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  3. Practicing Machine Learning Interview Questions in Python

Exercise

Principal component analysis

In the last 2 chapters, you saw various instances about how to reduce the dimensionality of your dataset including regularization and feature selection. It is important to be able to explain different aspects of reducing dimensionality in a machine learning interview. Large datasets take a long time to compute, and noise in your data can bias your results.

One way of reducing dimensionality is principal component analysis. It's an effective way of reducing the size of the data by creating new features that preserve the most useful information on a dataset while at the same time removing multicollinearity. In this exercise, you will be using the sklearn.decomposition module to perform PCA on the features of the diabetes dataset while isolating the target variable progression.

This is where you are in the pipeline:

Machine learning pipeline

Instructions 1/4

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  • Import the relevant module to perform PCA.
  • Create a feature matrix X and target array y with progression from the diabetes dataset.