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In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…

Information Retrieval · Computer Science 2024-03-05 Zhe Feng , Christopher Liaw , Zixin Zhou

We study valuing the data of a data owner/seller for a data seeker/buyer. Data valuation is often carried out for a specific task assuming a particular utility metric, such as test accuracy on a validation set, that may not exist in…

Machine Learning · Computer Science 2022-08-29 Mohammad Mohammadi Amiri , Frederic Berdoz , Ramesh Raskar

In feature-based dynamic pricing, a seller sets appropriate prices for a sequence of products (described by feature vectors) on the fly by learning from the binary outcomes of previous sales sessions ("Sold" if valuation $\geq$ price, and…

Machine Learning · Computer Science 2022-04-04 Jianyu Xu , Yu-Xiang Wang

Click-through rates prediction is critical in modern advertising systems, where ranking relevance and user engagement directly impact platform efficiency and business value. In this project, we explore how to model CTR more effectively…

Machine Learning · Computer Science 2025-12-01 Hongyu Yang , Chunxi Wen , Jiyin Zhang , Nanfei Shen , Shijiao Zhang , Xiyan Han

In the cost per click (CPC) pricing model, an advertiser pays an ad network only when a user clicks on an ad; in turn, the ad network gives a share of that revenue to the publisher where the ad was impressed. Still, advertisers may be…

Applications · Statistics 2023-08-10 Gabriele Tolomei , Mounia Lalmas , Ayman Farahat , Andrew Haines

We consider a novel pricing and advertising framework, where a seller not only sets product price but also designs flexible 'advertising schemes' to influence customers' valuation of the product. We impose no structural restriction on the…

Computer Science and Game Theory · Computer Science 2024-12-12 Shipra Agrawal , Yiding Feng , Wei Tang

Recommender systems often benefit from complex feature embeddings and deep learning algorithms, which deliver sophisticated recommendations that enhance user experience, engagement, and revenue. However, these methods frequently reduce the…

Information Retrieval · Computer Science 2025-09-15 Irina Arévalo , Jose L Salmeron

Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly. This can lead to wasteful spending because the true value is…

Computer Science and Game Theory · Computer Science 2026-05-05 Yuxiao Wen , Zihao Hu , Yanjun Han , Yuan Yao , Zhengyuan Zhou

We undertake a formal study of the value of targeting data to an advertiser. As expected, this value is increasing in the utility difference between realizations of the targeting data and the accuracy of the data, and depends on the…

Computer Science and Game Theory · Computer Science 2014-07-15 Kshipra Bhawalkar , Patrick Hummel , Sergei Vassilvitskii

Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation. This paper identifies a pervasive source of naturally occurring, quasi-experimental…

Econometrics · Economics 2022-02-18 George Gui , Harikesh Nair , Fengshi Niu

Online advertisement is the main source of revenue for Internet business. Advertisers are typically ranked according to a score that takes into account their bids and potential click-through rates(eCTR). Generally, the likelihood that a…

Machine Learning · Statistics 2018-07-06 Lulu Wang , Huahui Liu , Guanhao Chen , Shaola Ren , Xiaonan Meng , Yi Hu

Existing advertisements click-through rate (CTR) prediction models are mainly dependent on behavior ID features, which are learned based on the historical user-ad interactions. Nevertheless, behavior ID features relying on historical user…

Information Retrieval · Computer Science 2022-09-26 Tan Yu , Zhipeng Jin , Jie Liu , Yi Yang , Hongliang Fei , Ping Li

Accurate predictions of customers' future lifetime value (LTV) given their attributes and past purchase behavior enables a more customer-centric marketing strategy. Marketers can segment customers into various buckets based on the predicted…

Applications · Statistics 2019-12-18 Xiaojing Wang , Tianqi Liu , Jingang Miao

We consider a scenario in which a database stores sensitive data of users and an analyst wants to estimate statistics of the data. The users may suffer a cost when their data are used in which case they should be compensated. The analyst…

Computer Science and Game Theory · Computer Science 2012-04-19 Lisa Fleischer , Yu-Han Lyu

In online internet advertising, machine learning models are widely used to compute the likelihood of a user engaging with product related advertisements. However, the performance of traditional machine learning models is often impacted due…

Information Retrieval · Computer Science 2018-06-22 Marcelo Tallis , Pranjul Yadav

We design mechanisms for online procurement of data held by strategic agents for machine learning tasks. The challenge is to use past data to actively price future data and give learning guarantees even when an agent's cost for revealing…

Computer Science and Game Theory · Computer Science 2015-06-09 Jacob Abernethy , Yiling Chen , Chien-Ju Ho , Bo Waggoner

We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its…

Computer Science and Game Theory · Computer Science 2017-04-26 Adel Javanmard

Click-through rate (CTR) prediction of advertisements on online social network platforms to optimize advertising is of much interest. Prior works build machine learning models that take a user-centric approach in terms of training -- using…

Social and Information Networks · Computer Science 2020-09-17 Nathaniel Hudson , Hana Khamfroush , Brent Harrison , Adam Craig

Online advertising is progressively moving towards a programmatic model in which ads are matched to actual interests of individuals collected as they browse the web. Letting the huge debate around privacy aside, a very important question in…

Computer Science and Game Theory · Computer Science 2017-09-26 Panagiotis Papadopoulos , Nicolas Kourtellis , Pablo Rodriguez Rodriguez , Nikolaos Laoutaris

The goal of online display advertising is to entice users to "convert" (i.e., take a pre-defined action such as making a purchase) after clicking on the ad. An important measure of the value of an ad is the probability of conversion. The…

Machine Learning · Statistics 2017-10-25 Abdollah Safari , Rachel MacKay Altman , Thomas M. Loughin
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