CS代考 MAST90083 Computational Statistics & Data Science – cscodehelp代写
Semester 2 , 2020
School of Mathematics and Statistics
MAST90083 Computational Statistics & Data Science
Reading time: 30 minutes — Writing time: 3 hours — Upload time: 30 minutes This exam consists of 4 pages (including this page)
Permitted Materials
• This exam and/or an offline electronic PDF reader and blank loose-leaf paper. • No books, notes or other printed or handwritten material are permitted.
• Calculators are not permitted.
Instructions to Students
• There are 6 questions with marks as shown. The total number of marks available is 80.
• During writing time you may only interact with the device running the Zoom session with supervisor permission. The screen of any other device must be visible in Zoom from the start of the session.
• Write your answers on A4 paper. The first page should contain only your student number, the subject code and the subject name. Write on one side of each sheet only. Start each question on a new page and include the question number at the top of each page.
• Assemble your single-sided solution pages in correct order and the correct way up. Use a mobile phone scanning application to scan all pages to a single PDF file. Scan from directly above to reduce keystone effects. Check that all pages are clearly readable and cropped to the A4 borders of the original page. Poorly scanned submissions may be impossible to mark.
• Submit your PDF file to the Canvas Assignment corresponding to this exam using the Gradescope window. Before leaving Zoom supervision, confirm with your Zoom supervisor that you have Gradescope confirmation of submission.
©University of Melbourne 2020 Page 1 of 4 pages Can be placed in Baillieu Library
Student number
MAST90083 Computational Statistics & Data Science Semester 2, 2020
Question 1 (12 marks)
Suppose that you collect a set of data (n = 100 observations) containing a single predictor and a quantitative response. Then, you fit a linear regression model to the data, as well as a separate cubic regression
(a) Suppose that the true relationship between X and Y is linear. Consider the training residual sum of squares (RSS) for the linear regression, and also the training RSS for the cubic regression. Would you expect one to be lower than the other, would you expect them to be the same, or is there not enough information to tell? Justify your answer.
(b) Answer (a) using test rather than training RSS.
(c) Suppose that the true relationship between X and Y is not linear, but you don’t know how far it is from linear. Consider the training RSS for the linear regression, and also the training RSS for the cubic regression. Would you expect one to be lower than the other, would you expect them to be the same, or is there not enough information to tell? Justify your answer.
(d) Answer (c) using test rather than training RSS.
Question 2 (12 marks)
Consider Quadratic Discriminant Analysis (QDA) model, in which the observations within each class are drawn from a normal distribution with a class specific mean vector and a class specific covariance matrix. We consider the simple case where p = 1; i.e., there is only one feature. Suppose that we have K classes, and that if an observation belongs to the kth class then X comes from a one-dimensional normal distribution, X ∼ N (μk , σk2 ). Recall that the density function for the one-dimensional normal distribution is
1 1 2 fk(x)=√2πσ exp −2σ2(x−μk) .
Prove that in this case, the Bayes’ classifier is not linear. Argue that it is in fact quadratic. Hint: For this problem, you should follow the arguments laid out in
1 1 2 πk√2πσexp −2σ2(x−μk)
pk(x)= K , 1 1 2
πl √2πσ exp −2σ2 (x − μl) l=1
but without making the assumption that σ12 = · · · = σk2.
Page 2 of 4 pages
MAST90083 Computational Statistics & Data Science Semester 2, 2020
Question 3 (12 marks)
For parts (a) through (c), indicate which of i. through iv. is correct. Justify your answer.
(a) The Lasso, relative to least squares, is:
i. More flexible and hence will give improved prediction accuracy when its increase in bias
is less than its decrease in variance.
ii. More flexible and hence will give improved prediction accuracy when its increase in variance is less than its decrease in bias.
iii. Less flexible and hence will give improved prediction accuracy when its increase in bias is less than its decrease in variance.
iv. Less flexible and hence will give improved prediction accuracy when its increase in variance is less than its decrease in bias.
(b) Repeat (a) for Ridge regression relative to least squares.
(c) Repeat (a) for non-linear methods relative to least squares.
(d) If variable selection is important for your problem, will you choose Ridge or Lasso? Why? Justify your answer.
Question 4 (15 marks)
As discussed in class, a cubic regression spline with one knot at ξ can be obtained using a basis of the form
(x − ξ)3 if x > ξ, 1, x, x2, x3, (x − ξ)3+, where (x − ξ)3+ = 0 otherwise.
You will now try to show that a function of the form
f(x)=β0 +β1x+β2×2 +β3×3 +β4(x−ξ)3+
is indeed a cubic regression spline, regardless of the values of β0, β1, β2, β3, β4.
(a) Find a cubic polynomial
f1(x)=a1 +b1x+c1x2 +d1x3
such that f(x) = f1(x) for all x ≤ ξ. Express a1, b1, c1 and d1 in terms of β0, β1, β2, β3,
(b) Find a cubic polynomial
f2(x)=a2 +b2x+c2x2 +d2x3
such that f(x)= f2(x) for all x > ξ. Express a2, b2, c2 and d2 in terms of β0, β1, β2, β3
and β4. We have now established that f(x) is a piecewise polynomial.
(c) Show that f1(ξ) = f2(ξ). That is, f(x) is continuous at ξ.
(d) Show that f1′(ξ) = f2′(ξ). That is, f′(x) is continuous at ξ.
(e) Show that f′′(ξ) = f′′(ξ). That is, f′′(x) is continuous at ξ.
Therefore, f(x) is indeed a cubic spline.
Page 3 of 4 pages
MAST90083 Computational Statistics & Data Science Semester 2, 2020
Question 5 (16 marks)
Here you will explore the Maximal Margin Classifier on a toy data set.
(a) You are given n = 7 observations in p = 2 dimensions. For each observation, there is an
associated class label.
Obs.X1 X2 Y
1 3 4 Red 2 2 2 Red 3 4 4 Red 4 1 4 Red 5 2 1 Blue 6 4 3 Blue 7 4 1 Blue
Sketch the observations in a 2D graph.
(b) Sketch the optimal separating hyperplane, and provide the equation for this hyperplane.
(c) Describe the classification rule for the maximal margin classifier. Provide the values for β0, β1, and β2.
(d) On your sketch, indicate the margin for the maximal margin hyperplane.
(e) Indicate the support vectors for the maximal margin classifier.
(f) Argue that a slight movement of the seventh observation would not affect the maximal margin hyperplane.
(g) Sketch a hyperplane that is not the optimal separating hyperplane, and provide the equa- tion for this hyperplane.
(h) Draw an additional observation on the plot so that the two classes are no longer separable by a hyperplane.
Question 6 (13 marks)
Consider K-means clustering algorithm.
(a) Prove equation (6.1) (within-cluster variation for the kth cluster):
xij −xi′j2 =2(xij −xkj)2
(6.1) (b) On the basis of this identity, argue that the K-means clustering algorithm decreases
|Ck| i,i′∈Ck j=1 i∈Ck j=1 the objective (6.2) at each iteration:
minimize xij −xi′j2 . (6.2)
C1,…,Ck k=1 |Ck| i,i′∈Ck j=1
End of Exam — Total Available Marks = 80
Page 4 of 4 pages
