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基于强化学习的出价策略实证分析

本仓库是论文《Real-time Bidding Strategy in Display Advertising: An Empirical Analysis》的代码。

开始使用

数据

我们使用基准数据集iPinYou。数据下载以及标准化请参见 make-ipinyou-data

数据标准化后,将每个广告活动(如 1458 )的 train.log.txttext.log.txt 文件复制到 RLBid_EA/data/ipinyou/1458 以便进一步使用。

CTR预测

在训练出价策略前,首先需预测每个广告曝光的点击率。我们在 RLBid_EA/ctr/models 提供了4个数据集的FM预训练模型参数,你可以配合 RLBid_EA/ctr/generate_pctr.py 使用。

你当然也能够自己训练一个CTR预测器。RLBid_EA/ctr/model.py 实现了9个经典的点击率预测模型。

模型 论文 链接
LR Predicting clicks: estimating the click-through rate for new ads [paper]
FM Factorization machines [paper]
FFM Field-aware factorization machines for CTR prediction [paper]
W&D Wide & deep learning for recommender systems [paper]
PNN Product-based neural networks for user response prediction [paper]
DeepFM DeepFM: a factorization-machine based neural network for CTR prediction [paper]
FNN Deep learning over multi-field categorical data [paper]
DCN Deep & cross network for ad click predictions [paper]
AFM Attentional factorization machines: Learning the weight of feature interactions via attention networks [paper]

具体的使用方法请参见 README

出价策略

本仓库实现了2个静态出价策略和3个基于强化学习的动态出价策略。

模型 论文 链接
LIN Bid optimizing and inventory scoring in targeted online advertising [paper]
ORTB Optimal real-time bidding for display advertising [paper] [code]
RLB Real-time bidding by reinforcement learning in display advertising [paper] [code]
DRLB Budget constrained bidding by model-free reinforcement learning in display advertising [paper]
FAB A dynamic bidding strategy based on model-free reinforcement learning in display advertising [paper] [code]

具体的使用方法请参见每个文件夹下的README

许可证

本项目采用 Apache License 2.0

致谢