Click-through Rate Prediction and Uncertainty Quantification Based on Bayesian Deep Learning.

Click-through rate (CTR) prediction is a research point for measuring recommendation systems and calculating AD traffic. Existing studies have proved that deep learning performs very well in prediction tasks, but most of the existing studies are based on deterministic models, and there is a big gap in capturing uncertainty. Modeling uncertainty is a major challenge when using machine learning solutions to solve real-world problems in various domains. In order to quantify the uncertainty of the model and achieve accurate and reliable prediction results. This paper designs a CTR prediction framework combining feature selection and feature interaction. In this framework, a CTR prediction model based on Bayesian deep learning is proposed to quantify the uncertainty in the prediction model. On the squeeze network and DNN parallel prediction model framework, the approximate posterior parameter distribution of the model is obtained using the Monte Carlo dropout, and obtains the integrated prediction results. Epistemic and aleatoric uncertainty are defined and adopt information entropy to calculate the sum of the two kinds of uncertainties. Epistemic uncertainty could be measured by mutual information. Experimental results show that the model proposed is superior to other models in terms of prediction performance and has the ability to quantify uncertainty.