Adversarial Gradient Driven Exploration for Deep Click-Through Rate Prediction

Nowadays, data-driven deep neural models have already shown remarkable progress on Click-through Rate (CTR) prediction. Unfortunately, the effectiveness of such models may fail when there are insufficient data. To handle this issue, researchers often adopt exploration strategies to examine items based on the estimated reward, e.g., UCB or Thompson Sampling. In the context of Exploitation-and-Exploration for CTR prediction, recent studies have attempted to utilize the prediction uncertainty along with model prediction as the reward score. However, we argue that such an approach may make the final ranking score deviate from the original distribution, and thereby affect model performance in the online system. In this paper, we propose a novel exploration method called \textbf{A}dversarial \textbf{G}radient Driven \textbf{E}xploration (AGE). Specifically, we propose a Pseudo-Exploration Module to simulate the gradient updating process, which can approximate the influence of the samples of to-be-explored items for the model. In addition, for better exploration efficiency, we propose an Dynamic Threshold Unit to eliminate the effects of those samples with low potential CTR. The effectiveness of our approach was demonstrated on an open-access academic dataset. Meanwhile, AGE has also been deployed in a real-world display advertising platform and all online metrics have been significantly improved.

Learned ISTA with Error-based Thresholding for Adaptive Sparse Coding

The learned iterative shrinkage thresholding algorithm (LISTA) introduces deep unfolding models with learnable thresholds in some shrinkage functions for sparse coding. Drawing on some theoretical insights, we advocate an error-based thresholding (EBT) mechanism for LISTA, which leverages a function of the layer-wise reconstruction error to suggest an appropriate threshold value for each observation on each layer. We show that the EBT mechanism well disentangles the learnable parameters in the shrinkage functions from the reconstruction errors, making them more adaptive to the various observations. With rigorous theoretical analyses, we show that the proposed EBT can lead to a faster convergence on the basis of LISTA and its variants, in addition to its higher adaptivity. Extensive experimental results confirm our theoretical analyses and verify the effectiveness of our methods.

CAN: Revisiting Feature Co-Action for Click-Through Rate Prediction

Inspired by the success of deep learning, recent industrial Click-Through Rate (CTR) prediction models have made the transition from traditional shallow approaches to deep approaches. Deep Neural Networks (DNNs) are known for its ability to learn non-linear interactions from raw feature automatically, however, the non-linear feature interaction is learned in an implicit manner. The non-linear interaction may be hard to capture and explicitly model the \textit{co-action} of raw feature is beneficial for CTR prediction. \textit{Co-action} refers to the collective effects of features toward final prediction. In this paper, we argue that current CTR models do not fully explore the potential of feature co-action. We conduct experiments and show that the effect of feature co-action is underestimated seriously. Motivated by our observation, we propose feature Co-Action Network (CAN) to explore the potential of feature co-action. The proposed model can efficiently and effectively capture the feature co-action, which improves the model performance while reduce the storage and computation consumption. Experiment results on public and industrial datasets show that CAN outperforms state-of-the-art CTR models by a large margin. Up to now, CAN has been deployed in the Alibaba display advertisement system, obtaining averaging 12\% improvement on CTR and 8\% on RPM.

Learning Fast Approximations of Sparse Nonlinear Regression

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for sparse nonlinear regression problems, a similar idea is rarely exploited due to the complexity of nonlinearity. In this work, we bridge this gap by introducing the Nonlinear Learned Iterative Shrinkage Thresholding Algorithm (NLISTA), which can attain a linear convergence under suitable conditions. Experiments on synthetic data corroborate our theoretical results and show our method outperforms state-of-the-art methods.

Res-embedding for Deep Learning Based Click-Through Rate Prediction Modeling

Recently, click-through rate (CTR) prediction models have evolved from shallow methods to deep neural networks. Most deep CTR models follow an Embedding\&MLP paradigm, that is, first mapping discrete id features, e.g. user visited items, into low dimensional vectors with an embedding module, then learn a multi-layer perception (MLP) to fit the target. In this way, embedding module performs as the representative learning and plays a key role in the model performance. However, in many real-world applications, deep CTR model often suffers from poor generalization performance, which is mostly due to the learning of embedding parameters. In this paper, we model user behavior using an interest delay model, study carefully the embedding mechanism, and obtain two important results: (i) We theoretically prove that small aggregation radius of embedding vectors of items which belongs to a same user interest domain will result in good generalization performance of deep CTR model. (ii) Following our theoretical analysis, we design a new embedding structure named res-embedding. In res-embedding module, embedding vector of each item is the sum of two components: (i) a central embedding vector calculated from an item-based interest graph (ii) a residual embedding vector with its scale to be relatively small. Empirical evaluation on several public datasets demonstrates the effectiveness of the proposed res-embedding structure, which brings significant improvement on the model performance.