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Data Interview Question

Binary Classifier with High-Dimensional Data

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Requirements Clarification & Assessment

  • Objective: Develop a binary classifier for a dataset with 1000 samples and 10,000 features.
  • Constraints: The primary constraint is the high dimensionality of the dataset, which poses challenges related to overfitting and computational efficiency.
  • Assumptions:
    • The dataset is balanced, meaning the classes are evenly distributed.
    • No missing values or categorical variables are present.
    • The relationships between features are not predefined, so multicollinearity might exist.
  • Key Challenges:
    • Curse of Dimensionality: With more features than samples (p >> N), the model is prone to overfitting.
    • Computational Complexity: High dimensionality increases the computational load and storage requirements.
    • Feature Redundancy: Potential multicollinearity among features could affect the model's performance.