I knew the math going in but writing it cleanly under time pressure was a different story.
Start by clarifying the problem and assumptions (e.g., loss function, initialization, convergence criteria). Then outline the forward pass, loss computation, and gradient derivation for weights and bias, followed by the update rule. Finally, discuss implementation details, complexity, and potential optimizations or trade-offs.
Pro tip: Demonstrate production awareness by mentioning vectorization for efficiency and numerical stability techniques like feature scaling or gradient clipping, which are crucial for large-scale systems at Amazon.
Confirm the loss function (MSE), initialization (zeros or small random), and stopping criteria (fixed epochs). Ask about data size and performance expectations.
Compute gradients of MSE with respect to weights and bias: dW = (2/n) * X^T * (y_pred - y), db = (2/n) * sum(y_pred - y). Update using W = W - lr * dW, b = b - lr * db.
Use NumPy for vectorized operations to avoid loops. Precompute X^T or use efficient matrix multiplications. Handle bias by augmenting X with a column of ones or separately.
Iterate for the given epochs, updating weights and bias. After training, compute final predictions as X @ W + b. Return predictions, weights, and bias.
Discuss time complexity O(epochs * n * d) and space complexity O(n*d). Mention trade-offs: batch vs stochastic gradient descent, learning rate tuning, and convergence.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.