Solve linear regression with the normal equations: derive the closed form and implement it stably.
A build-it-yourself check on the least-squares closed form and the numerical traps hiding in it. What matters is deriving the normal equations, understanding why you never invert explicitly, and reaching for lstsq or the SVD instead. The code follows.
Updated Sep 2026 · Grounded in real GenAI, LLM, and AI/ML engineering interview loops and written to a senior-engineer editorial bar.
A build-it-yourself check on the least-squares closed form and the numerical traps hiding in it. What matters is deriving the normal equations, understanding why you never invert explicitly, and reaching for lstsq or the SVD instead. The code follows.
Lead with where the obvious approach breaks, because that is the judgment they are screening for — most candidates jump straight to the happy path and lose the room.
Then walk the failure back through the pipeline in order, naming the one metric the customer's exec sponsor actually cares about before you propose the fix.