Build models for housing and wind power prediction

Quick Overview

This question evaluates ML system design and applied modeling competencies, including data assumptions, preprocessing, feature engineering, model selection, validation strategies, temporal leakage handling, and end-to-end pipeline construction for a binary housing-affordability classifier and a time-series regression for wind-farm power prediction.

Build models for housing and wind power prediction

Company: Citadel

Role: Software Engineer

Category: ML System Design

Difficulty: hard

Interview Round: Take-home Project

Two-part machine-learning OA. 1) Classification: Predict whether someone can buy a house ("can/cannot buy"). Specify your data assumptions, preprocessing, feature design, model choice, validation strategy, and evaluation metrics for this binary prediction. 2) Regression: Predict wind-farm power output from weather recordings. Files: train.csv, test.csv, sample submission.csv. Target: 'power output'. For each record in test.csv, predict 'power output' and submit a CSV (submissions.csv) with a header row and exactly two columns: id, power output. Describe your end-to-end approach (data checks, feature engineering, time-aware validation to avoid leakage, model selection/tuning, metrics) and outline the training/inference pipeline.

Quick Answer: This question evaluates ML system design and applied modeling competencies, including data assumptions, preprocessing, feature engineering, model selection, validation strategies, temporal leakage handling, and end-to-end pipeline construction for a binary housing-affordability classifier and a time-series regression for wind-farm power prediction.

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Sep 6, 2025, 12:00 AM
hardSoftware EngineerTake-home ProjectML System Design
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Two-Part Machine Learning Take-Home

Part 1 — Binary Classification: "Can Buy" vs "Cannot Buy"

Given applicant and market data, design a binary classifier to predict whether an applicant can buy a house (labels: can buy, cannot buy). Specify the following:

  1. Data assumptions and label definition.
  2. Preprocessing steps (missing values, outliers, leakage guards, encoding, scaling).
  3. Feature design (engineered affordability features, credit/market features).
  4. Model choice and rationale (including interpretability/calibration if applicable).
  5. Validation strategy (splits, class imbalance handling, threshold selection).
  6. Evaluation metrics and decision thresholding (including business-aligned metrics).

Part 2 — Regression: Wind-Farm Power Output

You are provided three files: train.csv, test.csv, sample_submission.csv. The target column is power output in train.csv. For each record in test.csv, predict power output and produce a submissions.csv with exactly two columns and a header: id, power output.

Describe your end-to-end approach:

  1. Data checks and exploratory analysis (schema, leakage risks, target sanity checks).
  2. Feature engineering (physics-aware, statistical, temporal, and interaction features).
  3. Time-aware validation to avoid leakage (rolling/sliding windows; lag construction).
  4. Model selection and tuning approach (baselines through advanced models).
  5. Metrics (primary/secondary) and error analysis.
  6. Training and inference pipeline, including how you would generate submissions.csv.

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