extended-abstract Share on International Workshop on Deep Learning Practice for High-Dimensional Sparse Data with RecSys 2023 Authors: Ruiming Tang Huawei Noah's Ark Lab, China Huawei Noah's Ark Lab, China 0000-0002-9224-2431View Profile , Xiaoqiang Zhu Mobvista Group, China Mobvista Group, China 0000-0001-7486-0853View Profile , Junfeng Ge Alibaba Group, China Alibaba Group, China 0000-0001-8435-0443View Profile , Kuang-chih Lee Alibaba Group, USA Alibaba Group, USA 0009-0007-5198-9866View Profile , Biye Jiang Alibaba Group, China Alibaba Group, China 0009-0001-5814-1581View Profile , Xingxing Wang Meituan, China Meituan, China 0000-0002-2655-3928View Profile , Han Zhu Alibaba Group, China Alibaba Group, China 0000-0002-9522-5637View Profile , Tao Zhuang Alibaba Group, China Alibaba Group, China 0000-0002-7408-8514View Profile , Weiwen Liu Huawei Noah's Ark Lab, China Huawei Noah's Ark Lab, China 0000-0002-9148-3997View Profile , Kan Ren Microsoft Research, China Microsoft Research, China 0000-0002-4032-9615View Profile , Weinan Zhang Shanghai Jiao Tong University, China Shanghai Jiao Tong University, China 0000-0002-0127-2425View Profile , Xiangyu Zhao City University of Hong Kong, China City University of Hong Kong, China 0000-0003-2926-4416View Profile Authors Info & Claims RecSys '23: Proceedings of the 17th ACM Conference on Recommender SystemsSeptember 2023Pages 1276–1280https://doi.org/10.1145/3604915.3608765Published:14 September 2023Publication History 0citation67DownloadsMetricsTotal Citations0Total Downloads67Last 12 Months67Last 6 weeks67 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteGet Access

Recently, we have witnessed that deep learning-based approaches have been widely applied. Particularly, some applications involve data that are high dimensional, sparse or imbalanced, which are different from those applications with dense data processing, such as image classification and speech recognition, where deep learning-based approaches have been extensively studied. One of the main applications is the user-centric platform that consists of great deal of users, items and user generated tabular data which are quite high-dimensional. The characteristics of such data pose unique challenges to the adoption of deep learning in these applications, including modeling, training, and online serving, etc. More and more communities from both academia and industry have initiated the endeavors to solve these challenges. This workshop will provide a venue for both the research and engineering communities to discuss and formulate the challenges, utilize opportunities, and propose new ideas in the practice and theory of deep learning on high-dimensional, sparse and imbalanced data.

Feature interaction has been recognized as an important problem in machine learning, which is also very essential for click-through rate (CTR) prediction tasks. In recent years, Deep Neural Networks (DNNs) can automatically learn implicit nonlinear interactions from original sparse features, and therefore have been widely used in industrial CTR prediction tasks. However, the implicit feature interactions learned in DNNs cannot fully retain the complete representation capacity of the original and empirical feature interactions (e.g., cartesian product) without loss. For example, a simple attempt to learn the combination of feature A and feature B < A, B > as the explicit cartesian product representation of new features can outperform previous implicit feature interaction models including factorization machine (FM)-based models and their variations. This indicates there is still a big gap between explicit and implicit feature interaction models. However, to learn all the explicit feature interaction (cartesian product) representations requires a very large sample size along with N times of original parameter space (where N is quite large in most industrial applications). In this paper, we propose a Co-Action Network (CAN) to approximate the explicit pairwise feature interactions without introducing too many additional parameters. More specifically, giving feature A and its associated feature B, their feature interaction is modeled by learning two sets of parameters: 1) the embedding of feature A, and 2) a Multi-Layer Perceptron (MLP) to represent feature B. The approximated feature interaction can be obtained by passing the embedding of feature A through the MLP network of feature B. We refer to such pairwise feature interaction as feature co-action, and such a Co-Action Network unit can provide a very powerful capacity to fitting complex feature interactions. In addition, FM can be viewed as a special case of the CAN unit when the MLP is a single layer with only one output. Experimental results on public and industrial datasets show that CAN outperforms state-of-the-art CTR models and the cartesian product method. Moreover, CAN has been deployed in the display advertisement system in Alibaba, obtaining 12% improvement on CTR and 8% on Revenue Per Mille (RPM), which is a great improvement to the business. The code for experiments in this paper is open-sourced\footnotehttps://github.com/CAN-Paper/Co-Action-Network.

