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EE_NovRain

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CTR Logistic Regressionbatch
google2010-2013

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aper

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FTRLFollow-the-regularized-Leader
1

3
google13paper

1.

2. FTRLTruncated GradientFOBOSRDARegularized Dual

Averaging
3. FTRL

loss+
1
asoft regularization formulation

redis(2)
machine learning(2)
memcache(1)
network(1)
network programming(1)
NoSQL(1)
PRML(1)
rpc(1)
sharding(1)
tcp(1)

bconvex constraint formulation

batch

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Database and file system(4)

Distributed system(1)
Machine Learning(2)
Operating system(2)
Programming language and patt
ern(3)
Recommender system(2)
Web service development(3)

20146 (2)
201311 (2)
20138 (5)
20127 (3)
20126 (1)

FTRL - EE_NovRain -

a1

2LBFGS
HessianBFGS
22
L1

b12
gtsubgradient
X

1. Re:
FTRL
w_tT
w_t

100009050
50

w_tw_
t
--
2. Re:
FTRL
@EE_NovRain

--jackbrown
3. Re:
FTRL
@alphabetapape
rbeta
1.0alpha

paperla
mda1
lamda2w

......
--EE_NovRain
4. Re:
FTRL
alphabeta,lamda1,lamda2

--
5. Re:
FTRL
@jackbrown

loss
OGDSGD
loss Lwzi)

12

gtlosslosssubgradientgt
C1

paper
1
predictL1
L1PRMLblogppt
w
w
Truncated GradientFOBOS
2paperthe iterates
of the subgradient method are very rarely at the points of non-differentiability

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FTRL - EE_NovRain -

x
01xi
=1

...
--EE_NovRain

Truncated GradientFOBOSRDARegularized Dual Ave

raging

1L1

1. Redis(2303)
2. RedisMemcache(2
275)
3.
FTRL(2106)
4. STL
(1515)
5. linuxc/c++
(911)

1.
FTRL(10)
2. Redis(5)

a+bfloat
21
L1
onlineKOGDK

rounding
aggressive
-aggressiveTruncated gradient 09FOBO
S

3. linuxc/c++
(2)
4. PRML - (2)

1.
FTRL(3)
2. linuxc/c++
(3)
3. Redis(2)

3Black-box wrapper approaches

FOBOSForward-Backward Splitting method FOBAS

RDAFTRL
aFOBOSgoogle09
truncated gradient
projected subgradient
2
loss

paper

bRDARegularized dual averaging10

primal-dual algorithmic schema

SGDexploiting problem structureespecially for problems with
explicit regularization
trade-off
okFTRL
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FTRL - EE_NovRain -

FTRL (Follow-the-regularized-Leader)

FTRLH. Brendan McMahan, google

13paper
10paper11regret bound
11paperOGDFOBOSRDAFTRL13paper

RDAFOBOSL1FTRL

OGD
ppt

L1
xFTRL-Proximalproxi
mal0centrallow regret

okgoogle13
paperFTRL

per-coordinate FTRL_Proximal
trickpaper

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paper
per-coordinateFTRLw
lamda2w
w

memory saving
google
Predictmemory saving
L1wwpredict
Trainingmemory saving
1. (probabilistic feature inclusion)online set
pre-process
FTRLw
per-coordinate
1Poisson Inclusionp
2Bloom Filter Inclusionbloom filterk
2.
1)32bit64bit
2)16bit encodingroundingregret
3. model
1model
2modelfeaturefeature
3

4. Single Value Structureauc

1modelfeaturecbaseredismodel
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FTRL - EE_NovRain -

feature
2model

5. modelNP

6. Subsampling Training Data

1CTR50%subsampling

2queryr
querybiased prediction
3loss

References
paper
ok
[1] J. Langford, L. Li, and T. Zhang. Sparse online learning via truncated gradient.JMLR, 10,
2009. paper
[2] H. B. McMahan. Follow-the-regularized-leader and mirror descent: Equivalence theorems
and L1 regularization. In AISTATS, 2011 FOBOSRDAFTRLpaper
[3] L. Xiao. Dual averaging method for regularized stochastic learning and online optimizatio
n. In NIPS, 2009 RDA
[4] J. Duchi and Y. Singer. Efficient learning using forward-backward splitting. In Advances i
n Neural Information Processing Systems 22, pages 495{503. 2009. FOBOS
[5] H. Brendan McMahan, Gary Holt, D. Sculley, Michael Young, Dietmar Ebner, Julian Grady
, Lan Nie, Todd Phillips, Eugene Davydov, Daniel Golovin, Sharat Chikkerur, Dan Liu, Martin
Wattenberg, Arnar Mar Hrafnkelsson, Tom Boulos, Jeremy Kubica, Ad Click Prediction: a Vie
w from the Trenches, Proceedings of the 19th ACM SIGKDD International Conference on Kno
wledge Discovery and Data Mining (KDD) (2013) paper
[6] H. Brendan McMahan. A unied analysis of regular-ized dual averaging and composite mirr
or descent with implicit updates. Submitted, 2011 FTRLregret bound

[7] H. Brendan McMahan and Matthew Streeter. Adap-tive bound optimization for online con
vex optimiza-tion. InCOLT, 2010 paper

ppthttp://pan.baidu.com/s/1eQvfo6e

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: Machine Learning, Recommender system

: machine learning, FTRL, Logistic Regression, convex optimization, CTR

EE_NovRain
- 0
- 21

+
(
)
PRML -
posted @ 2014-06-26 21:31 EE_NovRain (2106) (10)

#1 2014-06-26 23:38 | Ant

(0) (0)
#2 2014-06-27 00:06 | dark89757

(0) (0)
#3 2014-06-27 10:52 | llyn23

(0) (0)
#4 2014-06-27 12:03 | xiaoZz

(0) (0)
#5 2014-07-15 11:24 | jackbrown

5. modelNP
gi = (pt-yt)xi, xi
(0) (0)
#6[

] 2014-07-29 23:53 | EE_NovRain

@jackbrown
x
01xi=1

(0) (0)
#7 2014-08-26 16:25 |

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alphabeta,lamda1,lamda2
(0) (0)
#8[

] 2014-08-26 17:18 | EE_NovRain

@
alphabetapaperbeta1.0alpha
paperlamda1
lamda2w

(0) (0)
#9 2014-09-02 11:07 | jackbrown
@EE_NovRain

(0) (0)
#10 2014-10-05 23:22 |
w_tTw_t
10000905050
w_tw_t
(0) (0)



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