arXiv:2607.24779cs.AIcs.LG2026-07KDD

提出分层在线竞价框架,自动适应动态拍卖市场。

HOBA: Hierarchical On-Policy Bidding Agents for Adaptive Online Advertising

论文配图:HOBA: Hierarchical On-Policy Bidding Agents for Adaptive Online Advertising
图 1 · 摘自论文原文
  • 分三层决策:大模型推超参、SARSA选策略、专家池执行竞价
  • 真实投放中提升目标成本3.6%,优于现有方法
  • 适合需要自适应竞价的广告系统开发者

在线广告竞价系统通常部署多个离线训练的专家模型(如PID控制器、模型预测控制、离线强化学习策略),但面临两大挑战:难以在线适应非平稳拍卖市场,且依赖昂贵的手动调参(如出价范围和预算节奏)。本文提出HOBA(分层在线竞价代理),一种分层强化学习框架,将战略推理、模型选择和出价执行在三个时间尺度上解耦。高层使用大语言模型通过思考-行动-观察-反思循环结合历史经验检索推导超参数;中层采用SARSA代理动态选择专家模型,并引入因果调整消除选择偏差;底层为动态专家池(PID、MPC、IQL、决策变换器)在高层约束下执行出价。该设计将在线学习限制在离散模型选择而非连续出价优化,显著降低探索风险,同时保持适应性。在AuctionNet基准和大规模A/B测试中,性能持续优于最先进基线。在真实大规模部署中,HOBA实现目标成本提升3.6%,验证了分层多智能体竞价范式的有效性。

原文摘要 · Abstract (English)

Online advertising bidding systems typically deploy multiple offline-trained expert models (e.g., PID controllers, model predictive control, offline RL policies) but face two critical limitations: lack of online adaptability to non-stationary auction markets, and reliance on costly manual tuning of hyperparameters such as bid bounds and budget pacing constraints. We propose HOBA (Hierarchical On-policy Bidding Agents), a hierarchical reinforcement learning framework that decouples strategic reasoning, model selection, and bid execution across three time scales. At the high level, a large language model infers hyperparameters from contextual signals through a Think-Act-Observe-Reflect loop with historical experience retrieval. At the mid level, a SARSA agent dynamically selects among expert models, incorporating causal adjustment to eliminate selection bias. At the low level, a dynamic expert pool (PID, MPC, IQL, Decision Transformer) executes bids under high-level constraints. This design confines online learning to discrete expert selection rather than continuous bid optimization, significantly reducing exploration risk while maintaining adaptability. Experiments on the AuctionNet benchmark and a large-scale A/B test demonstrate consistent improvements over state-of-the-art baselines. In a large-scale online deployment, HOBA delivered substantial business value, achieving a +3.6\% increase in target cost, proving the effectiveness of our hierarchical multi-agent bidding paradigm.

广告竞价强化学习分层智能体

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