It remains in the same cluster as in the first iteration
Q3MSQ4 marksselect all that apply
Which of the following statements are true regarding applying standard PCA on a centered dataset?
The variance of the dataset along the first principal component is maximum.
Eigenvectors are always orthogonal to each other in PCA.
The first principal component is the eigenvector corresponding to the largesteigenvalue of the covariance matrix.
The first principal component is the eigenvector corresponding to the smallesteigenvalue of the covariance matrix.
Q4SA4 marks
Consider a dataset that has 200 data-points, each of which is either a zero or one. The Bernoulli distribution is used to model this data. If the MLE estimate for the parameter p of the Bernoulli distribution is 0.3, how many zeros does the dataset have?
Q5SA4 marks
Q6SA4 marks
Q7SA4 marks
Q8SA3 marks
Enter your answer correctly up to two decimals
Comprehension passage - the questions below it refer to this
A k-means++ algorithm with k= 3 was applied to the following 2D points: (2, 2), (3, 3), (4, 4), (10, 10), (12, 12), (13, 13) (2, 2) is chosen as the first cluster mean. Based on the above data, answer the given subquestions.
Q9MCQ4 marks
Which point has the highest probability of being chosen as the 2nd cluster mean? Use the Manhattan distance to compute the distances.
(4, 4)
(12, 12)
(10, 10)
(13, 13)
Q10MCQ4 marks
Let’s assume that (3, 3), (10, 10), and (12, 12) are the cluster means. You introduce a new data point, (−5, 10). Which cluster mean is the data point (−5, 10) closest to when using the Euclidean distance method?
(3, 3)
(10, 10)
(12, 12)
None of these
Comprehension passage - the questions below it refer to this
Based on the above data, answer the given subquestions.
Q11MSQ4 marksselect all that apply
Which of the following statements are true?
Q12MCQ4 marks
Which of the following matrices helps in transforming the eigenvectors of K to the eigenvectors of C?
X
XT
C-1
K-1
X-1
Q13MCQ3 marks
Suppose that the 95% of the variance of the data is captured using d − 1 eigenvectors. This implies that
Principles: Transform data to a new coordinate system where the greatest variance lies on the first axis (first principal component), the second greatest variance on the second axis, and so on.
Equations:
C=n1XXT
where C is the covariance matrix and X is the data matrix.