CFA Practice Question

There are 155 practice questions for this study session.

CFA Practice Question

The main dimension reduction algorithm discussed in the reading is:
A. Penalized regression
B. Support vector machine
C. Principal components analysis
Explanation: Principal components analysis is an unsupervised ML algorithm that reduces highly correlated features into fewer uncorrelated composite variables by transforming the feature covariance matrix. Note that penalized regression reduces number of features but not dimensions.

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