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IIT M DIPLOMA AN EXAM QDD4 13 Apr 2025 - 13 Apr 2025

MLF End Term14 questions40 marks7 MSQ · 5 SA · 2 MCQDiploma / afternoon / QDD4
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Which of the following statements about singular value decomposition (SVD) is/are true?
  1. Singular value decomposition is possible only for a square matrix.
  2. Singular value decomposition is possible only for a symmetric matrix.
  3. The singular values of a matrix are always non-negative.
  4. The singular values of matrices A and AT are the same.
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In the context of Linear Algebra, which of the following statements about Principal Component Analysis (PCA) is/are true?
  1. The principal components of a matrix are given by the eigenvectors of itscovariance matrix.
  2. The principal components of a matrix are given by the singular values of itscovariance matrix.
  3. PCA finds the principal components by maximizing the variance along eachcomponent.
  4. The principal components form a basis that is not necessarily orthogonal.
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Which of the following options is/are true?
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Which of the following options is/are true ?
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Comprehension passage - the questions below it refer to this
Based on the above data, answer the given subquestions. question figure
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Which of the following statements correctly represent the Karush-Kuhn-Tucker (KKT) conditions for the given optimization problem?
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Which of the following statements are correct based on the KKT conditions and the solution to the optimization problem?
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Answer key

  1. Q1 (MCQ, 2 marks): A
  2. Q2 (MCQ, 3 marks): A
  3. Q3 (MSQ, 3 marks): C, D
  4. Q4 (MSQ, 3 marks): A, C
  5. Q5 (MSQ, 3 marks): A, B
  6. Q6 (MSQ, 3 marks): B, C
  7. Q7 (MSQ, 3 marks): A, D
  8. Q8 (SA, 3 marks): 12
  9. Q9 (SA, 3 marks): 0.2
  10. Q10 (SA, 4 marks): 46
  11. Q11 (SA, 2 marks): -0.2
  12. Q12 (MSQ, 2 marks): A, C
  13. Q13 (MSQ, 3 marks): A, C
  14. Q14 (SA, 3 marks): 0.25

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 essential for the exam, followed by Mermaid knowledge graphs to visualize relationships.


1. Core Topics & Key Concepts

A. Probability & Statistics

  1. Exponential Distribution

    • CDF: FX(x)=1−e−λxF_X(x) = 1 - e^{-\lambda x} (for λ=1\lambda = 1, FX(5)=1−e−5F_X(5) = 1 - e^{-5}).
    • PDF: fX(x)=λe−λxf_X(x) = \lambda e^{-\lambda x}.
  1. Gaussian (Normal) Distribution

    • Conditional Probability: For z=Cy+ϵz = Cy + \epsilon where ϵ∼N(0,σ2Id)\epsilon \sim \mathcal{N}(0, \sigma^2 I_d), p(z∣y)=N(Cy,σ2Id)p(z \mid y) = \mathcal{N}(Cy, \sigma^2 I_d).
    • Linearity of Expectation: E[3X1+2X2]=3E[X1]+2E[X2]E[3X_1 + 2X_2] = 3E[X_1] + 2E[X_2].
  1. Markov’s Inequality

    • For non-negative YY, P(Y≥a)≤E[Y]aP(Y \geq a) \leq \frac{E[Y]}{a}.
    • Example: P(Y≥100)≤20100=0.2P(Y \geq 100) \leq \frac{20}{100} = 0.2.

B. Linear Algebra & Optimization

  1. Singular Value Decomposition (SVD)

    • Properties:

      • Applicable to any matrix (not just square/symmetric).
      • Singular values are non-negative.
      • Singular values of AA and ATA^T are identical.
  1. Principal Component Analysis (PCA)

    • Key Ideas:

      • Principal components = eigenvectors of the covariance matrix.
      • Maximizes variance along each component.
      • Basis is orthogonal.
  1. Convexity

    • Convex Sets:

      • Linear constraints (e.g., ∑aixi=b\sum a_i x_i = b) define convex sets.
      • Lines in R2\mathbb{R}^2 are convex; unions of convex sets are not necessarily convex.
    • Convex Functions:

      • exe^x, ex2+2e^{x^2+2} are convex.
      • Composition f∘gf \circ g is not guaranteed convex.
    • Optimization:

      • Convex cost functions (e.g., f(x,y)=2x2+xy+y2f(x,y) = 2x^2 + xy + y^2) have global minima.
      • KKT Conditions for constrained optimization:

        • ∇L=0\nabla L = 0 (stationarity).
        • β(w−δ)=0\beta (w - \delta) = 0 (complementary slackness).
        • β≥0\beta \geq 0 (dual feasibility).
  1. Gradient Descent

    • Update Rule: xk+1=xk−η∇f(xk)x_{k+1} = x_k - \eta \nabla f(x_k).
    • Example: For f(x,y)=x2+2y2−6x+8yf(x,y) = x^2 + 2y^2 - 6x + 8y, ∇f=(2x−6,4y+8)\nabla f = (2x - 6, 4y + 8). With η=0.2\eta = 0.2, (x1,y1)=(1.8,−0.4)(x_1, y_1) = (1.8, -0.4).

C. Calculus & Constrained Optimization

  1. Lagrange Multipliers

    • Lagrangian: L=f(x)+∑λigi(x)L = f(x) + \sum \lambda_i g_i(x).
    • KKT Conditions:

      • ∇L=0\nabla L = 0, λigi(x)=0\lambda_i g_i(x) = 0, λi≥0\lambda_i \geq 0 (for inequalities).
  1. Maximization on Constraints

    • Example: Maximize f(x,y,z)=5x+7y+zf(x,y,z) = 5x + 7y + z on x2+y2=25x^2 + y^2 = 25 and x+y−z=4x + y - z = 4.

      • Use Lagrange multipliers or parameterize the cylinder.

2. Key Equations

TopicEquation
Exponential CDFFX(x)=1−e−λxF_X(x) = 1 - e^{-\lambda x}
Gaussian Conditionalp(z∣y)=N(Cy,σ2Id)p(z \mid y) = \mathcal{N}(Cy, \sigma^2 I_d)
Markov’s InequalityP(Y≥a)≤E[Y]aP(Y \geq a) \leq \frac{E[Y]}{a}
SVDA=UΣVTA = U \Sigma V^T (singular values σi≥0\sigma_i \geq 0)
PCACovariance matrix eigenvectors == principal components
Convex Functionf(λx+(1−λ)y)≤λf(x)+(1−λ)f(y)f(\lambda x + (1-\lambda)y) \leq \lambda f(x) + (1-\lambda)f(y)
Gradient Descentxk+1=xk−η∇f(xk)x_{k+1} = x_k - \eta \nabla f(x_k)
KKT Conditions∇L=0\nabla L = 0, λigi(x)=0\lambda_i g_i(x) = 0, λi≥0\lambda_i \geq 0
Lagrange MultipliersL=f(x)+∑λigi(x)L = f(x) + \sum \lambda_i g_i(x)

Graph 2: Linear Algebra & Optimization

Graph 3: Calculus & Constrained Optimization


4. Exam Tips