Large-scale online marketplaces and recommender systems are crucial technological foundations for the development of e-commerce. In industrial recommender systems, features play a vital role as they carry essential information for downstream models. Accurate estimation of feature importance is critical, as it helps identify the most useful feature subsets from thousands of candidates for online services. Such a selection enables optimization of online performance while reducing computational burden. To address the feature selection challenges in deep learning, trainable gate-based and sensitivity-based methods have been proposed and proven effective in the industry. However, by analyzing real-world examples, we identified three bias issues that cause feature importance estimation to rely on partial model layers, samples, or gradients, ultimately leading to inaccurate feature importance estimates. We refer to these biases as layer bias, baseline bias, and approximation bias. To mitigate these biases, we propose FairFS, a fair and accurate feature selection algorithm. On one hand, FairFS directly regularizes feature importance estimation across all non-linear transformational layers to avoid layer bias. On the other hand, it employs a smooth baseline feature close to the classifier's decision boundary and an aggregated approximation method to mitigate bias issues. Extensive experiments demonstrate how FairFS mitigates these three biases and achieves state-of-the-art feature selection results.

Feature interaction modeling is crucial for deep recommendation models. A common and effective approach is to construct explicit feature combinations to enhance model performance. However, in practice, only a small fraction of these combinations are truly informative. Thus it is essential to select useful feature combinations to reduce noise and manage memory consumption. While feature selection methods have been extensively studied, they are typically limited to selecting individual features. Extending these methods for high-order feature combination selection presents a significant challenge due to the exponential growth in time complexity when evaluating feature combinations one by one. In this paper, we propose TayFCS, a lightweight feature combination selection method that significantly improves model performance. Specifically, we propose the Taylor Expansion Scorer (TayScorer) module for field-wise Taylor expansion on the base model. Instead of evaluating all potential feature combinations' importance by repeatedly running experiments with feature adding and removal, this scorer only needs to approximate them based on their sub-components' gradients. They can be simply computed with one backward pass based on a trained recommendation model. To further reduce information redundancy between feature combinations and their sub-components, we introduce Logistic Regression Elimination (LRE) that estimates the information gain of feature combinations over their sub-components based on the above importance scores. Experimental results on three benchmark datasets validate both the effectiveness and efficiency of our approach. Furthermore, online A/B test results demonstrate its practical applicability and commercial value.

Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for advertisement ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods due to the rapid shift of data distributions and intrinsic model biases. Calibration aims to address this issue by post-processing model predictions, and field-aware calibration can adjust model output on different feature field values to satisfy fine-grained advertising demands. Unfortunately, the observed samples corresponding to certain field values can be seriously limited to make confident calibrations, which may yield bias amplification and online disturbance. In this paper, we propose a confidence-aware multi-field calibration method, which adaptively adjusts the calibration intensity based on confidence levels derived from sample statistics. It also utilizes multiple fields for joint model calibration according to their importance to mitigate the impact of data sparsity on a single field. Extensive offline and online experiments show the superiority of our method in boosting advertising performance and reducing prediction deviations.

Data-driven techniques have greatly empowered recommender systems in different scenarios. However, many mainstream algorithms rely on black-box models, making them difficult to interpret, debug, and evolve. Therefore, effectively and efficiently interpreting the behaviors and impacts of features in different stages of recommendation pipelines is essential in industrial recommender systems to master a clear picture of the features they use and bring new insights to system improvement and product design. In this tutorial, we present a systematic overview of feature interpretation technologies in the recommendation field from various aspects including algorithms, applications, and challenges. We first provide a systematic taxonomy of previous feature interpretation methods based on their interpretation perspectives, then introduce the experience and lessons of feature interpretation in large-scale and real-time industrial recommender systems. Finally, we summarize several remaining theoretical and practical challenges in feature interpretation and present corresponding future directions to help feature interpretation better empower recommender systems. From this tutorial, the RecSys community can obtain insights into the methodology and real-world applications of feature interpretation to make more transparent, targeted, and intelligent system optimization.

Estimating the post-click conversion rate (CVR) accurately in ranking systems is crucial in industrial applications. However, this task is often challenged by data sparsity and selection bias, which hinder accurate ranking. Previous approaches to address these challenges have typically focused on either modeling CVR across the entire exposure space which includes all exposure events, or providing unbiased CVR estimation separately. However, the lack of integration between these objectives has limited the overall performance of CVR estimation. Therefore, there is a pressing need for a method that can simultaneously provide unbiased CVR estimates across the entire exposure space. To achieve it, we formulate the CVR estimation task as an Area Under the Curve (AUC) optimization problem and propose the Entire-space Weighted AUC (EWAUC) framework. EWAUC utilizes sample reweighting techniques to handle selection bias and employs pairwise AUC risk, which incorporates more information from limited clicked data, to handle data sparsity. In order to model CVR across the entire exposure space unbiasedly, EWAUC treats the exposure data as both conversion data and non-conversion data to calculate the loss. The properties of AUC risk guarantee the unbiased nature of the entire space modeling. We provide comprehensive theoretical analysis to validate the unbiased nature of our approach. Additionally, extensive experiments conducted on real-world datasets demonstrate that our approach outperforms state-of-the-art methods in terms of ranking performance for the CVR estimation task.

