Backtesting ML pipelines before rollout

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Backtesting bridges the gap between offline metrics and production behavior. It prevents surprises by replaying real workloads through new code and models.

Ingredients of a good backtest

  • Golden datasets: curated inputs with expected outputs for core user journeys.
  • Replay harness: stream historical traffic with time travel and deterministic feature pipelines.
  • Failure injection: simulate nulls, outages, and schema drifts to validate resilience.

When to run it

  • Before every canary rollout and when dependencies change (feature store schemas, upstream services).
  • As part of incident postmortems to codify new regression checks.
  • On schedule for critical services (daily/weekly) with alerts when deltas breach thresholds.

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