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IIT M FOUNDATION AN EXAM ADF3 24 Dec 2023 - 24 Dec 2023

MLF End Term16 questions40 marks8 MCQ · 5 SA · 3 MSQFoundation / afternoon
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  1. Useful Data has been mentioned above.
  2. This data attachment is just for a reference & not for an evaluation.
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Which among the following statements are correct?
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Q12MSQ3 marksselect all that apply
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Comprehension passage - the questions below it refer to this
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Which of the following represents the covariance matrix, C for the given data points?
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Q15SA2 marks
What is the value of the projected variance?
Q16MSQ2 marksselect all that apply
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Answer key

  1. Q1 (MCQ, 0 marks): A
  2. Q2 (SA, 3 marks): 3.31 to 3.35
  3. Q3 (SA, 3 marks): 0.5
  4. Q4 (SA, 3 marks): 0.480 to 0.490
  5. Q5 (MCQ, 3 marks): A
  6. Q6 (MCQ, 3 marks): B
  7. Q7 (MCQ, 3 marks): A
  8. Q8 (SA, 4 marks): 1
  9. Q9 (MCQ, 2 marks): B
  10. Q10 (MCQ, 2 marks): B
  11. Q11 (MCQ, 2 marks): D
  12. Q12 (MSQ, 3 marks): A, B, D
  13. Q13 (MSQ, 3 marks): B, C
  14. Q14 (MCQ, 2 marks): C
  15. Q15 (SA, 2 marks): 1
  16. Q16 (MSQ, 2 marks): A, B

Concepts this paper tests

Auto-generated summary from the source site. Handy as a checklist; the lessons above explain each idea from scratch.

Here’s a structured summary of core topics, concepts, principles, and equations for the exam, followed by Mermaid knowledge graphs to visualize relationships.


Core Topics & Concepts

1. Probability & Random Variables

Discrete Distributions

DistributionPMF (fX(k)f_X(k))E[X]E[X]Var(XX)
Uniform(a,ba, b)1n,k=a,...,b\frac{1}{n}, \quad k=a,...,ba+b2\frac{a+b}{2}n2−112\frac{n^2-1}{12}
Bernoulli(pp)pk(1−p)1−k,k=0,1p^k(1-p)^{1-k}, \quad k=0,1ppp(1−p)p(1-p)
Binomial(n,pn,p)nCkpk(1−p)n−k^nC_k p^k (1-p)^{n-k}npnpnp(1−p)np(1-p)
Geometric(pp)(1−p)k−1p(1-p)^{k-1}p1p\frac{1}{p}1−pp2\frac{1-p}{p^2}
Poisson(λ\lambda)e−λλkk!\frac{e^{-\lambda} \lambda^k}{k!}λ\lambdaλ\lambda

Continuous Distributions

DistributionPDF (fX(x)f_X(x))E[X]E[X]Var(XX)
Uniform[a,ba, b]1b−a,a≤x≤b\frac{1}{b-a}, \quad a \leq x \leq ba+b2\frac{a+b}{2}(b−a)212\frac{(b-a)^2}{12}
Exponential(λ\lambda)λe−λx\lambda e^{-\lambda x}1λ\frac{1}{\lambda}1λ2\frac{1}{\lambda^2}
Normal(μ,σ2\mu, \sigma^2)1σ2πe−(x−μ)22σ2\frac{1}{\sigma \sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}μ\muσ2\sigma^2
Gamma(α,β\alpha, \beta)βαΓ(α)xα−1e−βx\frac{\beta^\alpha}{\Gamma(\alpha)} x^{\alpha-1} e^{-\beta x}αβ\frac{\alpha}{\beta}αβ2\frac{\alpha}{\beta^2}

Key Theorems & Inequalities

  1. Markov’s Inequality:
P(X≥c)≤E[X]c,X≥0P(X \geq c) \leq \frac{E[X]}{c}, \quad X \geq 0
  1. Chebyshev’s Inequality:
P(∣X−μ∣≥kσ)≤1k2P(|X - \mu| \geq k\sigma) \leq \frac{1}{k^2}
  1. Weak Law of Large Numbers (WLLN):
P(∣X‾−μ∣>δ)≤σ2nδ2P(|\overline{X} - \mu| > \delta) \leq \frac{\sigma^2}{n\delta^2}
  1. Central Limit Theorem (CLT):
Y−nμnσ≈Normal(0,1)\frac{Y - n\mu}{\sqrt{n}\sigma} \approx \text{Normal}(0, 1)
  1. Maximum Likelihood Estimation (MLE):
θ^=arg⁡max⁡θ∏i=1nfX(xi;θ)\hat{\theta} = \arg \max_\theta \prod_{i=1}^n f_X(x_i; \theta)