In online advertising, auto-bidding has become an essential tool for advertisers to optimize their preferred ad performance metrics by simply expressing high-level campaign objectives and constraints. Previous works designed auto-bidding tools from the view of single-agent, without modeling the mutual influence between agents. In this paper, we instead consider this problem from a distributed multi-agent perspective, and propose a general \underlineM ulti-\underlineA gent reinforcement learning framework for \underlineA uto-\underlineB idding, namely MAAB, to learn the auto-bidding strategies. First, we investigate the competition and cooperation relation among auto-bidding agents, and propose a temperature-regularized credit assignment to establish a mixed cooperative-competitive paradigm. By carefully making a competition and cooperation trade-off among agents, we can reach an equilibrium state that guarantees not only individual advertiser's utility but also the system performance (i.e., social welfare). Second, to avoid the potential collusion behaviors of bidding low prices underlying the cooperation, we further propose bar agents to set a personalized bidding bar for each agent, and then alleviate the revenue degradation due to the cooperation. Third, to deploy MAAB in the large-scale advertising system with millions of advertisers, we propose a mean-field approach. By grouping advertisers with the same objective as a mean auto-bidding agent, the interactions among the large-scale advertisers are greatly simplified, making it practical to train MAAB efficiently. Extensive experiments on the offline industrial dataset and Alibaba advertising platform demonstrate that our approach outperforms several baseline methods in terms of social welfare and revenue.

Traditional industry recommendation systems usually use data in a single domain to train models and then serve the domain. However, a large-scale commercial platform often contains multiple domains, and its recommendation system often needs to make click-through rate (CTR) predictions for multiple domains. Generally, different domains may share some common user groups and items, and each domain may have its own unique user groups and items. Moreover, even the same user may have different behaviors in different domains. In order to leverage all the data from different domains, a single model can be trained to serve all domains. However, it is difficult for a single model to capture the characteristics of various domains and serve all domains well. On the other hand, training an individual model for each domain separately does not fully use the data from all domains. In this paper, we propose the Star Topology Adaptive Recommender (STAR) model to train a single model to serve all domains by leveraging data from all domains simultaneously, capturing the characteristics of each domain, and modeling the commonalities between different domains. Essentially, the net- work of each domain consists of two factorized networks: one centered network shared by all domains and the domain-specific network tailored for each domain. For each domain, we combine these two factorized networks and generate a unified network by element-wise multiplying the weights of the shared network and those of the domain-specific network, although these two factorized networks can be combined using other functions, which is open for further research. Most importantly, STAR can learn the shared network from all the data and adapt domain-specific parameters according to the characteristics of each domain. The experimental results from production data validate the superiority of the proposed STAR model. Since late 2020, STAR has been deployed in the display advertising system of Alibaba, obtaining 8.0% improvement on CTR and 6.0% increase on RPM (Revenue Per Mille).

Online display advertising has become a vital business for large-scale E-commerce markets. As the main goal of advertisers is to reach interested customer prospects, accurate conversion prediction is essential for successful online display advertising. A particular challenge for conversion prediction is that conversions may occur long after the click events. Such delayed feedback makes it a non-trivial task to keep conversion prediction models updated and consistent with the latest customer distribution. Although several studies have been conducted to tackle the delayed feedback issue, the relationship between the early conversion and full term conversion has not been fully exploited to improve conversion prediction. In this paper, we consider conversion prediction as a multi-task learning problem by leveraging multiple conversion labels after different observation intervals. Specifically, we propose a multi-task model with an end-to-end architecture for conversion prediction. Our approach is guided by theoretical and probabilistic analysis of the early and full term conversions. Our mixture-of-experts module can integrate distinct characteristics of input features and optimize the task-specific experts. In addition, the multiple tasks are jointly learned with a regularization term to ensure the embedding consistency between tasks and prevent potential overfitting issues. In comparison with competitive benchmarks, our approach can significantly improve conversion prediction with delayed feedback and improve business performance of online display advertising.

Uplift modeling is an important task for online advertising and marketing. Advertisers rely on accurate modeling of the uplift effect to formulate, plan and implement their advertising and marketing strategies. Therefore, the capability of effective and efficient uplift modeling is essential for advertising platforms to attract and satisfy their customers (i.e., advertisers). In practical advertising applications, uplift modeling focuses on the estimation of the uplift effect caused by ad exposure. It is not a trivial task to estimate such causal impact of ad exposure at the individual level. In this paper, we propose an end-to-end approach for explicit uplift modeling, using data collected from Randomized Controlled Trials (RCTs) in large-scale real-world advertising platforms. More specifically, we first introduce the Explicit Uplift Effect Network (EUEN) to explicitly model the uplift effect and demonstrate its advantages in uplift modeling. Then for the exposure uplift effect modeling, we further propose the Explicit Exposure Uplift Effect Network (EEUEN), which can correct the exposure bias for uplift modeling. We evaluate our proposed approach with both public data sets as well as data sets collected from our advertising platform. The significant improvements with respect to various performance metrics demonstrate the advantages of our approach.

