Applied ML
Recommender systems, time-series forecasting and A/B testing look like three unrelated topics, but interviews hit them with the same question: how do you know your number is real? In each one the model is comparatively easy and the danger lives in the evaluation, because the natural, obvious way to measure performance quietly leaks the very thing you are trying to estimate.
A recommender scored on its own impression log only rewards repeating yesterday's ranking. A forecast validated with random k-fold has trained on the future. An A/B test watched every morning crosses the significance line by chance long before the effect is real. Each layer below teaches the mental model first, then names the trap that turns a confident offline win into a flat — or negative — result in production.
- Recommender systems — collaborative vs content-based filtering, matrix factorization, the two-stage candidate-generation + ranking architecture, implicit feedback, cold start, and why offline ranking metrics disagree with online tests.
- Time-series forecasting — stationarity and differencing, why random k-fold leaks the future, rolling-origin backtesting, seasonality, classical models vs GBDT, multi-step strategies, and metrics that survive near zero.
- A/B testing — hypotheses and power, sample size and MDE, p-values vs confidence intervals, why peeking inflates false positives, CUPED variance reduction, and validity checks like SRM.