Asymptotically Unbiased Estimation for Delayed Feedback Modeling via Label Correction
Yu Chen, Jiaqi Jin, Hui Zhao, Pengjie Wang, Guojun Liu, Jian Xu, Bo Zheng · Proceedings of the ACM Web Conference 2022 · 2022
Alleviating the delayed feedback problem is of crucial importance for the conversion rate(CVR) prediction in online advertising. Previous delayed feedback modeling methods using an observation window to balance the trade-off between waiting for accurate labels and consuming fresh feedback. Moreover, to estimate CVR upon the freshly observed but biased distribution with fake negatives, the importance sampling is widely used to reduce the distribution bias. While effective, we argue that previous approaches falsely treat fake negative samples as real negative during the importance weighting and have not fully utilized the observed positive samples, leading to suboptimal performance.