Yes, it’s a given you need to understand what the different techniques are doing and when to apply them, but rarely to the level of depth expected in these white-board interviews that are often just thinly-disguised ways to grill and belittle nervous candidates.
If I could redo my twenties, I would tell myself to choose some topic I cared about, find publicly available data on that topic, and just start exploring the dataset with basic pivot tables and graphs. Ideally write up what you found and publish it somewhere. As you find interesting things in your data you'll naturally start asking more questions and you'll learn modeling techniques as a function of those questions and writing about will help you become a clear communicator (this matters far more than technical knowledge)
If I could redo my twenties, I would tell myself to choose some topic I cared about, find publicly available data on that topic, and just start exploring the dataset with basic pivot tables and graphs. Ideally write up what you found and publish it somewhere. As you find interesting things in your data you'll naturally start asking more questions and you'll learn modeling techniques as a function of those questions and writing about will help you become a clear communicator (this matters far more than technical knowledge)