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2647Why Grouped CV Beats Row-Wise CV for Repeated EntitiesWhy is row-wise cross-validation inappropriate when each entity appears many times and the model can recognize entity-specific signatures?机器学习中等essay未尝试免费2648Why Random k-Fold Is Invalid for Overlapping Rolling FeaturesWhy can random k-fold cross-validation be invalid when each feature vector uses a rolling 20-day history from a time series?机器学习简单essay未尝试免费2649How Many Expanding-Window Folds Fit in a Monthly Panel?You have 60 months of data. Each expanding-window fold uses 24 months for training, the next 6 months for validation, and then advances by 6 months. How many validation folds fit?机器学习中等数值题未尝试免费2650Usable Training Days After Purging and EmbargoA 100-day event-study sample uses a contiguous 20-day validation block in the middle. Labels look ahead 5 days, and you impose a 2-day embargo on each side of the validation block. How many days remain usable for training?机器学习困难数值题未尝试面试订阅2653Training Observations Per Fold in Grouped Cross-ValidationThere are 12 issuers and each issuer contributes 5 observations. In 3-fold grouped cross-validation, one fold holds out 4 issuers at a time. How many observations are used for training in each fold?机器学习中等数值题未尝试面试订阅2654Expected Number of Times a Point Is Validated in Repeated k-Fold CVIn R repeats of ordinary k-fold CV, each point appears in exactly one validation fold per repeat. Derive the number of validation appearances of one point across all repeats.机器学习中等derivation未尝试面试订阅2655Why Expanding Windows Can Beat Rolling Windows Under Sparse DataWhy might an expanding-window CV design be preferable to a rolling-window design when the series is short and drift is present but not violent?机器学习困难essay未尝试面试订阅2658Repeated Fold Inspection as a Tuning ChannelA researcher keeps examining which dates underperform in each fold and then adjusts features accordingly. Why is this still overfitting even if no formal hyperparameter optimizer is used?机器学习中等essay未尝试面试订阅2659Train-Set Size After Purging One Side of a FoldA dataset has 500 time-ordered observations. One validation block uses observations 301 through 350. If a 10-observation purge is applied immediately before the validation block and nowhere else, how many observations remain eligible for training?机器学习困难数值题未尝试面试订阅2660Why Rare-Event Stratification MattersWhy can ordinary random folds become misleading in a rare-event problem even when the data are IID?机器学习困难essay未尝试面试订阅2661Why Time-Series CV Is About Information Availability, Not Calendar PurityWhy is the real principle in time-series CV 'never train on information from the future' rather than 'always use a particular fold geometry'?机器学习简单essay未尝试免费2662Why Overlapping Validation Windows Complicate Score AggregationWhy should a practitioner be careful when averaging performance over overlapping validation windows?机器学习中等essay未尝试面试订阅2663Why Comparing CV Scores Across Different Fold Rules Can MisleadWhy is it dangerous to compare one model's score from random k-fold CV with another model's score from grouped or blocked CV?机器学习中等essay未尝试面试订阅2664How Many Distinct Hyperparameter Winners Can Outer CV ProduceA nested CV uses 7 outer folds and selects exactly one hyperparameter setting inside each outer fold. What is the maximum possible number of distinct winning hyperparameter settings across outer folds?机器学习困难derivation未尝试面试订阅2665Why Tiny Folds Can Exaggerate RegularizationWhy can a very small training fold make heavily regularized models look better than they would on the full training set?机器学习困难essay未尝试面试订阅2668Why Embargo Matters Even With Backward-Looking FeaturesSuppose features use only past prices, yet labels depend on future returns over an event window. Why can an embargo still be necessary around the validation block?机器学习中等essay未尝试面试订阅2669Why Purging and Embargo Solve Different ProblemsWhy is purging not the same thing as embargoing in time-series validation?机器学习中等essay未尝试面试订阅2670Why the Best CV Design Depends on the Deployment UnitWhy should the fold rule mirror the unit on which the model will actually generalize in production?机器学习困难essay未尝试面试订阅2671Effective Breadth Under Common Factor CorrelationA researcher tracks 100 cross-sectional alpha sleeves whose pairwise correlation is approximately 0.20. Using the rough equal-correlation breadth proxy n eff =n/(1+(n-1) ), what is the effective number of independent bets?机器学习简单数值题未尝试免费2672Autocorrelation-Corrected Sample SizeA monthly feature is observed for 60 months and behaves roughly like an AR(1) series with lag-1 autocorrelation =0.6. Using the heuristic n eff \approx n(1- )/(1+ ), what is the effective sample size?机器学习简单数值题未尝试面试订阅