annotation
Click-through rate (CTR) prediction, which aims to predict the likelihood that a user will click on an ad or product, is critical for many online applications such as online ads and advisory (recommendation) systems. This problem is very complex because: 1) input functions (eg user id, user age, item id, item category) are usually sparse; 2) effective prediction relies on high-order combinatorial functions (aka cross-functions), which are very laborious for manual processing by domain experts and are not enumerable. Therefore, efforts have been made to find low-dimensional representations of sparse and high-dimensional raw objects and their meaningful combinations.
In this article, we propose an efficient and effective AutoInt method for automatically analyzing high-order object interactions of input objects. Our proposed algorithm is very general and can be applied to both numerical and categorical input features. In particular, we compare both numerical and categorical features in the same low-dimensional space. Then, a multipurpose self-tuning neural network with residual connections is proposed for explicitly modeling feature interactions in low-dimensional space. With the help of different layers of multipurpose self-stressed neural networks, it is possible to simulate different orders of combinations of features of input features. The entire model can be effectively applied to large-scale raw data in an end-to-end manner.Experimental results on four real data sets show that our proposed approach is not only superior to existing modern forecasting approaches, but also provides a good explanatory power of the network.The code is available at .
1. Introduction
Predicting the likelihood of users clicking on ads or products (also known as predicting click-through rates) is a critical issue for many web applications such as online advertising and recommendation systems [8, 10, 15]. The effectiveness of the forecast has a direct impact on the final revenues of business providers. Because of its importance, it is generating growing interest in both academia and commercial circles.
, . . -, [8, 11, 13, 21, 32]. , / . , , . CTR Criteo, 30 99,99%. (). -, [8, 11, 19, 32], . , , -, , . <Gender=Male, Age=10, productCategory=VideoGame> . . , [8, 26]. : ? , . , , .
, () [26], , [27, 28]. , , . , [8, 11, 13, 38], . , . . , , - [4]. -, , , . , , .
, - [36]. , , . , , , (, ). , . , [36]. , () , , , . . , . [12], . , .
, :
;
, , ;
, CTR , , .
. 2. . 3 . 4. . 5 . , 6.
2.
: 1) -; 2) ; 3) .
2.1
-, [8-10, 15, 21, 29, 43]. , Google Wide&Deep[8] , , . . . , . [31] - , <, , >. Oentaryo . [24] .
2.2
, . () [26], [27, 28]. . , (FFM) [16] . GBFM [7] AFM [40] . .
, . , NFM [13] . , PNN [25], FNN [41], DeepCrossing [32], Wide&Deep [8] DeepFM [11] . , . , , . -, Deep&Cross [38] xDeepFM [19] . , , β . -, [39, 42, 44] , , . -, HOFM [5] . HOFM , ( 5) . , .
2.3
: [2] [12].
[2] , [35], [30] [14, 33, 43]. . [36] - .
[12] ImageNet. , y = F (x) + x, , .
3.
(CTR) :
1. ( CTR) x β R n u v, , n - . , u v x.
CTR , x , . , x , . . , , [6, 8, 11, 23, 26, 32].
, .
2 ( p-). x β R n p- g (xi1 , ..., xip ), , p- , g (Β·) - , [26] [19, 38]. , xi1 Γ xi2- , xi1 xi2.
. . , . , . .
3 ( ). x β Rn , - x, .
4. Autoint:
AutoInt, CTR. , , .
4.1
, . .1, x, , (. . , ) . , () . , , . .
, . .
4.2
, . ,
M - , xi - i- . xi - , i- (, x1 . 2). xi - , i- (, xM . 2).
4.3
, (, ). , , . .,
Vi - i, xi - . , xi - . . , , (, «»). 2 :
q - , i- , xi - - .
, . ,
vm - m, xm - .
, , .2.
4.4
, . , , . , . - - [36].
(Multi-head self-attentive network) [36] . , [36] [20], [37]. .
, Β«-Β» [22], , . m, , , m. m k () h :
Ο (h) (Β·, Β·) - , m k. , β¨Β·, Β·β©. - .
