Deep Landscape Forecasting for Real-time Bidding Advertising

The emergence of real-time auction in online advertising has drawn huge attention of modeling the market competition, i.e., bid landscape forecasting. The problem is formulated as to forecast the probability distribution of market price for each ad auction. With the consideration of the censorship issue which is caused by the second-price auction mechanism, many researchers have devoted their efforts on bid landscape forecasting by incorporating survival analysis from medical research field. However, most existing solutions mainly focus on either counting-based statistics of the segmented sample clusters, or learning a parameterized model based on some heuristic assumptions of distribution forms. Moreover, they neither consider the sequential patterns of the feature over the price space. In order to capture more sophisticated yet flexible patterns at fine-grained level of the data, we propose a Deep Landscape Forecasting (DLF) model which combines deep learning for probability distribution forecasting and survival analysis for censorship handling. Specifically, we utilize a recurrent neural network to flexibly model the conditional winning probability w.r.t. each bid price. Then we conduct the bid landscape forecasting through probability chain rule with strict mathematical derivations. And, in an end-to-end manner, we optimize the model by minimizing two negative likelihood losses with comprehensive motivations. Without any specific assumption for the distribution form of bid landscape, our model shows great advantages over previous works on fitting various sophisticated market price distributions. In the experiments over two large-scale real-world datasets, our model significantly outperforms the state-of-the-art solutions under various metrics.Comment: KDD 2019. The reproducible code and dataset link is https://github.com/rk2900/DL

Product-based Neural Networks for User Response Prediction

Predicting user responses, such as clicks and conversions, is of great importance and has found its usage in many Web applications including recommender systems, web search and online advertising. The data in those applications is mostly categorical and contains multiple fields; a typical representation is to transform it into a high-dimensional sparse binary feature representation via one-hot encoding. Facing with the extreme sparsity, traditional models may limit their capacity of mining shallow patterns from the data, i.e. low-order feature combinations. Deep models like deep neural networks, on the other hand, cannot be directly applied for the high-dimensional input because of the huge feature space. In this paper, we propose a Product-based Neural Networks (PNN) with an embedding layer to learn a distributed representation of the categorical data, a product layer to capture interactive patterns between inter-field categories, and further fully connected layers to explore high-order feature interactions. Our experimental results on two large-scale real-world ad click datasets demonstrate that PNNs consistently outperform the state-of-the-art models on various metrics.Comment: 6 pages, 5 figures, ICDM201

Deep Recurrent Survival Analysis

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with survivorship bias. Many works have been proposed for survival analysis ranging from traditional statistic methods to machine learning models. However, the existing methodologies either utilize counting-based statistics on the segmented data, or have a pre-assumption on the event probability distribution w.r.t. time. Moreover, few works consider sequential patterns within the feature space. In this paper, we propose a Deep Recurrent Survival Analysis model which combines deep learning for conditional probability prediction at fine-grained level of the data, and survival analysis for tackling the censorship. By capturing the time dependency through modeling the conditional probability of the event for each sample, our method predicts the likelihood of the true event occurrence and estimates the survival rate over time, i.e., the probability of the non-occurrence of the event, for the censored data. Meanwhile, without assuming any specific form of the event probability distribution, our model shows great advantages over the previous works on fitting various sophisticated data distributions. In the experiments on the three real-world tasks from different fields, our model significantly outperforms the state-of-the-art solutions under various metrics.Comment: AAAI 2019. Supplemental material, slides, code: https://github.com/rk2900/drs