PBODL : Parallel Bayesian Online Deep Learning for Click-Through Rate Prediction in Tencent Advertising System

We describe a parallel bayesian online deep learning framework (PBODL) for click-through rate (CTR) prediction within today's Tencent advertising system, which provides quick and accurate learning of user preferences. We first explain the framework with a deep probit regression model, which is trained with probabilistic back-propagation in the mode of assumed Gaussian density filtering. Then we extend the model family to a variety of bayesian online models with increasing feature embedding capabilities, such as Sparse-MLP, FM-MLP and FFM-MLP. Finally, we implement a parallel training system based on a stream computing infrastructure and parameter servers. Experiments with public available datasets and Tencent industrial datasets show that models within our framework perform better than several common online models, such as AdPredictor, FTRL-Proximal and MatchBox. Online A/B test within Tencent advertising system further proves that our framework could achieve CTR and CPM lift by learning more quickly and accurately.