第 22 / 87 页
非代码面试题
显示 20 / 1721 道匹配题目
答题状态:未尝试未正确已正确
ID题目领域难度题型进度权限
2598Final Prediction After Three Boosting Rounds 23A boosting model starts from F 0(x)=10. For one observation, the leaf updates along its path are +1.2, -0.5, and +0.8 across three rounds, with learning rate eta=0.1 each round. What is the final prediction?机器学习中等数值题未尝试免费2602Why Early Stopping Matters Even if Train Loss Falls 12Why can validation performance start to deteriorate even while the training objective of boosting keeps improving?机器学习中等essay未尝试免费2608Residual After Two Shrunken Updates 24A point currently has residual 6. Two boosting rounds hit its region with leaf updates 1.5 and 0.8, using learning rate eta=0.2 in both rounds. What residual remains after the two rounds?机器学习中等数值题未尝试免费2610Scale-Update Invariance Between Eta and Gamma 6Why does multiplying every leaf update gamma m by c and dividing the learning rate eta by c leave the final additive score unchanged?机器学习困难derivation未尝试面试订阅2646Model-Fit Count in a Nested CV SearchA team runs 5 outer folds. Inside each outer-training split, it evaluates 6 hyperparameter settings by 4-fold CV, then refits the chosen model once on the full outer-training split. How many total model fits are performed?机器学习简单数值题未尝试免费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2673Average Edge Across Opposing RegimesA signal earns +6 bps on 70% of days in calm markets and -10 bps on 30% of days in stressed markets. What is its unconditional average daily edge in bps?机器学习中等数值题未尝试面试订阅2674Precision of a Rare Alpha Event DetectorOnly 2% of days contain a true dislocation worth trading. A classifier catches 65% of those days but fires falsely on 4% of normal days. What is the precision of a positive alert?机器学习中等derivation未尝试面试订阅2675Break-Even Hit Rate After Trading CostsA directional model earns +1 unit on a correct trade and -1 unit on an incorrect trade before costs. Each round trip also pays a cost of 0.08 units regardless of outcome. What hit rate p makes expected net PnL zero?机器学习困难derivation未尝试面试订阅2676A Tiny Tail Probability Can Dominate Average PnLA strategy makes +0.04% on 98% of days and loses -2.5% on the remaining 2% of days. What is the unconditional average daily return?机器学习简单数值题未尝试免费2677Half-Life Discounting of Old Regime DataSuppose predictive relevance decays with a half-life of 6 months. Relative to current-regime data, what weight should you attach to observations that are 18 months old under this exponential-decay heuristic?机器学习中等derivation未尝试面试订阅2678Net Signal-to-Cost RatioA strategy's gross expected edge is 5 bps per trade, but execution-cost uncertainty has a standard deviation of 12 bps per trade. What is the gross-edge-to-cost-noise ratio?机器学习中等数值题未尝试面试订阅2699Null Survival Through Two Independent ScreensA null strategy must first pass an exploratory screen at level 10% and then pass a final untouched holdout at level 5%. If the two tests are independent under the null, what is the probability that a null strategy survives both?机器学习中等derivation未尝试面试订阅2700Familywise Error Using Effective Clusters Instead of Raw VariantsA researcher produced 120 parameter variants, but they cluster into roughly 6 effectively independent families. Using a 5% per-family threshold as a rough approximation, what is the probability of at least one false winner across the 6 families?机器学习困难数值题未尝试面试订阅2701Search Depth Hidden in Design KnobsA team tried 4 universes, 5 rebalance frequencies, and 6 transaction-cost assumptions before reporting the best result. How many distinct design combinations were implicitly searched?机器学习简单数值题未尝试面试订阅2703Probability That a Null Sharpe Sweep Produces a Big WinnerSuppose 25 independent null strategies each produce an in-sample Sharpe that is approximately standard normal. What is the probability that the best observed Sharpe exceeds 1.5?机器学习中等derivation未尝试面试订阅2721Unit and Domino Tilings of a Nine-Cell StripA strip of length 9 is tiled using monomers of length 1 and dominoes of length 2. Derive the generating function for the number a n of tilings, and compute a 9.脑筋急转弯简单数值题未尝试面试订阅2724Recurrence Hidden in a Rational Generating FunctionLet A(x)=sum n>=0 a n x n = (1+x)/(1-2x+x 3). Derive a linear recurrence for a n and compute a 5.脑筋急转弯困难derivation未尝试面试订阅