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This paper proposes new methods to enhance click-through rate (CTR) prediction models using the Deep Interest Network (DIN) model, specifically applied to the advertising system of Alibaba's Taobao platform. Unlike traditional deep learning…

Information Retrieval · Computer Science 2024-06-18 Chang Zhou , Yang Zhao , Yuelin Zou , Jin Cao , Wenhan Fan , Yi Zhao , Chiyu Cheng

For personalized ranking models, the well-calibrated probability of an item being preferred by a user has great practical value. While existing work shows promising results in image classification, probability calibration has not been much…

Information Retrieval · Computer Science 2022-04-27 Wonbin Kweon , SeongKu Kang , Hwanjo Yu

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…

Computer Science and Game Theory · Computer Science 2007-11-13 Sudhir Kumar Singh , Vwani P. Roychowdhury

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

Frequently, a set of objects has to be evaluated by a panel of assessors, but not every object is assessed by every assessor. A problem facing such panels is how to take into account different standards amongst panel members and varying…

Methodology · Statistics 2017-02-16 Robert S. MacKay , Ralph Kenna , Robert J. Low , Sarah Parker

Post-click conversion rate (CVR) is a reliable indicator of online customers' preferences, making it crucial for developing recommender systems. A major challenge in predicting CVR is severe selection bias, arising from users' inherent…

Artificial Intelligence · Computer Science 2025-12-02 Wenbo Hu , Xin Sun , Qiang liu , Le Wu , Liang Wang

Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…

Methodology · Statistics 2025-09-04 Kejin Wu , Dimitris N. Politis

Real-time bidding (RTB) systems, which utilize auctions to allocate user impressions to competing advertisers, continue to enjoy success in digital advertising. Assessing the effectiveness of such advertising remains a challenge in research…

Machine Learning · Computer Science 2024-02-27 Caio Waisman , Harikesh S. Nair , Carlos Carrion

Sports betting's recent federal legalisation in the USA coincides with the golden age of machine learning. If bettors can leverage data to reliably predict the probability of an outcome, they can recognise when the bookmaker's odds are in…

Machine Learning · Computer Science 2024-02-02 Conor Walsh , Alok Joshi

Ranking models are extensively used in e-commerce for relevance estimation. These models often suffer from poor interpretability and no scale calibration, particularly when trained with typical ranking loss functions. This paper addresses…

Information Retrieval · Computer Science 2026-01-14 Piotr Bajger , Roman Dusek , Krzysztof Galias , Paweł Młyniec , Aleksander Wawer , Paweł Zawistowski

Industrial recommender systems are frequently tasked with approximating probabilities for multiple, often closely related, user actions. For example, predicting if a user will click on an advertisement and if they will then purchase the…

Information Retrieval · Computer Science 2021-09-01 Conor O'Brien , Kin Sum Liu , James Neufeld , Rafael Barreto , Jonathan J Hunt

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Ad ranking systems must simultaneously optimize multiple objectives including click-through rate (CTR), conversion rate (CVR), revenue, and user experience metrics. However, production systems face critical challenges: score scale…

Machine Learning · Computer Science 2026-02-24 Xikai Yang , Sebastian Sun , Yilin Li , Yue Xing , Ming Wang , Yang Wang

In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…

Methodology · Statistics 2021-07-06 Pei-Shien Wu , Ryan Martin

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

Modern ad auctions allow advertisers to target more specific segments of the user population. Unfortunately, this is not always in the best interest of the ad platform. In this paper, we examine the following basic question in the context…

Computer Science and Game Theory · Computer Science 2019-07-16 Ashwinkumar Badanidiyuru , Kshipra Bhawalkar , Haifeng Xu

To identify the most appropriate recommendation model for an e-commerce business, a live evaluation should be performed on the shopping website to measure the influence of personalization in real-time. The aim of this paper is to introduce…

Information Retrieval · Computer Science 2019-01-28 Namrata Chaudhary , Drimik Roy Chowdhury