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Delayed Feedback Modeling with Influence Functions
Created by
Haebom
Author
Chenlu Ding, Jiancan Wu, Yancheng Yuan, Cunchun Li, Xiang Wang, Dingxian Wang, Frank Yang, Andrew Rabinovich
Outline
This paper presents a method to improve the accuracy of conversion rate (CVR) prediction in online advertising based on the Cost-Per-Conversion (CPA) model. A key challenge lies in the delayed feedback problem, where conversions occur only after a significant amount of time has passed since a user's response to an ad. This leads to incomplete recent data and biased model training. Existing solutions partially alleviate this problem, but their reliance on auxiliary models limits computational efficiency and adaptability to changing user interests. In this paper, we propose an influence function-based method (IF-DFM) for delayed feedback modeling. IF-DFM estimates the influence of newly arriving and delayed transformations on model parameters, enabling efficient updates without full retraining. By reframing the inverse Hessian-vector product as an optimization problem, we strike a good balance between scalability and effectiveness. Experimental results on benchmark datasets demonstrate that IF-DFM outperforms existing methods in terms of accuracy and adaptability.
Takeaways, Limitations
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Takeaways:
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Effectively solves the problem of delayed feedback, contributing to improving the accuracy of CVR prediction in online advertising.
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Reduce computational costs by enabling efficient model updates without auxiliary models.
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High adaptability to changes in user interests, enabling flexible response to changing market environments.
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Limitations:
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Lack of discussion on the problems and limitations that may arise when applying the proposed method to actual commercial systems.
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Further validation of generalization performance across different types of online advertising data and scenarios is needed.
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Lack of detailed analysis of the complexity and computational cost of the inverse Hessian-vector product optimization process.