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Can you name a few optimization algorithms you are familiar with? What's your approach to managing a high-dimensional space with a million variables in optimization? Can you explain the simplex method used in optimization problems?

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Interview question asked to Machine Learning Engineers interviewing at Roku, Cisco, NetEase and others: Can you name a few optimization algorithms you are familiar with? What's your approach to managing a high-dimensional space with a million variables in optimization? Can you explain the simplex method used in optimization problems?.