W(h)Query, W(h)Key β Rdβ² Γ d 5 - , Rd Rdβ². m h, , Ξ±(h)m, k:
(6) m ( h), , . , , , . , , :
β - , H - .
, (. . ) , . ,
W Res β R d β² H Γ d - [12], ReLU (z) = max (0, z) - .
em eResm, . . , .
4.5
{eResm }Mm=1, , , , () . CTR , :
w β R d β² H M - , , b - , Ο (x) = 1 / (1 + eβx) .
4.6
- , :
yj yΛj - CTR , j , N - . , :
logloss .
4.7 AutoInt
. , 5-8, , .
, (. . M = 4), x1, x2, x3 x4 . (, 5) , , , g (x1, x2), g (x2, x3) g ( x3, x4) , g (Β·) ( 2) ReLU (Β·). , x1, eRes1. , , .
, . eRes1 eRes3, , , x1, x2 x3, , eRes1 eRes3, eRes1 g (x1, x2), eRes3 x3 ( ). , . , g (x1, x2, x3, x4) e Res 1 e Res 3, g (x1, x2) g (x3 , x4) . , .
, , AutoInt , , . , [3, 18].
, [11, 19, 32], nd , n - , d - . : {W (h) Query, W (h) Key, W (h) Value, WRes}, L- L Γ (3dd β² + d β² Hd), M. , d β² HM + 1 . , O (Lddβ²H). , H d β² (, H = 2 dβ² = 32 ), .
. -, ( ) O(Mdd' + M2d' ) . O(Mdd' + M2d') . H (), O(MHd' (M + d)) . , H,d d ' . AutoInt 5.2.
5.
. :
RQ1) AutoInt CTR? ?
RQ2) ?
RQ3) ? ?
RQ4) ? , .
5.1
5.1.1 . . 1.
Criteo. CTR, 45 . 26 13 .
Avazu. , , . 23 , / .
KDD12. KDDCup 2012, . CTR, , (1 > 0, 0 ), FFM [16].
MovieLens-1M. . ( ) 3 , , . 3 β , 3.
. -, ( ) Β«<>Β», {10, 5, 10} Criteo, Avazu KDD12 . -, , , z log2(z) z> 2, Criteo Competition. -, 80% .
5.1.2 . :
AUC ROC (AUC) , CTR , . AUC .
Logloss. logloss , 10, .
, AUC Logloss 0,001 CTR, [8, 11, 38].
5.1.3 . : A) , ; ) , ; C) , . .
LR (). LR .
FM [26] (B). FM .
F [40] (B). AFM - , . FM, , .
DeepCrossing [32] (C). DeepCrossing .
NFM [13] (C). NFM . .
CrossNet [38] (). -, Deep&Cross, .
CIN [19] (C). , xDeepFM, .
HOFM[5] (). HOFM . Blondel et al. [5] [13], , .
CrossNet CIN, Deep&Cross xDeepFM, plain DNN (. . 5.5).
5.1.4 . TensorFlow[1]. AutoInt d 16, - 1024. AutoInt , d 32. ( ) - . , [34] {0.1 - 0.9} MovieLens-1M, , . 200 - NFM, . CN CIN AutoInt. DeepCrossing 100, . , . , Adam [17] , .
5.2 (RQ1)
. , 10 , 2. : 1) FM AFM, , LR , , CTR; 2) - , ; , DeepCrossing NFM , FM AFM , (, CIN ); 3) HOFM FM Criteo MovieLens-1M, , ; 4) AutoInt .
Avazu CIN , AutoInt AUC, Logloss. , AutoInt , DeepCrossing, , , .
4. , LR - . FM NFM , NFM . CIN, , - . . , AutoInt , DeepCrossing NFM.
( ) . 3, CIN AutoInt .
, , AutoInt . CIN, AutoInt -.
5.3 (RQ2) , AutoInt.
5.3.1 . AutoInt , , , . , , . 4, , . , KDD12 MovieLens-1M, , .
5.3.2 . ( 4). , , . , ( ), , .
5. , , , , , . , . . , . , , , .
5.3.3 . d, . KDD12 , , . MovieLens-1M. 24, . , , , .
5.4 (RQ3)
, . , AutoInt . MovieLens-1M.