2. Linear Algebra

Key Concepts

Key Equations

f(x,y)≈f(a,b)+fx(a,b)(x−a)+fy(a,b)(y−b)f(x, y) \approx f(a, b) + f_x(a, b)(x - a) + f_y(a, b)(y - b)
C=1n∑i=1n(Xi−μ)(Xi−μ)TC = \frac{1}{n} \sum_{i=1}^n (X_i - \mu)(X_i - \mu)^T

3. Optimization & Linear Programming

Key Concepts

Minimize 20x1+30x2s.t.x1+x2≥250,6x1+5x2≥1000\text{Minimize } 20x_1 + 30x_2 \quad \text{s.t.} \quad x_1 + x_2 \geq 250, \quad 6x_1 + 5x_2 \geq 1000

4. Dimensionality Reduction (Autoencoders & PCA)

Key Concepts

R(f,g)=1n∑i=1n∥Xi−g(f(Xi))∥2R(f, g) = \frac{1}{n} \sum_{i=1}^n \|X_i - g(f(X_i))\|^2

5. Conditional Expectation & Joint Distributions

Key Equations

E[X∣Y=y]=∫xfX∣Y(x∣y) dxE[X|Y=y] = \int x f_{X|Y}(x|y) \, dx

2. Linear Algebra & Optimization

3. Dimensionality Reduction

4. Conditional Probability & Expectation


Key Equations Summary

TopicEquation
Markov’s InequalityP(X≥c)≤E[X]cP(X \geq c) \leq \frac{E[X]}{c}
Chebyshev’s InequalityP(∣X−μ∣≥kσ)≤1k2P(|X - \mu| \geq k\sigma) \leq \frac{1}{k^2}
WLLNP(∣X‾−μ∣>δ)≤σ2nδ2P(|\overline{X} - \mu| > \delta) \leq \frac{\sigma^2}{n\delta^2}
CLTY−nμnσ≈Normal(0,1)\frac{Y - n\mu}{\sqrt{n}\sigma} \approx \text{Normal}(0, 1)
MLEθ^=arg⁡max⁡θ∏i=1nfX(xi;θ)\hat{\theta} = \arg \max_\theta \prod_{i=1}^n f_X(x_i; \theta)
Linear Approximationf(x,y)≈f(a,b)+fx(a,b)(x−a)+fy(a,b)(y−b)f(x, y) \approx f(a, b) + f_x(a, b)(x - a) + f_y(a, b)(y - b)
Reconstruction ErrorR(f,g)=1n∑i=1n∥Xi−g(f(Xi))∥2R(f, g) = \frac{1}{n} \sum_{i=1}^n \|X_i - g(f(X_i))\|^2
PCA VarianceMaximize Var(XTw)=wTCw\text{Var}(X^Tw) = w^T C w s.t. ∥w∥=1\|w\| = 1
Conditional ExpectationE[X∣Y=y]=∫xfX∣Y(x∣y) dxE[X|Y=y] = \int x f_{X|Y}(x|y) \, dx

Exam Tips

  1. Probability:

    • Memorize PMF/PDF, expectation, and variance for key distributions.
    • Practice applying Markov/Chebyshev inequalities and CLT.
  2. Linear Algebra:

    • Understand eigenvalues, nullspace, and convex hulls.
    • Know how to compute covariance matrices and PCA projections.
  3. Optimization:

    • Formulate LP problems correctly (objective + constraints).
    • Recognize when to use MLE (e.g., estimating pp for Bernoulli).
  4. Dimensionality Reduction:

    • Compute reconstruction error for autoencoders.
    • Derive PCA steps (covariance matrix → eigenvectors → projection).
  5. Conditional Probability:

    • Use joint PDFs to compute conditional expectations.
    • Remember independence implies fX,Y(x,y)=fX(x)fY(y)f_{X,Y}(x,y) = f_X(x)f_Y(y).