TikTok·Data Scientist·Technical Phone Screen
- You have two features A and B with a correlation of 0.98 in a binary classification problem. How would you compute or estimate VIF for each, and what thresholds would you use to flag problematic multicollinearity?
- When two features are near-duplicates, how do SHAP values behave differently under interventional versus conditional SHAP, and why can attributions become unstable or split unpredictably between the two?
- Walk through a defensible interpretation workflow for a model where two features are near-duplicates. What diagnostics would you run, and what would you expect to see?
- What modeling changes would you recommend to handle near-duplicate features, both for a logistic regression and a gradient-boosted tree? How would you validate that you haven't sacrificed predictive performance while improving interpretability?
“VIF I knew cold, regress each feature on the rest and use 1/(1-R^2).”