Dually Enhanced Delayed Feedback Modeling for Streaming Conversion Rate Prediction

In online industrial advertising systems, conversion actions (e.g., purchases or downloads) often occur significantly delayed, even up to several days or weeks after the user clicks. This phenomenon leads to the crucial challenge called delayed feedback problem in streaming CVR prediction, that is, the online systems cannot receive the true label of conversions immediately for continuous training. To mitigate the delayed feedback problem, recent state-of-the-art methods often apply sample duplicate mechanisms to introduce early certain conversion information. Nevertheless, these works have overlooked a crucial issue of rapid shifts in data distribution and considered both the newly observed data and duplicated early data together, resulting in biases in both distributions. In this work, we propose a Dually enhanced Delayed Feedback Model (DDFM), which tackles the above issues by treating the newly observed data and duplicated early data separately. DDFM consists of dual unbiased CVR estimators that share the same form but utilize different latent variables as weights: one for the newly observed data and the other for the duplicated early data. To avoid high variance, we adopt an addition-only formula for these latent variables, eliminating multiplication or division operations. Furthermore, we design a shared-bottom network that efficiently and jointly estimates the latent variables in DDFM. Theoretical analysis demonstrates the unbiasedness and convergence properties of DDFM. Extensive experiments on both public and industrial large-scale real-world datasets exhibit that our proposed DDFM consistently outperforms existing state-of-the-art methods.