TU Wien:Advanced Methods for Regression and Classification VU (Filzmoser)/Oral exam 2026-02-04

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  • Parameter estimation in regression: How can we obtain the df (degrees of freedom)? Derive the df for ridge regression.
  • Difference between AIC and BIC. When to use which?
  • Difference in the objective function of PCR and PLS.
  • Formulate the splitting criterion for regression drees & classification drees.
  • SVM's: f(x)=β0 ​+ β^T * x = σ. Give the solution for b. What are support vectors?

Note, that I am not sure what "drees" mean since I can't read it from the dashboard. It could be "degrees", or "trees"?

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