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Real-Time_Bidding_Algorithms_for_performance-Based_Display_Ad_Allocation.pdf

jujudubai
August 17, 2014

 Real-Time_Bidding_Algorithms_for_performance-Based_Display_Ad_Allocation.pdf

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jujudubai

August 17, 2014
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  1. ຊ࿦จͷ֓ཁ A. demand-side, supply-side • ༧ࢉ౤ࢿͷ࠷దԽɺऩӹʢrevenueʣͷ࠷େԽ • RTB Exchangeʹ͓͍ͯɺimpຖʹΩϟϯϖʔϯΛׂΓ౰ͯΔ ➡

    ϦΞϧλΠϜͰͷ࠷దԽʹΑΓ࣮ݱ ➡ errorͷେ͖͞ʹԠͯ͡ύϥϝʔλΛௐ੔
 B. ՝୊ • ม਺ɺ੍໿͕ଟ͍ ➡ ઢܗܭը໰୊ͷ૒ର໰୊ͷղʹΑΓ࣮ݱ • ΦϑϥΠϯ࠷దԽͰ͸ཻ౓͕ૈ͍
 ࢢ৔ͷมԽʹରͯ͠దԠతͳbid͕Ͱ͖ͳ͍ ➡ ϦΞϧλΠϜͰͷ࠷దԽʹΑΔࡉཻ͔͍౓Ͱͷ࠷దԽΛ࣮ݱ
 C. ํ๏ • online bidding algorithm frameworkΛఏҊ • Ωϟϯϖʔϯຖͷbidػೳύϥϝʔλͷߋ৽ํ๏ʢWaterlevel or Model-based ʣͱͯ͠ɺطଘͷϦιʔε഑ ෼ͷۙࣅΞϧΰϦζϜʹinspire͞Εͨํ๏ͱɺbidͷউ཰ͷ෼෍ΛϞσϧԽͯࣜ͠ʹ૊ΈࠐΜͩ΋ͷΛఏҊɻ
  2. Formulation A. ऩӹͷఆٛ
 
 
 
 
 B. ೖࡳֹͷܾఆɺௐ੔ ޿ࠂओผ

    ೖࡳֹௐ੔ͷ߲ ͜Ε͔Β͜ͷzЋzΛٻΊͯɺ࠷దͳzCJEQSJDFzΛਪఆ͠·͢
  3. • ࠷దԽ໰୊ͷ૒ର໰୊
 
 
 
 
 
 
 
 


    ➡ α,βΛٻΊΔ͜ͱ͕໨త
 ܭࢉճ਺͸ɺO(mn)Ͱ͸ͳ͘ɺO(m+n) ➡ શϢχϞδϡϥߦྻʢtotally unimodular matrix, TU ߦྻʣʹجͮ͘
 ࢀߟʣhttp://ja.wikipedia.org/ ๚໰ऀ਺ͷ૿Ճ౳ͷܦࡁత܎਺ʢJNQͷ࠷খՁ֨ͱ΋ʣ ༧ࢉͷ૿Ճ౳ͷܦࡁత܎਺ʢ࠷খརӹͱ΋ʣ
  4. Control-theoretic Bid Adjustment • waterlevel-base update (online algorithm) - ίετ͸ߟྀ͠ͳ͍

    - PIɺPIDཧ࿦ JNQ਺ FSSPS FSSPSʹͲΕ͚ͩૣ͘൓Ԡ͢Δ͔ͷ܎਺
  5. Model-based Bid Adjustment • γεςϜ੍ޚཧ࿦ʹجͮ͘Ξϓϩʔν(PI:online algorithm) - ίετɺೖࡳֹߟྀ FSSPSʹૣ͘ͲΕ͚ͩૣ͘൓Ԡ͢Δ͔ͷ܎਺ ཧ૝తͳೖࡳՁ֨

    ཧ૝తͳউ཰ʢHJʹ߹ΘͤΔͨΊʹඞཁͳউ཰ʣ ؍ଌ͞Εͨউ཰ ೖࡳίετ .-&ͷ෼෍ύϥϝʔλɻ XJOͨ͠ೖࡳ X ͷ౷ܭྔ͔Βಋ͔ΕΔɻ
  6. a Practical formulation • ίετ߲ͷಋೖʹΑΓߋʹҰൠԽͨ͠ओ໰୊
 
 
 
 
 


    
 
 • ίετ߲ͷಋೖʹΑΓߋʹҰൠԽͨ͠૒ର໰୊ JNQ(SPVQ QMBDFNFOU Jͷ֫ಘͰ͖ͦ͏ͳJNQ਺
  7. Experiments • ࣮ݧ݁Ռͷ֓ཁ - αͷௐ੔ʹΑͬͯೖࡳͷ࠷దԽ͕ߦ͑Δ͔Ͳ͏͔ - ҟͳΔ࠷దԽख๏ͷಋೖʹΑΓͲͷఔ౓ύϑΥʔϚϯε͕ҟͳΔͷ͔ - αͷॳظ஋͕Ͳͷఔ౓Өڹ͢Δͷ͔
 •

    ࣮ݧ৚݅ - ࢖༻σʔλ͸σΟεϓϨΠωοτϫʔΫͷσʔλ - ฏۉ1೔20Mͷimp͕͋ΔαΠτͰ࣮ݧ - 4ͭͷCPCΩϟϯϖʔϯ͕ର৅
 • σʔλ • timestamp,placement,user,campaign,clicks,impressions • ॱʹt,i=(placement:user),j,cij(t),xij(t)
  8. - Experiments 1 • ؍ଌ஋ͱγϡϛϨʔγϣϯʹΑΔ஋ͷlift ➡ offlineͷΈΑΓ΋onlineͰαΛௐ੔ͨ͠ํ͕੒੷͕ྑ͍
 
 
 


    ➡ model-based bid ͱ Waterlevel bidͷൺֱ - offlineͰͷαͷࢉग़͸1೔෼ͷσʔλ - αࢉग़ޙͷ4೔ؒͷσʔλΛൺֱ ➡ online algorithm͸offline algorithmʹରͯ͠90ˋҎ্ͷ੒੷ ➡ ҆ఆੑ͸Model Bidder͕ྑ͍