I have attended a lot of interviews but I would rate this one as the worst.
I am ok with not getting shortlisted but the interviewer himself is confused about certain things, for eg. he was expecting me to talk about Regularization while talking about model evaluation metric. Regularization is a technique to prevent overfitting, this has nothing to do with evaluating a model. Also, he was expecting only the answer that he had in mind. In the field of data science, there is no pre-defined answer for a lot of problems, the answer will change depending upon the scenario.
Please have panelists who are well versed in the roles that they are interviewing. This shows the quality of people working in your company.
I also request re-evaluate the panelist internally.
I have never wanted to report an interview experience like this before but I have no choice now.