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Calibration Matters: Tackling Maximization Bias in Large-scale Advertising Recommendation Systems

ICLR 2023 · Learning theory and algorithms › Prediction and decision losses · approach: Probabilistic calibration

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply VAD to Vanilla predictionsLogistic regression · Synthetic data, α=2%calibration error: 8.55%$\pm$0.68% -> 0.06%$\pm$0.72%Helped
Apply VAD to Vanilla predictionsLogistic regression · Synthetic data, α=2%ECE: 0.0656$\pm$0.0019 -> 0.0572$\pm$0.0013Helped
Apply VAD to Vanilla predictionsDLRM · Criteo Ad Kaggle, α=2%calibration error: 3.23%$\pm$0.41% -> -0.44%$\pm$0.46%Helped
Apply VAD to Vanilla predictionsDLRM · Criteo Ad Kaggle, α=10%calibration error: 3.94%$\pm$0.63% -> -0.47%$\pm$0.66%Helped
Combine VAD with Platt ScalingDLRM · Criteo Ad Kaggle, α=2%calibration error: 1.60%$\pm$0.13% -> 0.86%$\pm$0.12%Helped
Combine VAD with Platt ScalingDLRM · Criteo Ad Kaggle, α=10%ECE: 0.0121$\pm$0.0003 -> 0.0092$\pm$0.0002Helped
Use identity link instead of sigmoid link (ablation)VAD · Synthetic data, α=2%calibration error: 0.06%$\pm$0.72% -> 1.00\%$\pm$0.70\%Mixed
Increase replications from S=2 to S=3 (ablation)VAD · Synthetic dataECE: 0.0572$\pm$0.0013 -> 0.0555$\pm$0.0013Helped
Increase replications from S=2 to S=3 (ablation)VAD · Criteo Ad Kagglecalibration errorMixed

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