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机器学习在互联网广告中的应用. 庄宝童. Agenda. 介绍 机器学习应用 Common utility Advertiser Publisher user 总结. 为什么需要互联网广告?. 流量(用户)是互联网 公司的重要资产 互联网内容免费模式,需要流量变现来维持运营 广告收入占比: Google : 95% (2012 , http ://investor.google.com/financial/tables.html ) Facebook : 83% ( 2011 ) Baidu :? Alibaba :?
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机器学习在互联网广告中的应用 庄宝童
Agenda • 介绍 • 机器学习应用 • Common utility • Advertiser • Publisher • user • 总结
为什么需要互联网广告? • 流量(用户)是互联网公司的重要资产 • 互联网内容免费模式,需要流量变现来维持运营 • 广告收入占比: • Google :95% (2012,http://investor.google.com/financial/tables.html) • Facebook:83% (2011) • Baidu:? • Alibaba:? • 特点:效果量化可追踪,运营销售参与少,曝光成本低 • 对互联网广告公司而言,是一种理想的“印钞机”商业模式(吴军,《浪潮之巅》)
我们需要什么样的广告? Find the best match between a given userin a given contextand a suitable advertisement -- Andrei Broder and Dr. Vanja 2011
Pick best ads Ads Ad Network Page User Publisher Response rates (click, conversion, ad-view) Bids conversion Auction Statistical model Select argmax f(bid, rate) Advertisers
Players in the ecosystem • Publisher’s utility:Revenue,user engagement • Advertiser ‘s utility:ROI • User’s utility:relevance
mechanism design • 合同定价( futures market),CPM 或 CPT 计价 • 拍卖定价(spot market) • GFP • GSP • VCG • 计价方式 • CPM (Cost per Mille-impressions): publisher 风险最小,如 yahoo,sina的品牌广告 • CPC (Cost per Click) : publisher 和 advertiser 风险共担,googleadwords,百度凤巢等大部分属于此类 • CPA (cost per Action):advertiser 风险最小,如淘宝客。
CPC 的ranking functions • Bid ranking:bid • 源于goto.com (overture 前身,后被yahoo收购) • Revenue ranking:CTR * bid • Google 首创 • 核心问题:CTR prediction
model P(click | user, ad, context) • ad : creative, bid-terms, landing page, campaign, advertiser, format (text/image/video), size, etc. • user : cookie, demo, geo, behavioral, activity history • context : query, publisher, page-content, session, time
algorithms • Logistic Regression + feature engineering (google, yahoo, baidu, facebook , etc) • Microsoft (BaysianProbit Regression) • Google : boosting http://users.soe.ucsc.edu/~niejiazhong/slides/chandra.pdf • Taobao (Mixture of Logistic Regression) • trends:big data + nonlinear/feature learning
challenges • Sparsity: use Natural hierarchies or Auto-generated hierarchies • Missing data • Bias:position,ad category,etc • Dynamical /seasonal effects • Spam/noisy data
features • Features: • Click feedback features (COEC) • Query features • Query-ad text matching features • Preprocess: • 离散化 分段 • 特征交叉 • 层次特征—处理稀疏性(variance bias trade-off) • 特征平滑,变换
training • 训练集 • 正负样本分层采样 – imbalance training 问题 • Instances:1B • Features:10B • 分布式训练 • MPI (baidu, taobao) • map reduce (google)
Evaluation • Offline evaluation • MSE, MAE • AUC • Online A/B test • 分层实验平台(google,Overlapping Experiment Infrastructure: More, Better, Faster Experimentation) • 正态/二项分布样本的假设检验
实践 • 实时计算,性能问题 • 简单有效的候选集选取 • 精确计算 • Online learning
Ad 2 Ad 1 Probability density CTR Explore/Exploit • 低 mean ,高方差的 ads 应该給予展示机会 • E.g. Consider 2 ads (same bids) • Goal: Select most popular • CTR1 ~ (mean=.01,var=.1), CTR2~ (mean=.05,var~0)
E&E 常用算法 • Upper confidence bound policy (UCB) • Mean + uncertainty-estimate • mean + k* sd(estimator) • Thompson sampling • 从 posterior 里随机采样,比较适合 Bayesian 类的算法 • 问题 • 广告集合巨大,explore 代价过大 • 跟传统 Multi-Arms bandits 问题不太一样,广告集合是动态的,且每次会选择多个
Advertiser’s perspective • Keyword selection • Bid optimization • Smart pricing • Anti fraud • Impression forecasting: time series • Smooth delivery: allocation algorithms
CVR prediction • 用途: • Smart pricing :外部流量千差万别,广告主没有精力也能力做分媒体的出价,需要按照点击价值进行智能出价 (Google, smart pricing grows the pie),以保证广告主的ROI • DSP: real time bidding • CPA 模式的rank function:ctr * cvr * bid • 做法:与CTR预估问题类似,但更困难 • 转化数据获取困难,且更为稀疏 • 不同广告主的转化定义不一致
User’s perspective • User fatigue • User privacy • Behavioral targeting / retargeting • Query intent • Low quality ads detection(google, detecting adversarial advertisements in the wild)
Publisher’s perspective • Revenue • User engagement