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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Dynamic Bidding Strategies with Multivariate Feedback Con...
Michael Tashman, Jiayi Xie, John Hoffman, Lee Winikor, Rouzbeh G · 2020-06-01 · via stat.ML updates on arXiv.org

Real-Time Bidding (RTB) display advertising is a method for purchasing display advertising inventory in auctions that occur within milliseconds. The performance of RTB campaigns is generally measured with a series of Key Performance Indicators (KPIs) - measurements used to ensure that the campaign is cost-effective and that it is purchasing valuable inventory. While an RTB campaign should ideally meet all KPIs, simultaneous improvement tends to be very challenging, as an improvement to any one KPI risks a detrimental effect toward the others. Here we present an approach to simultaneously controlling multiple KPIs with a PID-based feedback-control system. This method generates a control score for each KPI, based on both the output of a PID controller module and a metric that quantifies the importance of each KPI for internal business needs. On regular intervals, this algorithm - Sequential Control - will choose the KPI with the greatest overall need for improvement. In this way, our algorithm is able to continually seek the greatest marginal improvements to its current state. Multiple methods of control can be associated with each KPI, and can be triggered either simultaneously or chosen stochastically, in order to avoid local optima. In both offline ad bidding simulations and testing on live traffic, our methods proved to be effective in simultaneously controlling multiple KPIs, and bringing them toward their respective goals.