Click-through rate (CTR) prediction is critical for industrial applications such as recommender system and online advertising. Practically, it plays an important role for CTR modeling in these applications by mining user interest from rich historical behavior data. Driven by the development of deep learning, deep CTR models with ingeniously designed architecture for user interest modeling have been proposed, bringing remarkable improvement of model performance over offline metric. However, great efforts are needed to deploy these complex models to online serving system for realtime inference, facing massive traffic request. Things turn to be more difficult when it comes to long sequential user behavior data, as the system latency and storage cost increase approximately linearly with the length of user behavior sequence. In this paper, we face directly the challenge of long sequential user behavior modeling and introduce our hands-on practice with the co-design of machine learning algorithm and online serving system for CTR prediction task. (i) From serving system view, we decouple the most resource-consuming part of user interest modeling from the entire model by designing a separate module named UIC (User Interest Center). UIC maintains the latest interest state for each user, whose update depends on realtime user behavior trigger event, rather than on traffic request. Hence UIC is latency free for realtime CTR prediction. (ii) From machine learning algorithm view, we propose a novel memory-based architecture named MIMN (Multi-channel user Interest Memory Network) to capture user interests from long sequential behavior data, achieving superior performance over state-of-the-art models. MIMN is implemented in an incremental manner with UIC module. Theoretically, the co-design solution of UIC and MIMN enables us to handle the user interest modeling with unlimited length of sequential behavior data. Comparison between model performance and system efficiency proves the effectiveness of proposed solution. To our knowledge, this is one of the first industrial solutions that are capable of handling long sequential user behavior data with length scaling up to thousands. It now has been deployed in the display advertising system in Alibaba.
