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arXiv 1809.04673cs.LGcs.AIstat.ML
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一种用于点击预测的统一批量在线学习框架

A Unified Batch Online Learning Framework for Click Prediction

Microsoft(微软)

Rishabh Iyer, Nimit Acharya, Tanuja Bompada, Denis Charles, Eren Manavoglu

摘要:

我们提出了一个统一的框架,批量在线学习(OL)的点击预测搜索广告。机器学习模型一旦部署,由于模型陈旧,随着时间的推移会显示出非平凡的准确性和校准降级。因此,有必要定期更新模型,并自动更新。本文提出了两种范例的批量在线学习,增量更新模型参数通过提前停止机制,另一个这样做,通过近端正则化。我们讨论了这两种方案如何自然地权衡新旧数据。然后,我们从理论和经验表明,这两个看似不同的计划是密切相关的。通过大量的实验,我们展示了我们的OL框架的效用;两个OL方案如何相互关联,以及它们如何在新数据和历史数据之间进行权衡。然后,我们将批量OL与完整模型再训练进行了比较,并展示了在线学习如何对数据问题更加鲁棒。我们还展示了在线学习的长期影响,OL中初始模型的作用,更新延迟的影响,最后总结了一些实现细节和在生产中部署真实世界的在线学习系统的挑战。虽然本文主要集中在搜索广告的点击预测的应用,我们希望这里学到的教训可以结转到其他问题领域。

英文摘要:

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 therefore necessary to regularly update models, and do so automatically. This paper presents two paradigms of Batch Online Learning, one which incrementally updates the model parameters via an early stopping mechanism, and another which does so through a proximal regularization. We argue how both these schemes naturally trade-off between old and new data. We then theoretically and empirically show that these two seemingly different schemes are closely related. Through extensive experiments, we demonstrate the utility of of our OL framework; how the two OL schemes relate to each other and how they trade-off between the new and historical data. We then compare batch OL to full model retrains, and show how online learning is more robust to data issues. We also demonstrate the long term impact of Online Learning, the role of the initial Models in OL, the impact of delays in the update, and finally conclude with some implementation details and challenges in deploying a real world online learning system in production. While this paper mostly focuses on application of click prediction for search advertisement, we hope that the lessons learned here can be carried over to other problem domains.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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