bias variance

The most frequent ML fundamentals question, and a subtle seniority check: anyone can repeat the definition, but can you break down the error and convert it into a concrete debugging plan?

Ensembles dominate tabular ML, and this question tests whether you grasp that they attack different parts of the error. The signal is bagging-reduces-variance vs boosting-reduces-bias and why GBMs win on tabular data. Here is the answer.

Classic bias-variance predicts that larger models eventually overfit, but deep nets keep improving even after they memorize the data. What shows depth is explaining the second descent and why over-parameterized models generalize. Here is the answer.