Deepak Agarwal, Bo Long, Jonathan Traupman, Doris Xin, and Liang Zhang
In Proceedings of the 7th ACM international conference on Web search and data mining (WSDM 2014)
We describe LASER, a scalable response prediction platform currently used as part of a social network advertising system. LASER enables the familiar logistic regression model to be applied to very large scale response prediction problems, including ones beyond advertising. Though the underlying model is well understood, we apply a whole-system approach to address model accuracy, scalability, explore-exploit, and real-time inference. To facilitate training with both large numbers of training examples and high dimensional features on commodity clustered hardware, we employ the Alternating Direction Method of Multipliers (ADMM). Because online advertising applications are much less static than classical presentations of response prediction, LASER employs a number of techniques that allows it to adapt in real time. LASER models can be divided into components with different re-training frequencies, allowing us to learn from changes in ad campaign performance frequently without incurring the cost of retraining larger, more stable sections of the model. Thompson sampling during online inference further helps by efficiently balancing exploration of new ads with exploitation of long running ones. To enable predictions made with the most recent feature data, we employ a range of techniques, including extensive caching and lazy evaluation, to permit real time, low latency scoring. LASER models are defined using a configuration language that ties together the training, validation, and inference pieces and permits even non-programming analysts to experiment with different model structures without modifications to code or interruptions to running servers. Finally, we show via extensive offline experiments and online A/B tests that this system provides significant benefits to prediction accuracy, gains in revenue and CTR, and reductions in system latency.