, , . . 7 () , . , AutoInt <Gender=Male, Age=[18-24), MovieGenre=Action&Triller> (. . ). , , , .
, . . . 7 (). , <Gender, Genre>, <Age, Genre>, <RequestTime, ReleaseTime> <Gender, Age, Genre> (. . ) , .
5.5 (RQ4)
CTR [8, 11, 19]. , , AutoInt . AutoInt+ :
Wide&Deep [8]. Wide&Deep ;
DeepFM [11]. DeepFM ;
Deep&Cross [38]. Deep&Cross- CrossNet ;
xDeepFM [19]. xDeepFM - CIN .
5 ( 10 ) . : 1) , , , , , , , AutoInt ; 2) , AutoInt+ , CTR.
6.
CTR, -, . , . . , . , , AUC Logloss .
-. , AutoInt , , .
[1] MartΓn Abadi, Paul Barham, Jianmin Chen, Zhifeng Chen, Andy Davis, Jeffrey Dean, Matthieu Devin, Sanjay Ghemawat, Geoffrey Irving, et al. 2016. TensorFlow: A System for Large-Scale Machine Learning.. In OSDI, Vol. 16. 265β283.
[2] Dzmitry Bahdanau, Kyunghyun Cho, and Yoshua Bengio. 2015. Neural machine translation by jointly learning to align and translate. In International Conference on Learning Representations.
[3] Yoshua Bengio, Aaron Courville, and Pascal Vincent. 2013. Representation learning: A review and new perspectives. IEEE transactions on pattern analysis and machine intelligence 35, 8 (2013), 1798β1828.
[4] Alex Beutel, Paul Covington, Sagar Jain, Can Xu, Jia Li, Vince Gatto, and Ed H Chi. 2018. Latent Cross: Making Use of Context in Recurrent Recommender Systems. In Proceedings of the Eleventh ACM International Conference on Web Search and Data Mining. ACM, 46β54.
[5] Mathieu Blondel, Akinori Fujino, Naonori Ueda, and Masakazu Ishihata. 2016. Higher-order factorization machines. In Advances in Neural Information Processing Systems. 3351β3359.
[6] Mathieu Blondel, Masakazu Ishihata, Akinori Fujino, and Naonori Ueda. 2016. Polynomial Networks and Factorization Machines: New Insights and Efficient Training Algorithms. In International Conference on Machine Learning. 850β858.
[7] Chen Cheng, Fen Xia, Tong Zhang, Irwin King, and Michael R Lyu. 2014. Gradient boosting factorization machines. In Proceedings of the 8th ACM Conference on Recommender systems. ACM, 265β272.
[8] Heng-Tze Cheng, Levent Koc, Jeremiah Harmsen, Tal Shaked, Tushar Chandra, Hrishi Aradhye, Glen Anderson, Greg Corrado, Wei Chai, Mustafa Ispir, et al.Wide & deep learning for recommender systems. In Proceedings of the 1st Workshop on Deep Learning for Recommender Systems. ACM, 7β10.
[9] Paul Covington, Jay Adams, and Emre Sargin. 2016. Deep neural networks for youtube recommendations. In Proceedings of the 10th ACM Conference on Recommender Systems. ACM, 191β198.
[10] Thore Graepel, Joaquin QuiΓ±onero Candela, Thomas Borchert, and Ralf Herbrich. 2010. Web-scale Bayesian Click-through Rate Prediction for Sponsored Search Advertising in Microsoftβs Bing Search Engine. In Proceedings of the 27th International Conference on International Conference on Machine Learning. 13β20.
[11] Huifeng Guo, Ruiming Tang, Yunming Ye, Zhenguo Li, and Xiuqiang He. 2017. DeepFM: A Factorization-machine Based Neural Network for CTR Prediction. In Proceedings of the 26th International Joint Conference on Artificial Intelligence. AAAI Press, 1725β1731.
[12] Kaiming He, Xiangyu Zhang, Shaoqing Ren, and Jian Sun. 2016. Deep residual learning for image recognition. In Proceedings of the IEEE conference on computer vision and pattern recognition. 770β778.
