Build a regularized regression pipeline
Company: Voleon Group
Role: Data Scientist
Category: Machine Learning
Difficulty: hard
Interview Round: Technical Screen
Using the cleaned data from the previous task, predict signups from spend, clicks, cpc, region, and a time trend extracted from date. In scikit-learn, implement: (a) a ColumnTransformer with numeric features (spend, clicks, cpc, time_index) scaled via StandardScaler and categorical region encoded via OneHotEncoder(handle_unknown='ignore'); (b) a decision—based on a quick diagnostic—whether to apply log1p to the target; (c) PolynomialFeatures(degree=2) on numeric features; (d) a Pipeline that tunes Ridge, Lasso, and ElasticNet via GridSearchCV with 5-fold CV (or TimeSeriesSplit if temporal dependence is detected) and uses nested CV to estimate generalization. Use RMSE as the primary metric; report RMSE and R^2 on a held-out test set created before any CV, ensuring no leakage by fitting all preprocessing within the pipeline. After selecting the best model, extract and rank the top 10 features by absolute standardized effect, mapping one-hot feature names back to human-readable form. Save the model to disk and show code to reload and score new data. Include a concise rationale for each modeling choice.
Quick Answer: This question evaluates a candidate's competency in building an end-to-end regularized regression pipeline in scikit-learn, covering feature engineering and polynomial expansion, categorical encoding, target‑transform diagnostics, penalized linear model selection and tuning (Ridge/Lasso/ElasticNet), cross‑validation strategies including TimeSeriesSplit, leakage prevention, nested evaluation, feature effect ranking, and model persistence. Commonly asked in Machine Learning interviews for Data Scientist roles, it tests practical application skills in the Machine Learning domain and requires both hands-on implementation proficiency and conceptual understanding of validation design, target transformations, and interpretability, with emphasis on practical application augmented by conceptual judgment.