How to answer this Technical interview question about Feature Selection for Mid-Level Data Scientist?

How would you approach feature selection for a high-dimensional dataset?

Data Scientist

Technical

Asked at

Google

Difficulty :

Hard

Explanation

This question evaluates your ability to reduce dimensionality and select relevant features in datasets with a large number of variables. Recruiters assess your knowledge of techniques like feature importance methods, PCA, and regularization methods. Common pitfalls include failing to mention how you handle multicollinearity or not addressing interpretability concerns. A strong answer involves discussing systematic approaches to feature selection and their trade-offs.

Answer Example

I would begin by analyzing feature importance using techniques like Random Forest feature importance or mutual information scores. If multicollinearity is an issue, I would apply dimensionality reduction techniques such as PCA while balancing interpretability. For example, when working on a customer segmentation project with over 500 features, I used a combination of L1 regularization and PCA to reduce the feature set to 50 while maintaining 95% of the variance, which improved model performance and interpretability.

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