[13] Xiangnan He and Tat-Seng Chua. 2017. Neural factorization machines for sparse predictive analytics. In Proceedings of the 40th International ACM SIGIR conference on Research and Development in Information Retrieval. ACM, 355β364.
[14] Xiangnan He, Zhankui He, Jingkuan Song, Zhenguang Liu, Yu-Gang Jiang, and Tat-Seng Chua. 2018. NAIS: Neural attentive item similarity model for recommendation. IEEE Transactions on Knowledge and Data Engineering 30, 12 (2018), 2354β2366.
[15] Xinran He, Junfeng Pan, Ou Jin, Tianbing Xu, Bo Liu, Tao Xu, Yanxin Shi, Antoine Atallah, Ralf Herbrich, Stuart Bowers, et al. 2014. Practical lessons from predicting clicks on ads at facebook. In Proceedings of the Eighth International Workshop on Data Mining for Online Advertising. ACM, 1β9.
[16] Yuchin Juan, Yong Zhuang, Wei-Sheng Chin, and Chih-Jen Lin. 2016. Fieldaware factorization machines for CTR prediction. In Proceedings of the 10th ACM Conference on Recommender Systems. ACM, 43β50.
[17] Diederick P Kingma and Jimmy Ba. 2015. Adam: A method for stochastic optimization. In International Conference on Learning Representations.
[18] Honglak Lee, Roger Grosse, Rajesh Ranganath, and Andrew Y Ng. 2011. Unsupervised learning of hierarchical representations with convolutional deep belief networks. Commun. ACM 54, 10 (2011), 95β103.
[19] Jianxun Lian, Xiaohuan Zhou, Fuzheng Zhang, Zhongxia Chen, Xing Xie, and Guangzhong Sun. 2018. xDeepFM: Combining Explicit and Implicit Feature Interactions for Recommender Systems. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 1754β 1763.
[20] Zhouhan Lin, Minwei Feng, Cicero Nogueira dos Santos, Mo Yu, Bing Xiang, Bowen Zhou, and Yoshua Bengio. 2017. A structured self-attentive sentence embedding. In International Conference on Learning Representations.
[21] H. Brendan McMahan, Gary Holt, D. Sculley, Michael Young, Dietmar Ebner, Julian Grady, Lan Nie, Todd Phillips, et al. 2013. Ad Click Prediction: A View from the Trenches. In Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 1222β1230.
[22] Alexander Miller, Adam Fisch, Jesse Dodge, Amir-Hossein Karimi, Antoine Bordes, and Jason Weston. 2016. Key-Value Memory Networks for Directly Reading Documents. In Proceedings of the 2016 Conference on Empirical Methods in Natural Language Processing. Association for Computational Linguistics, 1400β1409.
[23] Alexander Novikov, Mikhail Trofimov, and Ivan Oseledets. 2016. Exponential machines. arXiv preprint arXiv:1605.03795 (2016).
[24] Richard J Oentaryo, Ee-Peng Lim, Jia-Wei Low, David Lo, and Michael Finegold. Predicting response in mobile advertising with hierarchical importanceaware factorization machine. In Proceedings of the 7th ACM international conference on Web search and data mining. ACM, 123β132.
[25] Yanru Qu, Han Cai, Kan Ren, Weinan Zhang, Yong Yu, Ying Wen, and Jun Wang.Product-based neural networks for user response prediction. In Data Mining (ICDM), 2016 IEEE 16th International Conference on. IEEE, 1149β1154.
[26] Steffen Rendle. 2010. Factorization machines. In Data Mining (ICDM), 2010 IEEE 10th International Conference on. IEEE, 995β1000.
[27] Steffen Rendle, Christoph Freudenthaler, and Lars Schmidt-Thieme. 2010. Factorizing personalized markov chains for next-basket recommendation. In Proceedings of the 19th international conference on World wide web. ACM, 811β820.
[28] Steffen Rendle, Zeno Gantner, Christoph Freudenthaler, and Lars Schmidt-Thieme. Fast context-aware recommendations with factorization machines. In Proceedings of the 34th international ACM SIGIR conference on Research and development in Information Retrieval. ACM, 635β644.
