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We present a unified framework for Batch Online Learning (OL) for Click Prediction in Search Advertisement. Machine Learning models once deployed, show non-trivial accuracy and calibration degradation over time due to model staleness. It is…

Machine Learning · Computer Science 2018-09-14 Rishabh Iyer , Nimit Acharya , Tanuja Bompada , Denis Charles , Eren Manavoglu

Recent advances in machine learning have spurred significant interest in learning-augmented algorithms, particularly for online optimization. A growing body of work has studied online bidding in this framework, aiming to characterize the…

Data Structures and Algorithms · Computer Science 2026-05-11 Changyeol Lee , Dahoon Lee , Jongseo Lee , Yongho Shin , Changki Yun

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

Computer Science and Game Theory · Computer Science 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

In the Real-Time Bidding (RTB), advertisers are increasingly relying on bid optimization to gain more conversions (i.e trade or arrival). Currently, the efficiency of bid optimization is still challenged by the (1) sparse feedback, (2) the…

Computer Science and Game Theory · Computer Science 2022-06-28 Xiao Wang , Shaoguo Liu , Yidong Jia , Yuxin Fu , Yufang Yu , Liang Wang , Bo Zheng

In online advertising, uncertainty calibration aims to adjust a ranking model's probability predictions to better approximate the true likelihood of an event, e.g., a click or a conversion. However, existing calibration approaches may lack…

Machine Learning · Computer Science 2025-03-04 Quanyu Dai , Jiaren Xiao , Zhaocheng Du , Jieming Zhu , Chengxiao Luo , Xiao-Ming Wu , Zhenhua Dong

We study regret minimization in repeated first-price auctions (FPAs), where a bidder observes only the realized outcome after each auction -- win or loss. This setup reflects practical scenarios in online display advertising where the…

Machine Learning · Computer Science 2026-03-19 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou

Online auction scenarios, such as bidding searches on advertising platforms, often require bidders to participate repeatedly in auctions for identical or similar items. Most previous studies have only considered the process by which the…

Computer Science and Game Theory · Computer Science 2024-02-28 Yudong Hu , Congying Han , Tiande Guo , Hao Xiao

Predicting click and conversion probabilities when bidding on ad exchanges is at the core of the programmatic advertising industry. Two separated lines of previous works respectively address i) the prediction of user conversion probability…

Machine Learning · Statistics 2017-07-24 Eustache Diemert , Julien Meynet , Pierre Galland , Damien Lefortier

The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the advertiser's agent, has access to the features of the website visitor and the type of ad…

Machine Learning · Computer Science 2022-10-31 Rui Fan , Erick Delage

Pay-per-click advertising includes various formats (\emph{e.g.}, search, contextual, social) with a total investment of more than 200 billion USD per year worldwide. An advertiser is given a daily budget to allocate over several, even…

Machine Learning · Computer Science 2020-03-04 Alessandro Nuara , Francesco Trovò , Nicola Gatti , Marcello Restelli

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

Machine Learning · Computer Science 2026-01-06 Erfan Hajihashemi , Yanning Shen

Budget-management systems are one of the key components of modern auction markets. Internet advertising platforms typically offer advertisers the possibility to pace the rate at which their budget is depleted, through budget-pacing…

Computer Science and Game Theory · Computer Science 2021-06-18 Andrea Celli , Riccardo Colini-Baldeschi , Christian Kroer , Eric Sodomka

Recommender systems research lacks standardized benchmarks for reproducibility and algorithm comparisons. We introduce RBoard, a novel framework addressing these challenges by providing a comprehensive platform for benchmarking diverse…

Information Retrieval · Computer Science 2024-09-11 Xinyang Shao , Edoardo D'Amico , Gabor Fodor , Tri Kurniawan Wijaya

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

Real-Time Bidding (RTB) is an important paradigm in display advertising, where advertisers utilize extended information and algorithms served by Demand Side Platforms (DSPs) to improve advertising performance. A common problem for DSPs is…

Computer Science and Game Theory · Computer Science 2019-05-30 Xun Yang , Yasong Li , Hao Wang , Di Wu , Qing Tan , Jian Xu , Kun Gai

Sponsored search is an indispensable business model and a major revenue contributor of almost all the search engines. From the advertisers' side, participating in ranking the search results by paying for the sponsored search advertisement…

Information Retrieval · Computer Science 2018-03-28 Li He , Liang Wang , Kaipeng Liu , Bo Wu , Weinan Zhang

Displaying banner advertisements (in short, ads) on webpages has usually been discussed as an Internet economics topic where a publisher uses auction models to sell an online user's page view to advertisers and the one with the highest bid…

Computer Science and Game Theory · Computer Science 2017-08-02 Xiang Chen , Bowei Chen , Mohan Kankanhalli

Automated bidding to optimize online advertising with various constraints, e.g. ROI constraints and budget constraints, is widely adopted by advertisers. A key challenge lies in designing algorithms for non-truthful mechanisms with ROI…

Computer Science and Game Theory · Computer Science 2025-10-21 Yuan Deng , Yilin Li , Wei Tang , Hanrui Zhang

Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in…

Computer Science and Game Theory · Computer Science 2013-05-15 Kuang-Chih Lee , Ali Jalali , Ali Dasdan