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Estimate and validate weights for engagement actions

Last updated: Mar 29, 2026

Quick Overview

This question evaluates statistical modeling and inference skills including constrained weighting, uncertainty quantification, multicollinearity and sparsity handling, cross-validation, and the comparison of frequentist and Bayesian approaches.

  • hard
  • Meta
  • Statistics & Math
  • Data Scientist

Estimate and validate weights for engagement actions

Company: Meta

Role: Data Scientist

Category: Statistics & Math

Difficulty: hard

Interview Round: Technical Screen

You need a principled weighting scheme for actions to construct a socialness score S = w_like*Likes + w_comment*Comments + w_share*Shares at the impression level. Propose and justify a statistical approach that: (i) estimates non-negative weights under a normalization constraint (e.g., sum to 1) so that S best predicts a downstream binary outcome Y (e.g., viewer sends a message or follows the author within 7 days); (ii) provides uncertainty for each weight (CIs) and tests whether weights differ significantly; (iii) handles multicollinearity between action types and sparsity; (iv) validates out-of-sample via cross-validation and sensitivity to alternative targets (e.g., retention D+1). Outline one frequentist method (e.g., constrained logistic regression with standardized covariates and probability-to-weight mapping) and one Bayesian alternative (e.g., hierarchical prior on weights with Dirichlet or log-normal constraints), and explain how you would compare them. State any assumptions required and how violations would bias S.

Quick Answer: This question evaluates statistical modeling and inference skills including constrained weighting, uncertainty quantification, multicollinearity and sparsity handling, cross-validation, and the comparison of frequentist and Bayesian approaches.

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Meta
Oct 13, 2025, 9:49 PM
Data Scientist
Technical Screen
Statistics & Math
2
0
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Goal

Design a principled weighting scheme for impression-level actions to construct a socialness score

S = w_like · Likes + w_comment · Comments + w_share · Shares

that predicts a downstream binary outcome Y (e.g., viewer sends a message or follows the author within 7 days).

Requirements

  1. Estimate non-negative weights under a normalization constraint (sum to 1), so that S best predicts Y.
  2. Provide uncertainty for each weight (confidence intervals) and tests for weight differences.
  3. Handle multicollinearity between actions and sparsity (rare actions).
  4. Validate out-of-sample via cross-validation and sensitivity to alternative targets (e.g., D+1 retention).
  5. Outline one frequentist method (e.g., constrained logistic regression with standardized covariates and a probability-to-weight mapping) and one Bayesian alternative (e.g., hierarchical prior with Dirichlet or log-normal/softmax constraints), and explain how to compare them.
  6. State assumptions and how violations would bias S.

Context and Notation

  • Data: impressions i = 1,...,N with action features X_i = (Likes_i, Comments_i, Shares_i), typically sparse and correlated.
  • Target: Y_i ∈ {0,1} indicating whether a downstream event occurred within a fixed window.
  • Objective: choose w = (w_like, w_comment, w_share), w_j ≥ 0, ∑_j w_j = 1, so that S_i = wᵀ X_i is maximally predictive of Y.
  • Practical issues: different action scales, rare actions, potential leakage (ensure action window precedes Y window), repeated users/authors.

Solution

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