AutoGroup: Automatic Feature Grouping for Modelling Explicit High-Order Feature Interactions in CTR Prediction

Modelling feature interactions is key in Click-Through Rate (CTR) predictions. State-of-the-art models usually include explicit feature interactions to better model non-linearity in a deep network, but enumerating all feature combinations of high orders is not efficient and brings challenges to network optimization. In this work, we use AutoML to seek useful high-order feature interactions to train on without manual feature selection. For this purpose, an end-to-end model, AutoGroup, is proposed, which casts the selection of feature interactions as a structural optimization problem. In a nutshell, AutoGroup first automatically groups useful features into a number of feature sets. Then, it generates interactions of any order from these feature sets using a novel interaction function. The main contribution of AutoGroup is that it performs both dimensionality reduction and feature selection which are not seen in previous models. Offline experiments on three public large-scale benchmark datasets demonstrate the superior performance and efficiency of AutoGroup over state-of-the-art models. Furthermore, a ten-day online A/B test verifies that AutoGroup can be reliably deployed in production and outperform the commercial baseline by 10% on average in terms of CTR and CVR.