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One of my friends was asked in the interview following question:

There are 35000 independent variables and 7 million observation over those variables. There is a binary response variable. There is a success rate of 1%. What will be your approach here?

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    $\begingroup$ Just wanted to clarify: are you asking how to best model the data? $\endgroup$
    – Kontorus
    Jul 12, 2016 at 15:41
  • $\begingroup$ Yes , plus the reasoning behind it $\endgroup$
    – Artiga
    Jul 12, 2016 at 15:43
  • $\begingroup$ Not an expert so I won't attempt a formal answer. Overall idea would be to reduce the number of independent variables, then model with logistic regression. $\endgroup$
    – Kontorus
    Jul 12, 2016 at 15:51
  • $\begingroup$ The point of the interview question seems to be how to deal with computationally complex models; maybe you could add tags dealing with that? $\endgroup$
    – Kontorus
    Jul 12, 2016 at 15:53
  • $\begingroup$ That was the only information provided by the interviewer. $\endgroup$
    – Artiga
    Jul 12, 2016 at 16:10

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