I started with feature engineering and the interviewer kind of let me run with it, which in hindsight was a trap because I spent way too long there and barely touched the serving layer.
Start by clarifying the business objective and success metrics, then outline the end-to-end ML pipeline from data collection to deployment. Emphasize trade-offs between model complexity, latency, and scalability, and discuss how to handle challenges like delayed feedback and class imbalance.
Pro tip: Highlight the importance of defining a clear proxy for conversions (e.g., view-through conversions) and designing an experimentation framework to measure incremental lift, as correlation vs. causation is critical in ad systems.
Ask questions to understand the goal: predict conversions (e.g., purchase, sign-up) after ad exposure. Define success metrics like AUC, calibration, and business KPIs (e.g., ROI, incremental conversions).
Identify data sources: user demographics, ad content, context, historical interactions. Discuss feature engineering for user, ad, and context, and handle challenges like delayed conversion labels and class imbalance.
Choose models (e.g., logistic regression, GBDT, deep neural networks) based on scale and latency. Address techniques for imbalanced data (e.g., resampling, focal loss) and delayed feedback (e.g., survival analysis, positive-unlabeled learning).
Design offline evaluation (time-based split, holdout) and online A/B testing. Discuss metrics like AUC, PR-AUC, calibration, and business impact. Consider counterfactual evaluation to measure incremental lift.
Plan for scalable serving (low latency, high throughput), model versioning, and monitoring for drift and performance degradation. Discuss retraining frequency and feedback loops.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.