Machine Learning interview questions is the essential part of Data Science interview and your path to becoming a Data Scientist. I've divided this guide to machine learning interview questions and answers into the categories so that you can more easily get to the information you need when it comes to machine learning questions. Supervised learning requires training using labelled data. For example, in order to do classification, which is a supervised learning task, you'll first need to label the data you'll use to train the model to classify data into your labelled groups. Unsupervised learning, in divergence, does not require labeling data explicitly.

We introduce a new variational inference (VI) framework, called energetic variational inference (EVI). It minimizes the VI object function based on a prescribed energy-dissipation law. Using the EVI framework, we can derive many existing Particle-based Variational Inference (ParVI) methods, including the popular Stein Variational Gradient Descent (SVGD) approach. More importantly, many new ParVI schemes can be created under this framework. For illustration, we propose a new particle-based EVI scheme, which performs the particle-based approximation of the density first and then uses the approximated density in the variational procedure, or "Approximation-then-Variation" for short. Thanks to this order of approximation and variation, the new scheme can maintain the variational structure at the particle level and can significantly decrease the KL-divergence in each iteration. Numerical experiments show the proposed method outperforms some existing ParVI methods in terms of fidelity to the target distribution.

Query optimizers rely on accurate cardinality estimation (CardEst) to produce good execution plans. The core problem of CardEst is how to model the rich joint distribution of attributes in an accurate and compact manner. Despite decades of research, existing methods either over simplify the models only using independent factorization which leads to inaccurate estimates and sub optimal query plans, or over-complicate them by lossless conditional factorization without any independent assumption which results in slow probability computation. In this paper, we propose FLAT, a CardEst method that is simultaneously fast in probability computation, lightweight in model size and accurate in estimation quality. The key idea of FLAT is a novel unsupervised graphical model, called FSPN. It utilizes both independent and conditional factorization to adaptively model different levels of attributes correlations, and thus subsumes all existing CardEst models and dovetails their advantages. FLAT supports efficient online probability computation in near liner time on the underlying FSPN model, and provides effective offline model construction. It can estimate cardinality for both single table queries and multi-table join queries. Extensive experimental study demonstrates the superiority of FLAT over existing CardEst methods on well-known benchmarks: FLAT achieves 1 to 5 orders of magnitude better accuracy, 1 to 3 orders of magnitude faster probability computation speed (around 0.2ms) and 1 to 2 orders of magnitude lower storage cost (only tens of KB).

We study the problem of predicting and controlling the future state distribution of an autonomous agent. This problem, which can be viewed as a reframing of goal-conditioned reinforcement learning (RL), is centered around learning a conditional probability density function over future states. Instead of directly estimating this density function, we indirectly estimate this density function by training a classifier to predict whether an observation comes from the future. Via Bayes' rule, predictions from our classifier can be transformed into predictions over future states. Importantly, an off-policy variant of our algorithm allows us to predict the future state distribution of a new policy, without collecting new experience. This variant allows us to optimize functionals of a policy's future state distribution, such as the density of reaching a particular goal state. While conceptually similar to Q-learning, our work lays a principled foundation for goal-conditioned RL as density estimation, providing justification for goal-conditioned methods used in prior work. This foundation makes hypotheses about Q-learning, including the optimal goal-sampling ratio, which we confirm experimentally. Moreover, our proposed method is competitive with prior goal-conditioned RL methods.

Complex simulators have become a ubiquitous tool in many scientific disciplines, providing high-fidelity, implicit probabilistic models of natural and social phenomena. Unfortunately, they typically lack the tractability required for conventional statistical analysis. Approximate Bayesian computation (ABC) has emerged as a key method in simulation-based inference, wherein the true model likelihood and posterior are approximated using samples from the simulator. In this paper, we draw connections between ABC and generalized Bayesian inference (GBI). First, we re-interpret the accept/reject step in ABC as an implicitly defined error model. We then argue that these implicit error models will invariably be misspecified. While ABC posteriors are often treated as a necessary evil for approximating the standard Bayesian posterior, this allows us to re-interpret ABC as a potential robustification strategy. This leads us to suggest the use of GBI within ABC, a use case we explore empirically.