Conversion rate prediction is critical to many online applications such as digital display advertising. To capture dynamic data distribution, industrial systems often require retraining models on recent data daily or weekly. However, the delay of conversion behavior usually leads to incorrect labeling, which is called delayed feedback problem. Existing work may fail to introduce the correct information about false negative samples due to data sparsity and dynamic data distribution. To directly introduce the correct feedback label information, we propose an Unbiased delayed feedback Label Correction framework (ULC), which uses an auxiliary model to correct labels for observed negative feedback samples. Firstly, we theoretically prove that the label-corrected loss is an unbiased estimate of the oracle loss using true labels. Then, as there are no ready training data for label correction, counterfactual labeling is used to construct artificial training data. Furthermore, since counterfactual labeling utilizes only partial training data, we design an embedding-based alternative training method to enhance performance. Comparative experiments on both public and private datasets and detailed analyses show that our proposed approach effectively alleviates the delayed feedback problem and consistently outperforms the previous state-of-the-art methods.

The ultimate goal of recommender systems is satisfying users’ information needs in the long term. Despite the success of current recommendation techniques in targeting user interest, optimizing long-term user engagement and platform revenue is still challenging due to the restriction of optimization objectives such as clicks, ratings, and dwell time. Customer lifetime value (LTV) reflects the total monetary value of a customer to a business over the course of their relationship. Accurate LTV prediction can guide personalized service providers to optimize their marketing, sales, and service strategies to maximize customer retention, satisfaction, and profitability. However, the extreme sparsity, volatility, and randomness of consumption behaviors make LTV prediction rather intricate and challenging. In this tutorial, we give a detailed introduction to the key technologies and problems in LTV prediction. We present a systematic technique chronicle of LTV prediction over decades, including probabilistic models, traditional machine learning methods, and deep learning techniques. Based on this overview, we introduce several critical challenges in algorithm design, performance evaluation and system deployment from an industrial perspective, from which we derive potential directions for future exploration. From this tutorial, the RecSys community can gain a better understanding of the unique characteristics and challenges of LTV prediction, and it may serve as a catalyst to shift the focus of recommender systems from short-term targets to long-term ones.

Multi-layer perceptron (MLP) serves as a core component in many deep models for click-through rate (CTR) prediction. However, vanilla MLP networks are inefficient in learning multiplicative feature interactions, making feature interaction learning an essential topic for CTR prediction. Existing feature interaction networks are effective in complementing the learning of MLPs, but they often fall short of the performance of MLPs when applied alone. Thus, their integration with MLP networks is necessary to achieve improved performance. This situation motivates us to explore a better alternative to the MLP backbone that could potentially replace MLPs. Inspired by factorization machines, in this paper, we propose FINAL, a factorized interaction layer that extends the widely-used linear layer and is capable of learning 2nd-order feature interactions. Similar to MLPs, multiple FINAL layers can be stacked into a FINAL block, yielding feature interactions with an exponential degree growth. We unify feature interactions and MLPs into a single FINAL block and empirically show its effectiveness as a replacement for the MLP block. Furthermore, we explore the ensemble of two FINAL blocks as an enhanced two-stream CTR model, setting a new state-of-the-art on open benchmark datasets. FINAL can be easily adopted as a building block and has achieved business metric gains in multiple applications at Huawei. Our source code will be made available at MindSpore/models and FuxiCTR/model_zoo.

Personalized news recommendation aims to alleviate information overload and help users find news of their interests. Accurately matching candidate news and users' interests is the key to news recommendation. Most existing methods separately encode each user and news into vectors by news contents and then match the two vectors. However, a user's interest may differ in each news or each topic of one news. It's necessary to dynamically learn user and news vector and model their interaction. In this work, we present Recurrent Reasoning Memory Network over BERT (RMBERT) for news recommendation. Compared with other methods, our approach can leverage the ability of content modeling from BERT. Moreover, the recurrent reasoning memory network which performs a series of attention based reasoning steps can dynamically learn user and news vector and model their interaction in each step. As a result, our approach can better model user's interests. We conduct extensive experiments on a real-world news recommendation dataset and the results show that our approach significantly outperforms existing state-of-the-art methods.

Personalized news recommendation is a critical technology to help users find interested news, and how to precisely match users' interests and candidate news lies in the core of news recommendation. Existing studies generally learn user's interest vector by aggregating his/her browsed news and then match it with the candidate news vector, which may lose the textual semantic matching signals for recommendation. In this paper, we propose an Attentive Multi-field Matching (AMM) framework for news recommendation which captures the semantic matching representations between each browsed news and candidate news, and then aggregates them as final user-news matching signal. In addition, our method incorporates multi-field information and designs a within-field and cross-field matching mechanism, which leverages complementary information from different fields (e.g., titles, abstracts and bodies) and obtain the multi-field matching representations. To achieve a comprehensive semantic understanding, we employ the most popular language model BERT to learn the matching representation of each browsed-candidate news pair, and incorporate the attention mechanism in aggregating procedure to characterize the importance of each matching representation for the final user-news matching signal. Experiments on the real world datasets validate the effectiveness of AMM.