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.
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