I spent way too long on feature engineering early on and kind of assumed the model analysis part would be quick.
Start by acknowledging the distribution shift and its implications, then outline a plan to build a robust regression model. Focus on techniques to detect and mitigate shift, such as importance weighting or domain adaptation, and emphasize evaluation using metrics that account for shift.
Pro tip: Demonstrate awareness that in real-world ML, distribution shift is the norm, not the exception. Propose a monitoring strategy to detect shift in production and a retraining pipeline to adapt over time.
Analyze the differences between train and test distributions using statistical tests (e.g., KS test) and visualize feature distributions. Quantify the shift's impact on a baseline model's performance.
Implement a simple regression model (e.g., linear regression) from scratch, train on the training set, and evaluate on both train and test sets to establish a performance baseline under shift.
Use importance weighting to reweight training samples based on their likelihood of appearing in the test distribution. Alternatively, consider domain adaptation methods or robust loss functions.
Tune hyperparameters using cross-validation that respects the shift (e.g., group by income bracket). Evaluate using metrics robust to shift, such as weighted RMSE or performance on shifted subsets.
Propose a production monitoring plan to detect future shift and a strategy for periodic retraining or online learning to maintain performance.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.