This paper proposes a dual-supervised uncertainty inference (DS-UI) framework for improving Bayesian estimation-based uncertainty inference (UI) in deep neural network (DNN)-based image recognition. In the DS-UI, we combine the classifier of a DNN, i.e., the last fully-connected (FC) layer, with a mixture of Gaussian mixture models (MoGMM) to obtain an MoGMM-FC layer. Unlike existing UI methods for DNNs, which only calculate the means or modes of the DNN outputs' distributions, the proposed MoGMM-FC layer acts as a probabilistic interpreter for the features that are inputs of the classifier to directly calculate the probability density of them for the DS-UI. In addition, we propose a dual-supervised stochastic gradient-based variational Bayes (DS-SGVB) algorithm for the MoGMM-FC layer optimization. Unlike conventional SGVB and optimization algorithms in other UI methods, the DS-SGVB not only models the samples in the specific class for each Gaussian mixture model (GMM) in the MoGMM, but also considers the negative samples from other classes for the GMM to reduce the intra-class distances and enlarge the inter-class margins simultaneously for enhancing the learning ability of the MoGMM-FC layer in the DS-UI. Experimental results show the DS-UI outperforms the state-of-the-art UI methods in misclassification detection. We further evaluate the DS-UI in open-set out-of-domain/-distribution detection and find statistically significant improvements. Visualizations of the feature spaces demonstrate the superiority of the DS-UI.

Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is the daily rainfall data. In this paper, we present a novel algorithm to estimate the density function for semi-continuous data using the principle of maximum entropy. Unlike existing methods in the literature, our algorithm needs only the sample values of the constraint functions in the entropy maximization problem and does not need the entire sample. Using simulations, we show that the estimate of the entropy produced by our algorithm has significantly less bias compared to existing methods. An application to the daily rainfall data is provided.

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as well as a learning step for subsequent predictions for new tasks. The model is instantiated as a mixture of multi-task GPs with common mean processes. A variational EM algorithm is derived for dealing with the optimisation of the hyper-parameters along with the hyper-posteriors' estimation of latent variables and processes. We establish explicit formulas for integrating the mean processes and the latent clustering variables within a predictive distribution, accounting for uncertainty on both aspects. This distribution is defined as a mixture of cluster-specific GP predictions, which enhances the performances when dealing with group-structured data. The model handles irregular grid of observations and offers different hypotheses on the covariance structure for sharing additional information across tasks. The performances on both clustering and prediction tasks are assessed through various simulated scenarios and real datasets. The overall algorithm, called MagmaClust, is publicly available as an R package.

Predictions obtained by, e.g., artificial neural networks have a high accuracy but humans often perceive the models as black boxes. Insights about the decision making are mostly opaque for humans. Particularly understanding the decision making in highly sensitive areas such as healthcare or fifinance, is of paramount importance. The decision-making behind the black boxes requires it to be more transparent, accountable, and understandable for humans. This survey paper provides essential definitions, an overview of the different principles and methodologies of explainable Supervised Machine Learning (SML). We conduct a state-of-the-art survey that reviews past and recent explainable SML approaches and classifies them according to the introduced definitions. Finally, we illustrate principles by means of an explanatory case study and discuss important future directions.

Contemporary machine learning applications often involve classification tasks with many classes. Despite their extensive use, a precise understanding of the statistical properties and behavior of classification algorithms is still missing, especially in modern regimes where the number of classes is rather large. In this paper, we take a step in this direction by providing the first asymptotically precise analysis of linear multiclass classification. Our theoretical analysis allows us to precisely characterize how the test error varies over different training algorithms, data distributions, problem dimensions as well as number of classes, inter/intra class correlations and class priors. Specifically, our analysis reveals that the classification accuracy is highly distribution-dependent with different algorithms achieving optimal performance for different data distributions and/or training/features sizes. Unlike linear regression/binary classification, the test error in multiclass classification relies on intricate functions of the trained model (e.g., correlation between some of the trained weights) whose asymptotic behavior is difficult to characterize. This challenge is already present in simple classifiers, such as those minimizing a square loss. Our novel theoretical techniques allow us to overcome some of these challenges. The insights gained may pave the way for a precise understanding of other classification algorithms beyond those studied in this paper.