Coupled Group Lasso for Web-Scale CTR Prediction in Display Advertising.

In display advertising, click through rate (CTR) prediction is the problem of estimating the probability that an advertisement (ad) is clicked when displayed to a user in a specific context. Due to its easy implementation and promising performance, logistic regression (LR) model has been widely used for CTR prediction, especially in industrial systems. However, it is not easy for LR to capture the nonlinear information, such as the conjunction information, from user features and ad features. In this paper, we propose a novel model, called coupled group lasso (CGL), for CTR prediction in display advertising. CGL can seamlessly integrate the conjunction information from user features and ad features for modeling. Furthermore, CGL can automatically eliminate useless features for both users and ads, which may facilitate fast online prediction. Scalability of CGL is ensured through feature hashing and distributed implementation. Experimental results on real-world data sets show that our CGL model can achieve state-of-the-art performance on webscale CTR prediction tasks.