2013 AdClickPredictionAViewfromtheTr

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Abstract

Predicting ad click-through rates (CTR) is a massive-scale learning problem that is central to the multi-billion dollar online advertising industry. We present a selection of case studies and topics drawn from recent experiments in the setting of a deployed CTR prediction system. These include improvements in the context of traditional supervised learning based on an FTRL-Proximal online learning algorithm (which has excellent sparsity and convergence properties) and the use of per-coordinate learning rates.

We also explore some of the challenges that arise in a real-world system that may appear at first to be outside the domain of traditional machine learning research. These include useful tricks for memory savings, methods for assessing and visualizing performance, practical methods for providing confidence estimates for predicted probabilities, calibration methods, and methods for automated management of features. Finally, we also detail several directions that did not turn out to be beneficial for us, despite promising results elsewhere in the literature. The goal of this paper is to highlight the close relationship between theoretical advances and practical engineering in this industrial setting, and to show the depth of challenges that appear when applying traditional machine learning methods in a complex dynamic system.

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 AuthorvolumeDate ValuetitletypejournaltitleUrldoinoteyear
2013 AdClickPredictionAViewfromtheTrD. Sculley
Michael Young
H. Brendan McMahan
Gary Holt
Dietmar Ebner
Julian Grady
Lan Nie
Todd Phillips
Eugene Davydov
Daniel Golovin
Sharat Chikkerur
Dan Liu
Martin Wattenberg
Arnar Mar Hrafnkelsson
Tom Boulos
Jeremy Kubica
Ad Click Prediction: A View from the Trenches10.1145/2487575.24882002013