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LinkedIn·Machine Learning Engineer·Technical Phone Screen·Senior

Senior
Apr 2026

Summary

LinkedIn ML engineer interview that was basically one meaty probability/sampling problem with a bunch of follow-ups stacked on top of each other. The core question sounds straightforward until they start asking about edge cases and scale. Felt like a coding round but drifted into system design territory by the end.

Questions Asked (4)

Q1

Given an array of weights representing a discrete probability distribution, implement a function that samples a random index with probability proportional to each weight.

Algorithms & Data Structures
Author's notes

Prefix sum plus binary search, pretty standard.

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AI HintsAI Generated

Suggested Approach

Start by clarifying the problem constraints (e.g., array size, dynamic updates, memory limits) and then present the prefix sum + binary search solution as the standard approach. Discuss time/space complexity and possible optimizations or alternatives like the alias method if appropriate.

Pro tip: Mention that for very large arrays or frequent sampling, the alias method can achieve O(1) sampling time after O(n) preprocessing, but it's more complex to implement. Also, highlight the importance of handling edge cases like zero weights or empty arrays.

1. Clarify requirements and constraints

Ask about array size, whether weights can be zero or negative, if the distribution changes over time, and any memory or time constraints.

2. Choose an approach

Propose the prefix sum + binary search method: compute cumulative sums, generate a random number between 0 and total sum, then binary search for the index.

3. Analyze complexity and trade-offs

State that preprocessing takes O(n) time and O(n) space, each sample takes O(log n) time. Mention alternatives like the alias method for O(1) sampling with O(n) preprocessing.

4. Handle edge cases

Discuss handling zero weights (skip or ensure they are never selected), empty array, and floating-point precision issues.

5. Implement and test

Write clean code, possibly using binary search (e.g., bisect in Python), and test with simple cases to verify probabilities.

Key Points to Mention

  • Prefix sum array and binary search for O(log n) sampling
  • Time and space complexity: O(n) preprocessing, O(log n) per sample, O(n) space
  • Alias method as an alternative for O(1) sampling with O(n) preprocessing
  • Handling zero weights and floating-point precision
  • Use of binary search (e.g., bisect module in Python) for efficiency
  • Potential need for dynamic updates if weights change frequently

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q2

What if the weights don't sum to 1? Give at least two approaches to handle unnormalized weights.

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

First approach was just normalize upfront, divide each weight by the total.

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AI HintsAI Generated

Suggested Approach

Start by clarifying that unnormalized weights are common in practice (e.g., due to floating-point errors, missing data, or raw scores) and that the core issue is ensuring they represent valid probabilities. Then present at least two distinct approaches: normalization (dividing by the sum) and using a weighted sampling method that inherently handles unnormalized weights (e.g., the alias method or rejection sampling). Discuss trade-offs such as computational cost, numerical stability, and whether the weights are used for sampling or for computing expectations.

Pro tip: Mention that in production systems like LinkedIn's feed ranking, weights often come from model scores that are not normalized, and normalizing them can be expensive if done naively; instead, techniques like the Gumbel-max trick or the alias method can sample efficiently without explicit normalization. This shows you understand both theory and scalable engineering.

1. Clarify the context and assumptions

Ask whether the weights are used for sampling, averaging, or as probabilities in a model. Confirm if negative weights or zeros are possible, as this affects the choice of method.

2. Approach 1: Normalization

Compute the sum of all weights and divide each weight by the sum. This yields a valid probability distribution but can be numerically unstable if the sum is very large or small, and requires a full pass over the data.

3. Approach 2: Weighted sampling without normalization

Use algorithms like the alias method (O(1) sampling after O(n) preprocessing) or rejection sampling (e.g., Gumbel-max trick) that work directly with unnormalized weights. These avoid explicit normalization and can be more efficient for large-scale systems.

4. Discuss trade-offs and edge cases

Compare methods on time/space complexity, numerical stability, and suitability for streaming data. Mention handling of zero weights (e.g., they get zero probability) and negative weights (which require shifting or different techniques).

5. Conclude with a recommendation

Summarize which approach you would choose based on the scenario, e.g., normalization for small batches, alias method for repeated sampling from a fixed distribution, or Gumbel-max for differentiable sampling.

