- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 6. Machine Learning
- Subject 4. Unsupervised Machine Learning Algorithms
CFA Practice Question
Which one is NOT a hyperparameter?
B. The number of clusters in which to partition the data in K-means clustering
C. The number of principal components to retain in PCA
A. The number of nearest neighbors in K-nearest neighbor
B. The number of clusters in which to partition the data in K-means clustering
C. The number of principal components to retain in PCA
Correct Answer: C
The value of a hyperparameter must be set by the researcher before learning begins. The number of principal components to retain in PCA can be decided during the process.
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