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Getting Cozy With Raw Data
(A	Cautionary	Tale)
Yael	Elmatad
Data	Scientist,	Tapad
														@y_s_e
The Ad Tech Space
The	goal	of	Ad	Tech	is	to	show	advertisements	to	consumers
on	the	internet	and	to	ensure	that	the	right	ad	gets	shown	to
the	right	person.
Many	components:
Publishers	who	have	ad	space	on	their	pages
"Sell"	side	platforms	which	aggregate	publishers	and
facilitate	selling	of	ad	space
"Buy"	side	platforms	(like	Tapad)	which	bid	on	that	space
to	show	current	ad	campaigns
Advertisers	who	entrust	demand	side	platforms	to	place
their	content	appropriately
Why Cross-Device?
Device	Proliferation:
5.7	internet	connected	devices	per	household
Screen	Switching:
Digital	Natives	switch	screens	27	times	every	non-working	hour
Purchasing	Across	Devices:
40%	of	shoppers	consult	3	or	more	channels	before	purchase
Sources:	NPD,	March	2013;	eMarketer,	April	2012;	Conlumino	&	Webloyalty,	2012
Tapad Connects Consumers' Devices
	
To	address	these	issues,	Tapad	built	The	Device	Graph.
The	Device	Graph	seeks	to	connect	devices	within	a	household	for
targeting	across	multiple	screens.
Our	edges	are	inferred	based	on	a	variety	of	techniques	including
co-location,	partnerships	with	other	companies,
and	obfuscated	login	data	(where	no	personally	identifiable	data	is
ever	observed).
Tapad Statistics
Over	2	billion	nodes	(devices)	in	The	Device	Graph.
Representing	about	100	million	households	and
approximately	250	million	individuals.
75%	of	connected	devices	are	connected	to	3	or	more
devices.
38%	of	devices	are	computers	--	36%	represents	smart
phones	and	tablets.
The (Original, Household) Device Graph
No	scores	between	edges.
No	way	to	separate	individuals.
iPad
computer
Kindle
What We Wanted
Edge	thickness	indicates	confidence	of	link	between	devices
Colors	indicate	community	detection	based	device	clustering
The	(household)	Device	Graph	naturally	restricts	our	search	space
We	never	seek	to	identify	individuals	-	only	to	group	devices	used
by	the	same	individual
Graph	can	be	traversed	at	varying	thresholds	(scale	vs	accuracy)
Scoring Edges
We	needed	a	way	to	put	weights	on	edges.
			First	Attempt:	Use	Segment	data	
Provided	by	first	or	third-parties
Tries	to	put	devices	into	inferred	buckets.	ex:
Dog	lover
Comic	book	enthusiast
Male
Pros/Cons of Segment Data
	
		Pros:
Relatively	extensive	coverage
Simple	to	read/human	intelligible
Finite
			Cons:
Don't	know	how	the	segments	are	determined	(black	box)
Different	providers	may	not	have	the	same	methods
The	longer	a	device	has	been	in	our	graph	the	more	audiences
it	will	accumulate	(snowballs)
Plan of Attack
1.	 Used	the	segments	as	features	to	create	feature
vectors.																																																		
2.	 Compared	several	methods:
Simple	dot	product	(baseline)
Probabilistic	approaches	that	use	segment
co-occurrence
Machine	learning	approaches	that	use	truth	data	and
existing	graph	structure	as	proxy	data.
What Do We Mean By Proxy Data?
Assumption:
Two	nodes	connected	in	The	(household)	Device
Graph	are	more	likely	to	be	similar	to
each	other	than	two	unconnected	nodes.
Measuring Performance
To	compare	methods	we	compute	the	Win	Rate.		
1.	 Select	pair	of	devices	connected	in	graph;	compute	score
between	them	(true_score).
2.	 Select	random	device	unconnected	to	original	devices;
compute	a	score	with	one	of	original	devices
(false_score).	
if	true_score	>	false_score:
				win_value	=	1.0
elif	true_score	<	false_score:
				win_value	=	0.0
else:	#ties
				win_value	=	0.5
Performance Expectations
A	random	algorithm	should	achieve	an
average	win_value	of	about	0.5.
We	expect	an	optimal	algorithm	to	achieve	an
average	win_value	of	about	0.75	--	50%	better	than
random.
Why?	Because	census	data	suggests	around	2	adults	per
household.	Therefore,	we	expect	about	half	of	our
household	edges	to	be	highly	correlated	(similar)	while	the
remainder	should	be	statistically	uncorrelated	(dissimilar).
Well, how do segment data perform?
In	a	word:	poorly.
Our	attempts	eked	in	just	above	the	random	line	around	an
average	win_value	=	0.55.
At	most,	10%	better	than	random!
So what happened?
	
