Maths · Module 4Module material
Calculus and Optimisation interview questions
15 questions interviewers ask on this module’s topics, from first principles to the follow-ups. Each comes with a model answer.
- What is a derivative, in one sentence, and how would you compute one numerically?
- Why not make the finite-difference step as small as possible?
- State the chain rule and use it on the sigmoid.
- You set the derivative to zero and found a point. What else do you need to check?
- Which single number minimises squared error, and which minimises absolute error?
- What is the gradient, and why does gradient descent step against it?
- What are the gradients of
aᵀx,xᵀxandxᵀAx? - How do you choose a learning rate for gradient descent on a quadratic loss?
- What is Newton's method, and why is it not used to train neural networks?
- What does the AUC measure?
- Why does convexity matter, and is logistic regression's loss convex?
- What is a saddle point, and why do they matter in deep learning?
- Explain backpropagation.
- Derive the gradient of logistic regression's log loss.
- What does a Lagrange multiplier mean, and how does it relate to ridge and lasso?