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Training/Serving Skew in a Velocity Feature
A post-launch audit finds that the model's top feature by importance,
card_txn_count_1h, is computed two different ways: online, a Flink job
maintains a rolling count per card in Redis using 10-second tumbling
sub-buckets summed over the last 6 buckets; offline, the training
pipeline back-fills the same feature with a SQL self-join over the
transactions table using exact timestamps.
- Describe a concrete scenario where these two computations disagree for the same transaction, and what effect that has on the model.
- How would you detect this kind of skew in production before it shows up as a fraud-rate regression?
- Propose a fix that eliminates the disagreement at its root, not just patches the symptom.
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