price will result in a large drop in demand and vice
versa. Buyers that continue to purchase a membership fee are likely Amazon’s
most loyal and active customers — they are also likely to place a higher emphasis
on products with prime.
Sellers will take a hit, as there is now a higher cost of purchasing Amazon’s
basket of products. That being said, some products will take a harder hit while
others may not be impacted. It is likely that premium products that Amazon’s
most loyal customers purchase would not be affected as much, like electronics.
Q: If 70% of Facebook users on iOS use Instagram, but only 35% of
Facebook users on Android use Instagram, how would you
investigate the discrepancy?
There are a number of possible variables that can cause such a discrepancy that I
would check to see:
• The demographics of iOS and Android users might differ significantly.
For example, according to Hootsuite, 43% of females use Instagram as
opposed to 31% of men. If the proportion of female users for iOS is
significantly larger than for Android then this can explain the
discrepancy (or at least a part of it). This can also be said for age, race,
ethnicity, location, etc…
• Behavioral factors can also have an impact on the discrepancy. If iOS
users use their phones more heavily than Android users, it’s more
 likely that they’ll indulge in Instagram and other apps than someone
who spent significantly less time on their phones.
• Another possible factor to consider is how Google Play and the App
Store differ. For example, if Android users have significantly more
apps (and social media apps) to choose from, that may cause greater
dilution of users.
• Lastly, any differences in the user experience can deter Android users
from using Instagram compared to iOS users. If the app is more buggy
for Android users than iOS users, they’ll be less likely to be active on
the app.
Check out more Facebook data science interview questions here
Q: Likes/user and minutes spent on a platform are increasing but
total number of users are decreasing. What could be the root
cause of it?
Generally, you would want to probe the interviewer for more information but
let’s assume that this is the only information that he/she is willing to give.
Focusing on likes per user, there are two reasons why this would have gone up.
The first reason is that the engagement of users has generally increased on
average over time — this makes sense because as time passes, active users are
more likely to be loyal users as using the platform becomes a habitual practice.
The other reason why likes per user would increase is that the denominator, the
total number of users, is decreasing. Assuming that users that stop using the
platform are inactive users, aka users with little engagement and fewer likes than
average, this would increase the average number of likes per user.
The explanation above can also be applied to minutes spent on the platform.
Active users are becoming more engaged over time, while users with little usage
are becoming inactive. Overall the increase in engagement outweighs the users
with little engagement.
To take it a step further, it’s possible that the ‘users with little engagement’ are
bots that Facebook has been able to detect. But over time, Facebook has been
able to develop algorithms to spot and remove bots. If were a significant number
of bots before, this can potentially be the root cause of this phenomenon.
Q: Facebook sees that likes are up 10% year over year, why could
this be?
The total number of likes in a given year is a function of the total number of users
and the average number of likes per user (which I’ll refer to as engagement).
Some potential reasons for an increase in the total number of users are the
following: users acquired due to international expansion and younger age groups
signing up for Facebook as they get older.
Some potential reasons for an increase in engagement are an increase in usage of
the app from users that are becoming more and more loyal, new features and
functionality, and an improved user experience.
Q: If we were testing product X, what metrics would you look at to
determine if it is a success?
The metrics that determine a product’s success are dependent on the business
model and what the business is trying to achieve through the product. The book
Lean analytics lays out a great framework that one can use to determine what
metrics to use in a given scenario:

Framework from Lean Analytics

Q: If a PM says that they want to double the number of ads in
Newsfeed, how would you figure out if this is a good idea or not?
You can perform an A/B test by splitting the users into two groups: a control
group with the normal number of ads and a test group with double the number
of ads. Then you would choose the metric to define what a “good idea” is. For
example, we can say that the null hypothesis is that doubling the number of ads
will reduce the time spent on Facebook and the alternative hypothesis is that
doubling the number of ads won’t have any impact on the time spent on
Facebook. However, you can choose a different metric like the number of active
users or the churn rate. Then you would conduct the test and determine the
statistical significance of the test to reject or not reject the null.
Q: What is: lift, KPI, robustness, model fitting, design of
experiments, 80/20 rule?
Lift: lift is a measure of the performance of a targeting model measured against a
random choice targeting model; in other words, lift tells you how much better
your model is at predicting things than if you had no model.
KPI: stands for Key Performance Indicator, which is a measurable metric used to
determine how well a company is achieving its business objectives. Eg. error
rate.
Robustness: generally robustness refers to a system’s ability to handle
variability and remain effective.
Model fitting: refers to how well a model fits a set of observations.
Design of experiments: also known as DOE, it is the design of any task that aims
to describe and explain the variation of information under conditions that are
hypothesized to reflect the variable. [4] In essence, an experiment aims to predict
an outcome based on a change in one or more inputs (independent variables).
80/20 rule: also known as the Pareto principle; states that 80% of the effects
come from 20% of the causes. Eg. 80% of sales come from 20% of customers.
Q: Define quality assurance, six sigma.
Quality assurance: an activity or set of activities focused on maintaining a
desired level of quality by minimizing mistakes and defects.
Six sigma: a specific type of quality assurance methodology composed of a set of
techniques and tools for process improvement. A six sigma process is one in
which 99.99966% of all outcomes are free of defects.