Segment	data	are	riddled	with:
randomness	&	noise
hidden	bias
An	example	of	randomness	&	noise:	1	out	of	4	devices	which
"self	identified	as	mom"	are	also	tagged	as	"male".
(Either	we're	really	really	progressive,	or	something	has	gone	horribly	wrong.)
So Much Bias!
Platform	Bias:	Certain	segments	are	platform	specific.	(For
example:	"used	a	specific	mail	client	on	Android")
Source	Bias:	We	don't	always	have	overlap	between	different
first	and	third	parties	we	work	with	and	the	overlap	is	not
uncorrelated.
Temporal	Bias:	Long-lived	devices	tend	to	accumulate	segments
(snowballs!).
Audience	Value	Bias:	Certain	segments	are	worth	more	to
advertisers	so	they	appear	more	often	than	expected.		(Example:
people	intending	to	purchase	automobiles.)
Platform Bias
Platform Bias
Platform Bias
Source Bias
Next Steps
	Either:
Account	for	these	biases	explicitly	and	try	to	correct	them.
(see:	engineering.tapad.com)
Or:
Test	different	algorithms.
Or:
Abandon	the	effort	and	look	elsewhere	for	different	data.
We	opted	for	the	last	one.
Browsing Data
In	the	end,	we	opted	to	use	our	in-house	browsing	data.		
Browsing	data	are	data	we	obtain	when	examining	available	ad
space.	Each	piece	of	data	gives	us	an	obfuscated	ID	and	the	url	on
which	the	device	is	browsing.		
Initially	avoided	due	to	sparsity:	
While	we	saw	about	20	pieces	of	audience	data	on	average	on	a
device,	we	were	in	some	cases	limited	to	a	single	unique	url	per
device	because	this	data	is	harder	to	come	by	than	black	box
segment	data.
Plan of Attack
(Preprocessing:	remove	the	fraudulent	urls	associated	with	botnets.)
Just	as	before,	create	a	feature	vector	but	now	the	features	are	the
legitimate	unique	domains	(tapad.com,	mlconf.com,	etc...).
Compare	several	methods:
The	feature	vector	dot	product	(baseline)
Matrix-based	approaches	which	use	probabilistic	correlations
based	on	url	co-occurrence	on	nodes
Clustering-based	approaches	which	reduce	dimensionality	by
first	clustering	highly	correlated	urls
Performance
Much	better!
Simple	dot	product	(baseline)	already	performs	about	18%
better	than	random.
Both	the	matrix-based	and	clustering-based	approaches
perform	up	to	40%	better	than	random.
This	is	in	the	range	of	how	we	expect	an	optimal	algorithm
to	perform	-	despite	data	sparsity!
Moral
Don't	assume	because	pieces	of	data	are	nicely	tied	in	a	bow
and	plentiful	that	they	are	the	right	data	to	use.
Question	your	data,	not	only	your	algorithms.
The	best	pieces	of	data	may	be	scarce	and	raw	because	they
are	often	less	fraught	with	hidden	biases	and	unnecessary
processing.
Learn more about Tapad
Read	our	blog:
http://engineering.tapad.com
Follow	us	on	twitter:
@tapad
@tapadeng
Follow	us	on	Instagram:
@tapadinc	(includes	a	picture	of	yours	truly	in	a	headstand.)
Contact	me:
yael@tapad.com,	@y_s_e

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MLconf Yael Elmatad