This was basically a dissertation prompt disguised as an interview question.
Structure your answer around the causal ML pipeline: start with problem framing and identification assumptions, then detail the meta-learner choice and cross-fitting setup, followed by handling positivity violations and evaluation via off-policy metrics, and finally address fairness constraints and a safe A/B testing plan. Emphasize trade-offs and practical considerations at each step, tying back to TikTok's scale and business context.
Pro tip: Show awareness that observational data from an always-on promotion likely suffers from confounding and positivity issues; propose sensitivity analyses and a phased rollout with guardrail metrics to build trust before full deployment.
Define the treatment (promotion exposure), outcome (incremental revenue), and covariates. State assumptions (unconfoundedness, positivity, SUTVA) and discuss how you'd validate them, e.g., via domain knowledge or placebo tests.
Select a meta-learner (e.g., X-learner or DR-learner) based on data imbalance and expected heterogeneity. Explain cross-fitting to avoid overfitting and use of flexible models (e.g., gradient boosting) for nuisance functions.
Detect and address limited overlap via trimming, weighting, or targeted regularization. Estimate conditional average treatment effects (CATEs) and assess uncertainty, possibly using conformal prediction or bootstrap.
Construct a policy that targets users with positive predicted CATEs above a threshold. Evaluate using off-policy evaluation (e.g., IPS, DR) and metrics like Qini curve or policy value, comparing to baselines.
Define fairness constraints (e.g., demographic parity) and adjust policy via constrained optimization. Plan a phased A/B test with guardrail metrics, sequential testing, and a holdout to measure incremental revenue before full rollout.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.