Data Science Foundations¶
Workflow-centric perspective on practical data science: framing → data → analysis → modeling → communication.
1. Problem Framing¶
- Clarify objective: classification, regression, ranking, clustering, forecasting, causal inference
- Define success metrics & constraints (latency, interpretability, update cadence)
- Establish baseline (heuristic / simple model) early
2. Data Acquisition & Integrity¶
| Aspect | Checks |
|---|---|
| Schema | Column presence, types, constraints |
| Quality | Null % trends, unique counts, range bounds |
| Consistency | Cross-field logical rules (e.g., start_date <= end_date) |
| Drift | Distributional changes vs reference |
Automated validation example (Great Expectations-like idea):
import pandas as pd
def validate(df: pd.DataFrame):
assert 'price' in df
assert df['price'].ge(0).all()
3. Exploratory Data Analysis (EDA)¶
Goals: understand distributions, relationships, anomalies.
Statistical profiling: correlation matrix, mutual information, missingness heatmaps.4. Feature Extraction¶
| Type | Technique | Example |
|---|---|---|
| Numeric | Scaling, binning | Quantile bins for income |
| Categorical | One-hot, hashing | Hashing for high-cardinality IDs |
| Text | TF-IDF, embeddings | Sentence transformer vectors |
| Time | Lags, rolling stats | 7-day moving average |
| Aggregations | Group-based stats | user_id → mean session length |
5. Sampling & Splitting¶
- IID: random train/val/test split
- Temporal: forward chaining (walk-forward)
- Spatial / group: group-aware splitting to avoid leakage (e.g., user-level)
6. Statistical Foundations Snapshot¶
| Concept | Note |
|---|---|
| Bias/Variance | Trade-off controlling generalization |
| Central Limit Theorem | Sample mean ~ Normal for large n |
| Confidence Interval | Range capturing parameter with probability (under model) |
| Hypothesis Testing | p-value = probability of observing as extreme assuming H0 |
| Multiple Testing | Adjust (Bonferroni, FDR) |
7. Dimensionality Reduction¶
Use t-SNE/UMAP for visualization, not distance-preserving inference.8. Time Series (Brief)¶
Components: trend, seasonality, residual. Stationarity tests (ADF), differencing, rolling window features.
Avoid leakage: train only on past, validate forward.9. Causal vs Predictive¶
Predictive identifies association; causal isolates effect size (interventions). Tools: randomized experiments, propensity scoring, difference-in-differences, synthetic control.
10. Experimentation¶
| Design | Description |
|---|---|
| A/B Test | Random split traffic, compare metrics |
| Multi-armed Bandit | Adaptive allocation to better arms |
| Sequential Testing | Monitor with alpha spending controls |
11. Reproducibility Stack¶
| Layer | Practice |
|---|---|
| Data | Version raw + feature sets |
| Code | Git, code review |
| Environment | Lock dependencies (hashes) |
| Model | Store artifacts + params + metrics |
| Reports | Parameterized notebooks (Papermill) |
12. Communication & Storytelling¶
Structure: Problem → Approach → Key Findings → Limitations → Recommendations → Next Steps. Visual hierarchy: emphasize contrast, limit color palette, annotate critical points.
13. Data Ethics & Governance¶
PII handling, consent records, audit trails, security classification, minimization. Comply with retention policies.
14. Common Anti-Patterns¶
| Issue | Symptom | Mitigation |
|---|---|---|
| Overfitting to test set | Repeated tuning | Maintain untouched holdout |
| Silent data drift | Gradual performance decay | Scheduled validation monitors |
| Manual feature scripts | Inconsistency prod vs train | Central feature store |
| Glue notebooks | No reuse | Modularize + tests |
15. Interview Q & A (Data Science)¶
- How do you prevent leakage in feature engineering? Build features inside CV folds or time windows, exclude future info, separate pipelines.
- When choose AUC vs F1? F1 balances precision/recall; AUC threshold-independent ranking; pick metric matching business cost function.
- Explain bias vs variance tradeoff control levers. Regularization, model complexity, data quantity, ensembling.
- Why is cross-validation variance important? High variance across folds suggests instability; consider more data / simpler model.
- How detect concept drift? Statistical tests on joint distribution of (X,y), performance degradation; deploy shadow models.
- Difference between causal effect and correlation? Causal effect implies change under intervention; correlation is association possibly confounded.
- Pros/cons of feature hashing? Low memory, constant dimensionality; collisions, loss of interpretability.
- Approach for highly skewed target in regression? Log transform, quantile regression, robust loss (Huber), stratified sampling.
- Handling large categorical features with millions of levels? Hashing, embedding representations, frequency thresholds.
- Time series validation vs random split? Must maintain temporal order to avoid future leakage into past training.
- Why maintain a feature store? Ensures consistency between training and serving; reuse, lineage, governance.
- Methods to explain black-box model? SHAP, permutation importance, partial dependence, surrogate models.
- Evaluate recommendation system? Precision@k, Recall@k, MAP, NDCG, coverage, diversity, serendipity.
- Detect outliers robustly? Isolation forest, robust covariance, density-based (LOF), IQR method.
- Role of data contracts? Formal schema + SLA preventing silent upstream breaking changes.
Last updated: Sep 2025