Statistical Techniques in ML

Statistical concepts and approaches are critical for success in machine learning projects from data collection to model evaluation. This guide systematically prepares ML interview candidates for statistical coding challenges through practical implementations, focusing on common interview requirements and implementation pitfalls. We emphasize computational efficiency, numerical stability, and interpretation skills needed for real-world ML systems.

Core Knowledge

  • Probability Foundations

    • Basic Probability
    • Essential Probability Distributions
    • Multivariate Analysis
  • Statistical Computations

    • Distribution Properties
    • Efficient Algorithms
  • Hypothesis Testing

    • Test Selection Criteria
    • Critical Implementations
  • ML-Specific Statistics

    • Model Diagnostics
    • Evaluation Metrics

Key Questions

Common Pitfalls

Extended Questions

Applications of Stats in ML

  • Model Validation
    • Confidence intervals for classification metrics
    • Statistical significance of model improvements
  • Feature Engineering
    • Correlation analysis for feature selection
    • Multicollinearity detection in linear models
  • Experimentation
    • A/B test power analysis implementation
    • Causal impact estimation in observation