[29] Matthew Richardson, Ewa Dominowska, and Robert Ragno. 2007. Predicting clicks: estimating the click-through rate for new ads. In Proceedings of the 16th international conference on World Wide Web. ACM, 521β530.
[30] Alexander M. Rush, Sumit Chopra, and Jason Weston. 2015. A Neural Attention Model for Abstractive Sentence Summarization. In Proceedings of the 2015 Conference on Empirical Methods in Natural Language Processing. Association for Computational Linguistics, 379β389.
[31] Lili Shan, Lei Lin, Chengjie Sun, and Xiaolong Wang. 2016. Predicting ad clickthrough rates via feature-based fully coupled interaction tensor factorization. Electronic Commerce Research and Applications 16 (2016), 30β42.
[32] Ying Shan, T Ryan Hoens, Jian Jiao, Haijing Wang, Dong Yu, and JC Mao. 2016. Deep crossing: Web-scale modeling without manually crafted combinatorial features. In Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 255β262.
[33] Weiping Song, Zhiping Xiao, Yifan Wang, Laurent Charlin, Ming Zhang, and Jian Tang. 2019. Session-based Social Recommendation via Dynamic Graph Attention Networks. In Proceedings of the Twelfth ACM International Conference on Web Search and Data Mining. ACM, 555β563.
[34] Nitish Srivastava, Geoffrey Hinton, Alex Krizhevsky, Ilya Sutskever, and Ruslan Salakhutdinov. 2014. Dropout: A simple way to prevent neural networks from overfitting. The Journal of Machine Learning Research 15, 1 (2014), 1929β1958.
[35] Sainbayar Sukhbaatar, Jason Weston, Rob Fergus, et al. 2015. End-to-end memory networks. In Advances in neural information processing systems. 2440β2448.
[36] Ashish Vaswani, Noam Shazeer, Niki Parmar, Jakob Uszkoreit, Llion Jones, Aidan N Gomez, Εukasz Kaiser, and Illia Polosukhin. 2017. Attention is all you need. In Advances in Neural Information Processing Systems. 6000β6010.
[37] Petar Velickovic, Guillem Cucurull, Arantxa Casanova, Adriana Romero, Pietro Lio, and Yoshua Bengio. 2018. Graph Attention Networks. In International Conference on Learning Representations.
[38] Ruoxi Wang, Bin Fu, Gang Fu, and Mingliang Wang. 2017. Deep & Cross Network for Ad Click Predictions. In Proceedings of the ADKDDβ17. ACM, 12:1β12:7.
[39] Xiang Wang, Xiangnan He, Fuli Feng, Liqiang Nie, and Tat-Seng Chua. 2018. TEM: Tree-enhanced Embedding Model for Explainable Recommendation. In Proceedings of the 2018 World Wide Web Conference on World Wide Web. International World Wide Web Conferences Steering Committee, 1543β1552.
[40] Jun Xiao, Hao Ye, Xiangnan He, Hanwang Zhang, Fei Wu, and Tat-Seng Chua. Attentional factorization machines: learning the weight of feature interactions via attention networks. In Proceedings of the 26th International Joint Conference on Artificial Intelligence. AAAI Press, 3119β3125.
[41] Weinan Zhang, Tianming Du, and Jun Wang. 2016. Deep learning over multi-field categorical data. In European conference on information retrieval. Springer, 45β57.
[42] Qian Zhao, Yue Shi, and Liangjie Hong. 2017. GB-CENT: Gradient Boosted Categorical Embedding and Numerical Trees. In Proceedings of the 26th International Conference on World Wide Web. International World Wide Web Conferences Steering Committee, 1311β1319.
[43] Guorui Zhou, Xiaoqiang Zhu, Chenru Song, Ying Fan, Han Zhu, Xiao Ma, Yanghui Yan, Junqi Jin, Han Li, and Kun Gai. 2018. Deep Interest Network for ClickThrough Rate Prediction. In Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 1059β1068.
[44] Jie Zhu, Ying Shan, JC Mao, Dong Yu, Holakou Rahmanian, and Yi Zhang. 2017. Deep embedding forest: Forest-based serving with deep embedding features. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 1703-1711.