The 60-second answer
Model log-odds as a linear function of features and map them to probabilities with sigmoid; multiclass commonly uses softmax. Train with negative log likelihood / cross-entropy and use regularization to control variance or induce sparsity.
Build the answer in this order
Model log-odds as a linear function of features and map them to probabilities with sigmoid; multiclass commonly uses softmax.
Train with negative log likelihood / cross-entropy and use regularization to control variance or induce sparsity.
Evaluate discrimination and calibration separately, then set thresholds from product error costs.
Check feature scaling, collinearity, separation, leakage, and base-rate shift.
A useful interview mental model
This is the shape of a strong answer—not a script to memorize.
Senior-level signal
- Perfect separation can make unregularized maximum-likelihood coefficients diverge.
- In production, calibration and prevalence shift often matter more than small AUC differences.
What the interviewer is really testing
Likely follow-up questions
Common weak-answer patterns
- Reciting a definition without mechanism or assumptions.
- Claiming one technique is always better without a data regime.
- Stopping before failure modes, validation, or deployment implications.