Machine Learning System Design Interview, issue 6, Nov 26, 2025
The Streaming Median Trap
Senior ML System Engineer interview at Google DeepMind, and the interviewer asks:
“We need to detect fraud in real-time. Write a function to calculate the running Global Median of transaction values coming from the payment stream.”
Why exact statistics crash real-time fraud systems - and how sketching algorithms save you from OOM failure.
The full answer, with the mechanism and the arithmetic, is for paid subscribers on Substack.