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Foundations

Importance Sampling

Estimating an expectation under p while sampling from q, by reweighting each sample by p(x)/q(x).

Why interviewers ask about it

PPO's clipped ratio is a variance-bounded importance weight. Off-policy evaluation of a recommender is the same idea. Always mention the infinite-variance failure mode and effective sample size.

Related terms

RLHF

SFT, then a Bradley–Terry reward model on human preference pairs, then PPO with a KL penalty to the reference policy.

This term is part of the free AI/ML Engineer interview preparation module - browse the full glossary for every definition.