为流式广告出价决策设计了更精准的不确定性校准方法,显著降低保守性。
Decision-Calibrated Conformal Uncertainty for Pacing Decisions in Streaming Advertising

- 根据实际可部署策略的敏感度定义误差评分,而非传统残差
- 在Criteo和KuaiRand数据上,不确定性半径从数千降至个位数或百位数
- 适合需要高可靠性出价决策的广告系统工程师和算法研究员
本文提出一种面向流式广告出价决策的决策校准共形不确定性框架。出价受未来库存、需求压力、增量响应及用户体验负载等不确定因素影响。与传统校准通用预测残差不同,该框架以可能部署策略的最大影响衡量预测误差。主定理表明,所提得分是能统一保护所有可部署出价策略的最小有效不确定性度量,几何上对应带符号策略敏感集的支撑函数。分片共形校准提供该得分的有限样本覆盖率。高维分离定理显示,传统残差校准可能因冗余库存维度而过度保守;稳健出价结果整合了库存、响应与体验不确定性。基于Criteo Uplift和KuaiRand数据构建的公开数据回放实验表明,传统共形出价在Criteo和KuaiRand上的残差半径分别为7236.7和4629.4,而本方法分别降至18.4和278.6,并分别给出价值、交付、预算和用户体验负载的独立置信边界。在Criteo上,该方法认证的出价策略比点预测基线更保守,且未履约率从16.7%降至3.3%,同时零预算与用户体验违规。在KuaiRand上,决策仍无法确定。结论表明,应以是否缩小出价决策所用不确定性来评估预测、响应估计与用户体验模型,从而实现不过度保守的自信决策。
原文摘要 · Abstract (English)
We develop a decision-calibrated conformal framework for pacing decisions in streaming advertising. Pacing depends on uncertain future inventory, demand pressure, incremental response, and member-experience load. Instead of calibrating a generic forecast residual, the framework measures forecast error by its largest impact on the policies that could actually be deployed. The main theorem shows that the proposed score is the smallest valid uncertainty measure that uniformly protects all deployable pacing policies. Geometrically, it is the support function of the signed policy sensitivity set. Split conformal calibration gives finite-sample coverage for this score. A high-dimensional separation theorem shows that traditional residual calibration can be arbitrarily more conservative by paying for nuisance inventory dimensions, and a robust pacing result combines inventory, response, and experience uncertainty. On public-data-calibrated pacing replays built from Criteo Uplift and KuaiRand datasets, traditional conformal pacing remains unresolved with high residual radii of 7236.7 on Criteo and 4629.4 on KuaiRand. With the proposed decision calibration approach, the uncertainty radii are reduced to 18.4 and 278.6 respectively, with separate margins for value, delivery, budget, and member load. On Criteo, the proposed method certifies a less aggressive pacing policy than the point-forecast baseline, and reduces held-out any-violation rate from 16.7% to 3.3%, with zero budget and member-load violations. On KuaiRand, the choice remains unresolved. In a nutshell, the paper establishes that forecasts, response estimates, and member-experience models should be judged by whether they shrink the uncertainty that the pacing decision uses, as this leads to confident decisions that are not overly conservative.
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