DAE: Distribution-Aware Embedding for Numerical Features in Click-Through Rate Prediction

Bin Shen, Jingran Xu, Xu Min, Zeyu Ke, Yong He, Liang Zhang, Xin Dong, Linjian Mo

Abstract: Numerical features are an important type of input for CTR prediction models. Recently, several discretization and numerical transformation methods have been proposed to deal with numerical features. However, existing approaches do not fully consider compatibility with different distributions. Here, we propose a novel numerical feature embedding framework, called Distribution-Aware Embedding (DAE), which is applicable to various numerical feature distributions. First, DAE efficiently approximates the cumulative distribution function by estimating the expectation of the order statistics. Then, the distribution information is applied to the embedding layer by nonlinear interpolation. Finally, to capture both local and global information, we aggregate the embeddings at multiple scales to obtain the final representation. Empirical results validate the effectiveness of DAE compared to the baselines, while demonstrating the adaptability to different CTR models and distributions.