← CVS Health Interview Insights
Structure your answer as a walkthrough of the pipeline, emphasizing reproducibility, correct temporal ordering, and leakage prevention. Explain each component's purpose and how they fit together, and justify key design choices like class balancing and calibration. Conclude by discussing evaluation metrics and the leakage risk.
Pro tip: Mention that you set random_state for all stochastic components and use a Pipeline to encapsulate all preprocessing to prevent data leakage during cross-validation. Also, note that probability calibration should be done on a separate calibration set or via cross-validation to avoid overfitting.
Split the data temporally: use earlier data for training and later data for validation to mimic real-world deployment. Ensure no future data leaks into training.
Create separate pipelines for numeric and categorical features: impute missing values, scale numeric features, and one-hot encode categorical features. Wrap in a ColumnTransformer for seamless integration.
Use logistic regression with class_weight='balanced' and tune C via GridSearchCV or RandomizedSearchCV with stratified cross-validation on the training set. Optimize for ROC AUC or PR AUC.
Evaluate on validation set using ROC AUC and PR AUC. Tune probability threshold to maximize F1 score. Calibrate probabilities using a separate calibration set or cross-validation to ensure reliable probabilities.
Compute permutation feature importance on the validation set to understand model drivers. Identify and explain one target leakage risk, such as using future purchase history or session counts that include post-subscription behavior.
AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.