Today, billions of display ad impressions are purchased on a daily basis through a public auction hosted by real time bidding (RTB) exchanges. A decision has to be made for advertisers to submit a bid for each selected RTB ad request in milliseconds. Restricted by the budget, the goal is to buy a set of ad impressions to reach as many targeted users as possible. A desired action (conversion), advertiser specific, includes purchasing a product, filling out a form, signing up for emails, etc. In addition, advertisers typically prefer to spend their budget smoothly over the time in order to reach a wider range of audience accessible throughout a day and have a sustainable impact. However, since the conversions occur rarely and the occurrence feedback is normally delayed, it is very challenging to achieve both budget and performance goals at the same time. In this paper, we present an online approach to the smooth budget delivery while optimizing for the conversion performance. Our algorithm tries to select high quality impressions and adjust the bid price based on the prior performance distribution in an adaptive manner by distributing the budget optimally across time. Our experimental results from real advertising campaigns demonstrate the effectiveness of our proposed approach.
Eq. is typically called online linear programming, and many practical problems, such as online bidding @cite_22 @cite_0 , online keyword matching @cite_10 , online packing @cite_11 , and online resource allocation @cite_15 , can be formulated in the similar form. However, we do not attempt to provide a comprehensive survey of all the related methods as this has been in a number of papers @cite_9 @cite_7 . Instead we summarize couple of representative methods in the following.
@cite_22 @cite_7 @cite_9 @cite_0 @cite_15 @cite_10 @cite_11
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We present a new framework for solving optimization problems with a diseconomy of scale. In such problems, our goal is to minimize the cost of resources used to perform a certain task. The cost of resources grows superlinearly, as xq, q age; 1, with the amount x of resources used. We define a novel linear programming relaxation for such problems, and then show that the integrality gap of the relaxation is Aq, where Aq is the q-th moment of the Poisson random variable with parameter 1. Using our framework, we obtain approximation algorithms for the Minimum Energy Efficient Routing, Minimum Degree Balanced Spanning Tree, Load Balancing on Unrelated Parallel Machines, and Unrelated Parallel Machine Scheduling with Nonlinear Functions of Completion Times problems. Our analysis relies on the decoupling inequality for nonnegative random variables. The inequality states that ||a#x03A3;n i=1 Xi||q ale; Cq ||a#x03A3;n i=1 Yi||q, where Xi are independent nonnegative random variables, Yi are possibly dependent nonnegative random variable, and each Yi has the same distribution as Xi. The inequality was proved by de la Pea#x00F1;a in 1990. However, the optimal constant Cq was not known. We show that the optimal constant is Cq = Aq1 q. The recent years have witnessed the emerging of vector quantization (VQ) techniques for efficient similarity search. VQ partitions the feature space into a set of codewords and encodes data points as integer indices using the codewords. Then the distance between data points can be efficiently approximated by simple memory lookup operations. By the compact quantization, the storage cost, and searching complexity are significantly reduced, thereby facilitating efficient large-scale similarity search. However, the performance of several celebrated VQ approaches degrades significantly when dealing with noisy data. In addition, it can barely facilitate a wide range of applications as the distortion measurement only limits to @math norm . To address the shortcomings of the squared Euclidean ( @math norm) loss function employed by the VQ approaches, in this paper, we propose a novel robust and general VQ framework, named RGVQ, to enhance both robustness and generalization of VQ approaches. Specifically, a @math -norm loss function is proposed to conduct the @math -norm similarity search, rather than the @math norm search, and the @math -th order loss is used to enhance the robustness. Despite the fact that changing the loss function to @math norm makes VQ approaches more robust and generic, it brings us a challenge that a non-smooth and non-convex orthogonality constrained @math - norm function has to be minimized. To solve this problem, we propose a novel and efficient optimization scheme and specify it to VQ approaches and theoretically prove its convergence. Extensive experiments on benchmark data sets demonstrate that the proposed RGVQ is better than the original VQ for several approaches, especially when searching similarity in noisy data. Inspired by online ad allocation, we study online stochastic packing linear programs from theoretical and practical standpoints. We first present a near-optimal online algorithm for a general class of packing linear programs which model various online resource allocation problems including online variants of routing, ad allocations, generalized assignment, and combinatorial auctions. As our main theoretical result, we prove that a simple primal-dual training-based algorithm achieves a (1 - o(1))-approximation guarantee in the random order stochastic model. This is a significant improvement over logarithmic or constant-factor approximations for the adversarial variants of the same problems (e.g. factor 1 - 1 e for online ad allocation, and m for online routing). We then focus on the online display ad allocation problem and study the efficiency and fairness of various training-based and online allocation algorithms on data sets collected from real-life display ad allocation system. Our experimental evaluation confirms the effectiveness of training-based primal-dual algorithms on real data sets, and also indicate an intrinsic trade-off between fairness and efficiency. Various approaches for keyword proximity search have been implemented in relational databases, XML and the Web. Yet, in all of them, an answer is a Q-fragment, namely, a subtree T of the given data graph G, such that T contains all the keywords of the query Q and has no proper subtree with this property. The rank of an answer is inversely proportional to its weight. Three problems are of interest: finding an optimal (i.e., top-ranked) answer, computing the top-k answers and enumerating all the answers in ranked order. It is shown that, under data complexity, an efficient algorithm for solving the first problem is sufficient for solving the other two problems with polynomial delay. Similarly, an efficient algorithm for finding a θ-approximation of the optimal answer suffices for carrying out the following two tasks with polynomial delay, under query-and-data complexity. First, enumerating in a (θ+1)-approximate order. Second, computing a (θ+1)-approximation of the top-k answers. As a corollary, this paper gives the first efficient algorithms, under data complexity, for enumerating all the answers in ranked order and for computing the top-k answers. It also gives the first efficient algorithms, under query-and-data complexity, for enumerating in a provably approximate order and for computing an approximation of the top-k answers.