Modern online advertising systems inevitably rely on personalization methods, such as click-through rate (CTR) prediction. Recent progress in CTR prediction enjoys the rich representation capabilities of deep learning and achieves great success in large-scale industrial applications. However, these methods can suffer from lack of exploration. Another line of prior work addresses the exploration-exploitation trade-off problem with contextual bandit methods, which are recently less studied in the industry due to the difficulty in extending their flexibility with deep models. In this paper, we propose a novel Deep Uncertainty-Aware Learning (DUAL) method to learn CTR models based on Gaussian processes, which can provide predictive uncertainty estimations while maintaining the flexibility of deep neural networks. DUAL can be easily implemented on existing models and deployed in real-time systems with minimal extra computational overhead. By linking the predictive uncertainty estimation ability of DUAL to well-known bandit algorithms, we further present DUAL-based Ad-ranking strategies to boost up long-term utilities such as the social welfare in advertising systems. Experimental results on several public datasets demonstrate the effectiveness of our methods. Remarkably, an online A/B test deployed in the Alibaba display advertising platform shows an 8.2% social welfare improvement and an 8.0% revenue lift.

One of the difficulties of conversion rate (CVR) prediction is that the conversions can delay and take place long after the clicks. The delayed feedback poses a challenge: fresh data are beneficial to continuous training but may not have complete label information at the time they are ingested into the training pipeline. To balance model freshness and label certainty, previous methods set a short waiting window or even do not wait for the conversion signal. If conversion happens outside the waiting window, this sample will be duplicated and ingested into the training pipeline with a positive label. However, these methods have some issues. First, they assume the observed feature distribution remains the same as the actual distribution. But this assumption does not hold due to the ingestion of duplicated samples. Second, the certainty of the conversion action only comes from the positives. But the positives are scarce as conversions are sparse in commercial systems. These issues induce bias during the modeling of delayed feedback. In this paper, we propose DElayed FEedback modeling with Real negatives (DEFER) method to address these issues. The proposed method ingests real negative samples into the training pipeline. The ingestion of real negatives ensures the observed feature distribution is equivalent to the actual distribution, thus reducing the bias. The ingestion of real negatives also brings more certainty information of the conversion. To correct the distribution shift, DEFER employs importance sampling to weigh the loss function. Experimental results on industrial datasets validate the superiority of DEFER. DEFER have been deployed in the display advertising system of Alibaba, obtaining over 6.0% improvement on CVR in several scenarios. The code and data in this paper are now open-sourced (https://github.com/gusuperstar/defer.git).

Advertising expenditures have become the major source of revenue for e-commerce platforms. Providing good advertising experiences for advertisers by reducing their costs of trial and error in discovering the optimal advertising strategies is crucial for the long-term prosperity of online advertising. To achieve this goal, the advertising platform needs to identify the advertiser's optimization objectives, and then recommend the corresponding strategies to fulfill the objectives. In this work, we first deploy a prototype of strategy recommender system on Taobao display advertising platform, which indeed increases the advertisers' performance and the platform's revenue, indicating the effectiveness of strategy recommendation for online advertising. We further augment this prototype system by explicitly learning the advertisers' preferences over various advertising performance indicators and then optimization objectives through their adoptions of different recommending advertising strategies. We use contextual bandit algorithms to efficiently learn the advertisers' preferences and maximize the recommendation adoption, simultaneously. Simulation experiments based on Taobao online bidding data show that the designed algorithms can effectively optimize the strategy adoption rate of advertisers.

In online display advertising, advertisers usually participate in real-time bidding to acquire ad impression opportunities. In most advertising platforms, a typical impression acquiring demand of advertisers is to maximize the sum value of winning impressions under budget and some key performance indicators constraints, (e.g. maximizing clicks with the constraints of budget and cost per click upper bound). The demand can be various in value type (e.g. ad exposure/click), constraint type (e.g. cost per unit value) and constraint number. Existing works usually focus on a specific demand or hardly achieve the optimum. In this paper, we formulate the demand as a constrained bidding problem, and deduce a unified optimal bidding function on behalf of an advertiser. The optimal bidding function facilitates an advertiser calculating bids for all impressions with only m parameters, where m is the constraint number. However, in real application, it is non-trivial to determine the parameters due to the non-stationary auction environment. We further propose a reinforcement learning (RL) method to dynamically adjust parameters to achieve the optimum, whose converging efficiency is significantly boosted by the recursive optimization property in our formulation. We name the formulation and the RL method, together, as Unified Solution to Constrained Bidding (USCB). USCB is verified to be effective on industrial datasets and is deployed in Alibaba display advertising platform.

