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Web-Scale Bayesian click-through rate prediction for sponsored search advertising in Microsoft's Bing search engine

Graepel, T; Candela, JQ; Borchert, T; Herbrich, R; (2010) Web-Scale Bayesian click-through rate prediction for sponsored search advertising in Microsoft's Bing search engine. In: Fürnkranz, J and Joachims, T, (eds.) Proceedings of the 27th International Conference on Machine Learning (ICML-10), June 21-24, 2010, Haifa, Israel. (pp. 13 - 20). Omnipress Green open access

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Abstract

We describe a new Bayesian click-through rate (CTR) prediction algorithm used for Sponsored Search in Microsoft's Bing search engine. The algorithm is based on a probit regression model that maps discrete or real-valued input features to probabilities. It maintains Gaussian beliefs over weights of the model and performs Gaussian online updates derived from approximate message passing. Scalability of the algorithm is ensured through a principled weight pruning procedure and an approximate parallel implementation. We discuss the challenges arising from evaluating and tuning the predictor as part of the complex system of sponsored search where the predictions made by the algorithm decide about future training sample composition. Finally, we show experimental results from the production system and compare to a calibrated Naïve Bayes algorithm.

Type: Proceedings paper
Title: Web-Scale Bayesian click-through rate prediction for sponsored search advertising in Microsoft's Bing search engine
Event: 27th International Conference on Machine Learning (ICML-10)
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.icml2010.org/
Language: English
Additional information: Copyright © 2010 by T. Graepel, J. Quiñonero Candela, T. Borchert and R. Herbrich.
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/1395202
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