Earlier quoted context omitted.
Thanks for this; I really appreciate the detail here. There seems to be a lack of these kinds of explanations around. One piece did give me a bit of surprise: You might also need to implement the inference code as well to get the speed you need I've never had the super-low-latency requirements you have, but as you point out this seems amazingly error-prone. I'd love to hear anything else you can share about the cost-…
Yeah, the requirements are pretty different than most Data Science teams, especially the very low latency requirements. The constraints force us to use simple models like linear regression and logistic regression some of the time or at least as a version 1. The inference here is straightforward, multiply and add then take the sigmoid if doing logistic regression. What we tried to do initially was integrate with C/C++…
Part of me is thankful to not have these problems, while another part thinks it'd be a lot of fun to do this kind of last-mile engineering.