Keywords: Maximization bias, calibration, distribution shifts, neural networks, recommendation system, computational advertisement
TL;DR: We solve the maximization bias problem in Large-scale Advertising Recommendation Systems.
Abstract: Calibration is defined as the ratio of the average predicted click rate to the true click rate. The optimization of calibration is essential to many online advertising recommendation systems because it directly affects the downstream bids in ads auctions and the amount of money charged to advertisers. Despite its importance, calibration often suffers from a problem called “maximization bias”. Maximization bias refers to the phenomenon that the maximum of predicted values overestimates the true maximum. The problem is introduced because the calibration is computed on the set selected by the prediction model itself. It persists even if unbiased predictions are achieved on every datapoint and worsens when covariate shifts exist between the training and test sets. To mitigate this problem, we quantify maximization bias and propose a variance-adjusting debiasing (VAD) meta-algorithm in this paper. The algorithm is efficient, robust, and practical as it is able to mitigate maximization bias problem under covariate shifts, without incurring additional online serving costs or compromising the ranking performance. We demonstrate the effectiveness of the proposed algorithm using a state-of-the-art recommendation neural network model on a large-scale real-world dataset.
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