Accurate estimation of the click-through rate (CTR) in sponsored ads significantly impacts the user search experience and businesses' revenue, even 0.1% of accuracy improvement would yield greater earnings in the hundreds of millions of dollars. CTR prediction is generally formulated as a supervised classification problem. In this paper, we share our experience and learning on model ensemble design and our innovation. Specifically, we present 8 ensemble methods and evaluate them on our production data. Boosting neural networks with gradient boosting decision trees turns out to be the best. With larger training data, there is a nearly 0.9% AUC improvement in offline testing and significant click yield gains in online traffic. In addition, we share our experience and learning on improving the quality of training.
Ling et al. REF shows that boosting neural networks with GBDT achieves the best performance in the CTR prediction.
Model Ensemble for Click Prediction in Bing Search Ads
WWW
Computer Science