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Florian Hartl
florianh@yelp.com
Large Scale CTR Prediction
Lessons Learned
Yelp’s Mission
Connecting people with great
local businesses.
92M 3272%108M
Yelp Stats
As of Q2 2016
CTR Prediction
CTR: Click-Through Rate
pCTR: predicted CTR
Question
How likely is the user to click on the ad?
Why
Proxy for relevance
5.5%
0.8%
9.2%
?
Logistic Regression with
thousands of features,
trained and tested on
millions of samples.
Current pCTR Model
Kuvasz
pCTR Model History
(CC) from Flickr: "Wednesday Freedom 11"
by Parker Knight
(CC) from Flickr: "Icelandig sheepdog"
by Thomas Quine(CC) from Flickr: by Craige Moore
French
Brittany
Icelandic
Sheepdog
Jindo Kuvasz
Lessons Learned
(CC) from Flickr: "WEL" by luckyno3
user
feedbackservice
onlineoffline
data model
logs
(CC) from Flickr: "The huge crossing" by Miroslav Petrasko
Infrastructure
(CC) from Flickr: "KOGI and WEL" by luckyno3
user
feedbackservice
onlineoffline
data model
logs
user
feedbackservice
logs
Log at source of online
prediction
→ Prevents downstream
modifications of data
Logging
user
feedbackservice
onlineoffline
data model
logs
data
logs
prediction
verification
Assert validity of logged data
Verification
model
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
data model
logs
prediction
verification
fast
scalable
Make offline training
iterations fast & scalable
Automation is key
→ end-to-end pipeline
→ automated visualizations
Tools: mrjob, Spark
Iterations
Offline Training at Yelp
merge logs sampling
feature
extraction
model
training
evaluation
mrjob
AWS EMR
daily scheduled
pipeline
kicked off manually
mrjob
AWS EMR
Spark
mrjob
AWS EMR
mrjob
AWS EMR
mrjob
AWS EMR
new
features
(CC) from Flickr: "Cloud" by Jason Pratt
Lessons Learned
Infrastructure
Log at source of online prediction
Verify predictions
Make offline iterations fast & scalable
Model
Comprehension
(CC) from Flickr: "Bella" by Maureen Lee
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
fast
scalable
Focus on a single metric
(but don't trust it blindly)
Evaluation
data model
prediction
verification
evaluation
fast
scalable
Our Metric
Focus on a single metric
(but don't trust it blindly)
Create helpful visualizations
Tools: Zeppelin
Evaluation
data model
prediction
verification
evaluation
fast
scalable
Visualizations
...
feature 1
feature 2
feature 3
...
feature contribution
Feature contributions
sd(feature) * coef
Feature value vs. CTR count
feature value
CTR
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
evaluation
fast
scalable
logs
Beware of biased training data
→ offline != online
→ pCTR threshold
Thresholds
user
feedbackservice
pCTR Threshold
CTR pCTR
Model 1
Good
CTR pCTR
Model 2
Bad
CTR pCTR
Model 3
Good
pCTR Threshold
time
training data
Model 1 Model 2 Model 3 Model 4
Idea:
Frequent retraining
Better:
Deliberate sampling of bad ads
CTR pCTR
Online Evaluation
CTR pCTR
Model 1
Good
CTR pCTR
Model 2
Bad
CTR pCTR
Model 3
Good
Online Evaluation
CTR pCTR
Model 1
Good
CTR pCTR
Model 2
Bad
CTR pCTR
Model 3
Good
Combined Rescoring
new modelcurrent model
online
offline
Combined Rescoring
new modelcurrent model
online
offline
evaluation
Lessons Learned
Infrastructure
Log at source of online prediction
Verify predictions
Make offline iterations fast & scalable
Model Comprehension
Evaluate, evaluate, evaluate
Be aware of threshold effects
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
evaluation
fast
scalable
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
evaluation
fast
scalable
simplicity
simplicity
rule-based approach
simple models
Occam's razor
appropriate metric
documentation
"Simple Made Easy"
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
evaluation
fast
scalable
well documented
fast
scalable
well documented
simplicity
user
feedbackservice
onlineoffline
data model
logs
prediction
verification
evaluation
fast
scalable
well documented
fast
scalable
well documented
simplicity
Lessons Learned
Above all, keep it simple.
Infrastructure
Log at source of online prediction
Verify predictions
Make offline iterations fast & scalable
Model Comprehension
Evaluate, evaluate, evaluate
Be aware of threshold effects
@YelpEngineering
engineeringblog.yelp.com
github.com/yelp
yelp.com/careers

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