The delayed feedback problem is one of the imperative challenges in online advertising, which is caused by the highly diversified feedback delay of a conversion varying from a few minutes to several days. It is hard to design an appropriate online le
arning system under these non-identical delay for different types of ads and users. In this paper, we propose to tackle the delayed feedback problem in online advertising by Following the Prophet (FTP for short). The key insight is that, if the feedback came instantly for all the logged samples, we could get a model without delayed feedback, namely the prophet. Although the prophet cannot be obtained during online learning, we show that we could predict the prophets predictions by an aggregation policy on top of a set of multi-task predictions, where each task captures the feedback patterns of different periods. We propose the objective and optimization approach for the policy, and use the logged data to imitate the prophet. Extensive experiments on three real-world advertising datasets show that our method outperforms the previous state-of-the-art baselines.
The exploration/exploitation (E&E) dilemma lies at the core of interactive systems such as online advertising, for which contextual bandit algorithms have been proposed. Bayesian approaches provide guided exploration with principled uncertainty estim
ation, but the applicability is often limited due to over-simplified assumptions. Non-Bayesian bootstrap methods, on the other hand, can apply to complex problems by using deep reward models, but lacks clear guidance to the exploration behavior. It still remains largely unsolved to develop a practical method for complex deep contextual bandits. In this paper, we introduce Guided Bootstrap (GuideBoot for short), combining the best of both worlds. GuideBoot provides explicit guidance to the exploration behavior by training multiple models over both real samples and noisy samples with fake labels, where the noise is added according to the predictive uncertainty. The proposed method is efficient as it can make decisions on-the-fly by utilizing only one randomly chosen model, but is also effective as we show that it can be viewed as a non-Bayesian approximation of Thompson sampling. Moreover, we extend it to an online version that can learn solely from streaming data, which is favored in real applications. Extensive experiments on both synthetic task and large-scale advertising environments show that GuideBoot achieves significant improvements against previous state-of-the-art methods.
It is a popular belief that model-based Reinforcement Learning (RL) is more sample efficient than model-free RL, but in practice, it is not always true due to overweighed model errors. In complex and noisy settings, model-based RL tends to have troub
le using the model if it does not know when to trust the model. In this work, we find that better model usage can make a huge difference. We show theoretically that if the use of model-generated data is restricted to state-action pairs where the model error is small, the performance gap between model and real rollouts can be reduced. It motivates us to use model rollouts only when the model is confident about its predictions. We propose Masked Model-based Actor-Critic (M2AC), a novel policy optimization algorithm that maximizes a model-based lower-bound of the true value function. M2AC implements a masking mechanism based on the models uncertainty to decide whether its prediction should be used or not. Consequently, the new algorithm tends to give robust policy improvements. Experiments on continuous control benchmarks demonstrate that M2AC has strong performance even when using long model rollouts in very noisy environments, and it significantly outperforms previous state-of-the-art methods.
It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration. It is responsible for the unreliabil
ity of practical machine learning systems. For example, in online advertising, an ad can receive a click-through rate prediction of 0.1 over some population of users where its actual click rate is 0.15. In such cases, the probabilistic predictions have to be fixed before the system can be deployed. In this paper, we first introduce a new evaluation metric named field-level calibration error that measures the bias in predictions over the sensitive input field that the decision-maker concerns. We show that existing post-hoc calibration methods have limited improvements in the new field-level metric and other non-calibration metrics such as the AUC score. To this end, we propose Neural Calibration, a simple yet powerful post-hoc calibration method that learns to calibrate by making full use of the field-aware information over the validation set. We present extensive experiments on five large-scale datasets. The results showed that Neural Calibration significantly improves against uncalibrated predictions in common metrics such as the negative log-likelihood, Brier score and AUC, as well as the proposed field-level calibration error.
Click-through rate (CTR) prediction has been one of the most central problems in computational advertising. Lately, embedding techniques that produce low-dimensional representations of ad IDs drastically improve CTR prediction accuracies. However, su
ch learning techniques are data demanding and work poorly on new ads with little logging data, which is known as the cold-start problem. In this paper, we aim to improve CTR predictions during both the cold-start phase and the warm-up phase when a new ad is added to the candidate pool. We propose Meta-Embedding, a meta-learning-based approach that learns to generate desirable initial embeddings for new ad IDs. The proposed method trains an embedding generator for new ad IDs by making use of previously learned ads through gradient-based meta-learning. In other words, our method learns how to learn better embeddings. When a new ad comes, the trained generator initializes the embedding of its ID by feeding its contents and attributes. Next, the generated embedding can speed up the model fitting during the warm-up phase when a few labeled examples are available, compared to the existing initialization methods. Experimental results on three real-world datasets showed that Meta-Embedding can significantly improve both the cold-start and warm-up performances for six existing CTR prediction models, ranging from lightweight models such as Factorization Machines to complicated deep models such as PNN and DeepFM. All of the above apply to conversion rate (CVR) predictions as well.
Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games. However, these methods suffer from high variances and high sample co
mplexity. On the other hand, model-based reinforcement learning methods that learn the transition dynamics are more sample efficient, but they often suffer from the bias of the transition estimation. How to make use of both model-based and model-free learning is a central problem in reinforcement learning. In this paper, we present a new technique to address the trade-off between exploration and exploitation, which regards the difference between model-free and model-based estimations as a measure of exploration value. We apply this new technique to the PPO algorithm and arrive at a new policy optimization method, named Policy Optimization with Model-based Explorations (POME). POME uses two components to predict the actions target values: a model-free one estimated by Monte-Carlo sampling and a model-based one which learns a transition model and predicts the value of the next state. POME adds the error of these two target estimations as the additional exploration value for each state-action pair, i.e, encourages the algorithm to explore the states with larger target errors which are hard to estimate. We compare POME with PPO on Atari 2600 games, and it shows that POME outperforms PPO on 33 games out of 49 games.
Decision making is a challenging task in online recommender systems. The decision maker often needs to choose a contextual item at each step from a set of candidates. Contextual bandit algorithms have been successfully deployed to such applications,
for the trade-off between exploration and exploitation and the state-of-art performance on minimizing online costs. However, the applicability of existing contextual bandit methods is limited by the over-simplified assumptions of the problem, such as assuming a simple form of the reward function or assuming a static environment where the states are not affected by previous actions. In this work, we put forward Policy Gradients for Contextual Recommendations (PGCR) to solve the problem without those unrealistic assumptions. It optimizes over a restricted class of policies where the marginal probability of choosing an item (in expectation of other items) has a simple closed form, and the gradient of the expected return over the policy in this class is in a succinct form. Moreover, PGCR leverages two useful heuristic techniques called Time-Dependent Greed and Actor-Dropout. The former ensures PGCR to be empirically greedy in the limit, and the latter addresses the trade-off between exploration and exploitation by using the policy network with Dropout as a Bayesian approximation. PGCR can solve the standard contextual bandits as well as its Markov Decision Process generalization. Therefore it can be applied to a wide range of realistic settings of recommendations, such as personalized advertising. We evaluate PGCR on toy datasets as well as a real-world dataset of personalized music recommendations. Experiments show that PGCR enables fast convergence and low regret, and outperforms both classic contextual-bandits and vanilla policy gradient methods.
