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

▶ Practice Quiz M2 (Ungraded)

Started on Tuesday, 12 January 2021, 2:56 PM

State Finished
Completed on Tuesday, 12 January 2021, 3:12 PM
Time taken 16 mins 8 secs

Question 1
The vector projection of [−111] , onto the unit vector , is,
1
[0 − 11]
Complete √2

Not graded
Select one:
[000]

0
1
[011]
√2

1
[0 − 11]
√2

Your answer is correct.

Question 2
0
Complete The product [ ] [11] is,
1
Not graded

Select one:
1 1
[ ]
1 1

0 1
[ ]
1 1

1
0 0
[ ]
1 1

Your answer is correct.

Question 3
1
⎡ ⎤
Complete
The length of the vector ⎢ −1 ⎥
Not graded ⎣ ⎦
2

Select one:
2

–
√6

Your answer is incorrect.

Question 4
An advantage of using SVD to t a PCA is?
Complete

Not graded Select one:

The speed of convergence is not dependent on k

It is a non-deterministic method
It will not get stuck in local optimum
It is a numerically stable algorithm

Your answer is correct.

Question 5
PCA nds the direction of maximal ______.
Complete

Not graded Select one:

mean

variance
skew
kurtosis

None of the above

Your answer is incorrect.

◄ Appendix M2 Lecture 6 M2 ►
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