Improving click-through rate prediction accuracy in online advertising by transfer learning

As the main revenue source of Internet companies, online advertising is always a significant topic, where click-through rate (CTR) prediction plays a central role. In online advertising systems, there are often many advertisement products. Due to the competition in the bidding mechanism, some advertising products may get lots of data to train the CTR prediction model while some may lack high-quality data. However, to predict accurate CTR, a large amount of data is needed. Therefore, transfer knowledge from the large product (source) to the small product (target) is necessary. We propose a transfer learning method that iteratively updates the data weights to selectively combine source data with target data for training. To efficiently process huge advertisement data, we design a sampling strategy based on the gradient information, and implement the algorithm with a MapReduce-like machine learning framework. We do experiments on real advertisement datasets. The results show that our approach improves the accuracy of CTR prediction compared to the supervised learning method.