In e-commerce advertising, it is crucial to jointly consider various performance metrics, e.g., user experience, advertiser utility, and platform revenue. Traditional auction mechanisms, such as GSP and VCG auctions, can be suboptimal due to their fixed allocation rules to optimize a single performance metric (e.g., revenue or social welfare). Recently, data-driven auctions, learned directly from auction outcomes to optimize multiple performance metrics, have attracted increasing research interests. However, the procedure of auction mechanisms involves various discrete calculation operations, making it challenging to be compatible with continuous optimization pipelines in machine learning. In this paper, we design Deep Neural Auctions (DNAs) to enable end-to-end auction learning by proposing a differentiable model to relax the discrete sorting operation, a key component in auctions. We optimize the performance metrics by developing deep models to efficiently extract contexts from auctions, providing rich features for auction design. We further integrate the game theoretical conditions within the model design, to guarantee the stability of the auctions. DNAs have been successfully deployed in the e-commerce advertising system at Taobao. Experimental evaluation results on both large-scale data set as well as online A/B test demonstrated that DNAs significantly outperformed other mechanisms widely adopted in industry.

Recently, we have witnessed that deep learning-based approaches has been widely applied to empower many internet-scale applications. However, the data in these internet-scale applications are high dimensional and extremely sparse, which makes it different from those applications with dense data processing, such as image classification and speech recognition, where deep learning-based approaches have been extensively studied. One of the main applications is the user-centric platform that consists of great deal of users, items and user generated tabular data which are quite high-dimensional. The characteristics of such data pose unique challenges to the adoption of deep learning in these applications, including modeling, training, and online serving, etc. More and more communities from both academia and industry have initiated the endeavors to solve these challenges. This workshop will provide a venue for both the research and engineering communities to discuss and formulate the challenges, utilize opportunities, and propose new ideas in the practice of deep learning on high-dimensional sparse data.

Rich user behavior data has been proven to be of great value for click-through rate prediction tasks, especially in industrial applications such as recommender systems and online advertising. Both industry and academy have paid much attention to this topic and propose different approaches to modeling with long sequential user behavior data. Among them, memory network based model MIMN proposed by Alibaba, achieves SOTA with the co-design of both learning algorithm and serving system. MIMN is the first industrial solution that can model sequential user behavior data with length scaling up to 1000. However, MIMN fails to precisely capture user interests given a specific candidate item when the length of user behavior sequence increases further, say, by 10 times or more. This challenge exists widely in previously proposed approaches.

Position bias is a critical problem in information retrieval when dealing with implicit yet biased user feedback data. Unbiased ranking methods typically rely on causality models and debias the user feedback through inverse propensity weighting. While practical, these methods still suffer from two major problems. First, when infer a user click, the impact of the contextual information, such as documents that have been examined, is often ignored. Second, only the position bias is considered but other issues resulted from user browsing behaviors are overlooked. In this paper, we propose an end-to-end Deep Recurrent Survival Ranking (DRSR), a unified framework to jointly model user's various behaviors, to (i) consider the rich contextual information in the ranking list; and (ii) address the hidden issues underlying user behaviors, i.e., to mine observe pattern in queries without any click (non-click queries), and to model tracking logs which cannot truly reflect the user browsing intents (untrusted observation). Specifically, we adopt a recurrent neural network to model the contextual information and estimates the conditional likelihood of user feedback at each position. We then incorporate survival analysis techniques with the probability chain rule to mathematically recover the unbiased joint probability of one user's various behaviors. DRSR can be easily incorporated with both point-wise and pair-wise learning objectives. The extensive experiments over two large-scale industrial datasets demonstrate the significant performance gains of our model comparing with the state-of-the-arts.

Click-through rate (CTR) prediction is critical for industrial applications such as recommender system and online advertising. Practically, it plays an important role for CTR modeling in these applications by mining user interest from rich historical behavior data. Driven by the development of deep learning, deep CTR models with ingeniously designed architecture for user interest modeling have been proposed, bringing remarkable improvement of model performance over offline metric. However, great efforts are needed to deploy these complex models to online serving system for realtime inference, facing massive traffic request. Things turn to be more difficult when it comes to long sequential user behavior data, as the system latency and storage cost increase approximately linearly with the length of user behavior sequence.

