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Optimize an Underperforming Model

Hard
HardModel EvaluationHyperparameter TuningCross-ValidationBias-Variance TradeoffAsked 5 times

Problem

You have a model in production that is underperforming against business goals. Describe how you would optimize it in a structured way, using validation results, error analysis, and operating threshold decisions rather than trial and error.

Representative Context

Model·Gradient boosted treesUse case·Binary classifier for trade review routing in AladdinMain issue·High train to validation gap and weak precision at current thresholdPositive rate·7.8%

Current Performance

  • Training AUC: 0.91
  • Cross validation AUC: 0.78
  • Production AUC: 0.76
  • Precision: 0.29
  • Recall: 0.61
  • Review queue rate: 18.4%
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