Key Points to Mention

  • Normalization: divide by sum of weights to get probabilities.
  • Alias method: O(1) sampling after O(n) preprocessing, works with unnormalized weights.
  • Gumbel-max trick: add Gumbel noise to log-weights and take argmax, equivalent to sampling from softmax without normalization.
  • Numerical stability: use log-sum-exp or scaling to avoid overflow/underflow.
  • Handling zero weights: they contribute nothing to the sum and get zero probability.
  • Negative weights: not valid probabilities; need to shift or use alternative methods like weighted sampling with offsets.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q3

If you use rejection sampling for unnormalized weights, what is the expected number of trials needed as a function of the total sum?

Algorithms & Data Structures
Author's notes

This is where I blanked for a second.

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AI HintsAI Generated

Suggested Approach

First, clarify the rejection sampling setup: you have unnormalized weights w_i and you sample uniformly from indices, then accept with probability w_i / max_j w_j. The expected number of trials is the reciprocal of the acceptance probability, which is (sum w_i) / (n * max w_i). Then discuss how this scales with the total sum and the maximum weight.

Pro tip: Mention that if the weights are highly skewed, the expected number of trials can be very large, and suggest alternative methods like the alias method or Walker's algorithm for efficient sampling.

1. Clarify the rejection sampling procedure

State the exact algorithm: sample an index uniformly from 1 to n, then accept it with probability w_i / max_j w_j. This ensures the accepted index is proportional to w_i.

2. Compute the acceptance probability

The overall acceptance probability is the average of w_i / max w_j over all i, which equals (sum w_i) / (n * max w_j).

3. Derive expected number of trials

Since each trial is independent with success probability p, the expected number of trials is 1/p = (n * max w_j) / (sum w_i).

4. Express in terms of total sum

If the total sum S = sum w_i, then the expected number of trials is n * max w_j / S. This shows it is inversely proportional to S and directly proportional to n and the maximum weight.

5. Discuss implications and alternatives

Note that if max w_j is close to the average weight, the expected trials is near 1; if skewed, it can be large. Mention that for large n or skewed weights, more efficient methods like the alias method are preferred.

Key Points to Mention

  • Rejection sampling requires a proposal distribution and an acceptance probability.
  • The acceptance probability is w_i / max_j w_j when sampling uniformly from indices.
  • Expected number of trials is the reciprocal of the acceptance probability.
  • The formula: E[trials] = (n * max w_j) / (sum w_i).
  • This scales linearly with n and max weight, inversely with total sum.
  • For skewed weights, rejection sampling can be inefficient; consider alias method or Walker's algorithm.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q4

If the array is very large but probability mass is concentrated on a small number of indices, what optimizations would you consider and what are the trade-offs around time, memory, preprocessing, and update cost?

System DesignTechnical Trade-offsAlgorithms & Data Structures
Author's notes

This one opened up into a mini system design conversation.

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AI HintsAI Generated

Suggested Approach

Start by clarifying the problem context: what operations are needed (sampling, updates, queries) and what constraints exist (memory, latency). Then propose a hybrid data structure that exploits sparsity, such as a compressed sparse representation or a hash map for non-zero entries, and discuss trade-offs in time, memory, preprocessing, and update cost.

Pro tip: Emphasize that the optimal choice depends on the read/write ratio and whether the distribution is static or dynamic; mentioning real-world ML scenarios like embedding tables or recommendation systems shows practical insight.

1. Clarify requirements and constraints

Ask about the operations (sampling, updates, queries), frequency, latency requirements, and memory limits to tailor the solution.

2. Identify sparsity and propose representations

Recognize that probability mass is concentrated on few indices and suggest sparse representations like hash maps, sorted arrays of (index, weight), or compressed sparse row (CSR) format.

3. Analyze trade-offs

Compare time complexity for sampling and updates, memory overhead, preprocessing cost (e.g., building alias tables), and update cost (e.g., rebalancing).

4. Recommend a hybrid or adaptive approach

Propose a solution that combines dense and sparse structures, or uses caching for frequent indices, and discuss when to switch strategies based on workload.

5. Summarize and justify

Conclude with the best approach for the given scenario, highlighting how it balances the trade-offs and meets the requirements.

Key Points to Mention

  • Sparse data structures: hash maps, sorted arrays, CSR/CSC formats
  • Sampling algorithms: alias method, cumulative sum with binary search, rejection sampling
  • Time-memory trade-offs: O(1) sampling with O(n) preprocessing vs O(log n) sampling with O(k) memory
  • Update cost: dynamic updates may require rebalancing or incremental updates to alias tables
  • Preprocessing cost: building alias tables or cumulative sums can be expensive for large arrays
  • Real-world ML applications: embedding tables, recommendation systems, and probabilistic models with sparse distributions

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.