User response prediction, which models the user preference w.r.t. the presented items, plays a key role in online services. With two-decade rapid development, nowadays the cumulated user behavior sequences on mature Internet service platforms have become extremely long since the user's first registration. Each user not only has intrinsic tastes, but also keeps changing her personal interests during lifetime. Hence, it is challenging to handle such lifelong sequential modeling for each individual user. Existing methodologies for sequential modeling are only capable of dealing with relatively recent user behaviors, which leaves huge space for modeling long-term especially lifelong sequential patterns to facilitate user modeling. Moreover, one user's behavior may be accounted for various previous behaviors within her whole online activity history, i.e., long-term dependency with multi-scale sequential patterns. In order to tackle these challenges, in this paper, we propose a Hierarchical Periodic Memory Network for lifelong sequential modeling with personalized memorization of sequential patterns for each user. The model also adopts a hierarchical and periodical updating mechanism to capture multi-scale sequential patterns of user interests while supporting the evolving user behavior logs. The experimental results over three large-scale real-world datasets have demonstrated the advantages of our proposed model with significant improvement in user response prediction performance against the state-of-the-arts.

In Taobao, the largest e-commerce platform in China, billions of items are provided and typically displayed with their images.For better user experience and business effectiveness, Click Through Rate (CTR) prediction in online advertising system exploits abundant user historical behaviors to identify whether a user is interested in a candidate ad. Enhancing behavior representations with user behavior images will help understand user's visual preference and improve the accuracy of CTR prediction greatly. So we propose to model user preference jointly with user behavior ID features and behavior images. However, training with user behavior images brings tens to hundreds of images in one sample, giving rise to a great challenge in both communication and computation. To handle these challenges, we propose a novel and efficient distributed machine learning paradigm called Advanced Model Server (AMS). With the well-known Parameter Server (PS) framework, each server node handles a separate part of parameters and updates them independently. AMS goes beyond this and is designed to be capable of learning a unified image descriptor model shared by all server nodes which embeds large images into low dimensional high level features before transmitting images to worker nodes. AMS thus dramatically reduces the communication load and enables the arduous joint training process. Based on AMS, the methods of effectively combining the images and ID features are carefully studied, and then we propose a Deep Image CTR Model. Our approach is shown to achieve significant improvements in both online and offline evaluations, and has been deployed in Taobao display advertising system serving the main traffic.

Click-through rate prediction is an essential task in industrial applications, such as online advertising. Recently deep learning based models have been proposed, which follow a similar Embedding&MLP paradigm. In these methods large scale sparse input features are first mapped into low dimensional embedding vectors, and then transformed into fixed-length vectors in a group-wise manner, finally concatenated together to fed into a multilayer perceptron (MLP) to learn the nonlinear relations among features. In this way, user features are compressed into a fixed-length representation vector, in regardless of what candidate ads are. The use of fixed-length vector will be a bottleneck, which brings difficulty for Embedding&MLP methods to capture user's diverse interests effectively from rich historical behaviors. In this paper, we propose a novel model: Deep Interest Network (DIN) which tackles this challenge by designing a local activation unit to adaptively learn the representation of user interests from historical behaviors with respect to a certain ad. This representation vector varies over different ads, improving the expressive ability of model greatly. Besides, we develop two techniques: mini-batch aware regularization and data adaptive activation function which can help training industrial deep networks with hundreds of millions of parameters. Experiments on two public datasets as well as an Alibaba real production dataset with over 2 billion samples demonstrate the effectiveness of proposed approaches, which achieve superior performance compared with state-of-the-art methods. DIN now has been successfully deployed in the online display advertising system in Alibaba, serving the main traffic.

Estimating post-click conversion rate (CVR) accurately is crucial for ranking systems in industrial applications such as recommendation and advertising. Conventional CVR modeling applies popular deep learning methods and achieves state-of-the-art performance. However it encounters several task-specific problems in practice, making CVR modeling challenging. For example, conventional CVR models are trained with samples of clicked impressions while utilized to make inference on the entire space with samples of all impressions. This causes a sample selection bias problem. Besides, there exists an extreme data sparsity problem, making the model fitting rather difficult. In this paper, we model CVR in a brand-new perspective by making good use of sequential pattern of user actions, i.e., impression -> click -> conversion. The proposed Entire Space Multi-task Model (ESMM) can eliminate the two problems simultaneously by i) modeling CVR directly over the entire space, ii) employing a feature representation transfer learning strategy. Experiments on dataset gathered from Taobao's recommender system demonstrate that ESMM significantly outperforms competitive methods. We also release a sampling version of this dataset to enable future research. To the best of our knowledge, this is the first public dataset which contains samples with sequential dependence of click and conversion labels for CVR modeling.