Overview Real Time Bidding • 什么是Real Time Bidding • RTB现况 • 数据处理 • 变量转化和选择 • 预测模型
什么是Real Time Bidding Ad selection via bidding 上图引用自Stanford MS&E 239
RTB现况 Predictive Modeling： • Logistic Regression • Decision Tree Global RTB Leaders： • 2-Stage Generalized Linear • MediaMath Model Advertisers Media • Turn • Etc. • X+1 • DataXu Optimization： • Brandscreen • Dashboard Driven Manual Optimization User • Data Driven Revenue China RTB Leaders： Maximization • 悠易互通 • Revenue Maximization with Fraud Detection
变量转化和选择• Bivariate Analysis 1 Bivariate analysis removing variables provided no information on model• Transformation 2 Fraud Detection and Data Trimming• Data Accuracy• Clustering 3 Clustering and Grouping 5• Numerical vs. Categorical 4 Logistic regression Scorecarding• Indexing Indexing• More Variable Creation Decision tree Final Model 6 7
预测模型Objective:• A ranking system to rank the probability of clicking or conversion from high to low.Challenges:• More variables and hierarchies in the model is likely to incur bias. Statistician Engineer• Reduce variables and hierarchies reduce variance• Model not preforming well with a couple of variables only• Easy implementation. Statistician and Engineers to work as a team.