Support Vector Machines – Core Concepts and Practice
You are interviewing for a Data Scientist role. Answer the following about Support Vector Machines (SVMs):
(a) Support vectors and primal/dual formulations
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Define support vectors.
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Write the soft-margin SVM primal and dual formulations and interpret key variables.
(b) Kernel trick and PSD requirement
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Explain the kernel trick: what it does and how it is used in SVMs.
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Explain why the kernel (Gram) matrix must be positive semidefinite (PSD).
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State a condition under which a function is a valid kernel (Mercer condition).
(c) Computational scaling
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State how training time, inference time, and memory scale with number of samples n and features p for:
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Linear SVM
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Kernel SVM (e.g., RBF, polynomial)
(d) Hyperparameters and robust search on imbalanced data
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Interpret the roles of C, γ (RBF), and degree (polynomial).
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Propose a robust hyperparameter search plan for an imbalanced dataset.