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Liang Dai

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2 papers

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AAAI Conference 2024 Conference Paper

Percentile Risk-Constrained Budget Pacing for Guaranteed Display Advertising in Online Optimization

Liang Dai
Kejie Lyu
Chengcheng Zhang
Guangming Zhao
Zhonglin Zu
Liang Wang
Bo Zheng

Guaranteed display (GD) advertising is a critical component of advertising since it provides publishers with stable revenue and enables advertisers to target specific audiences with guaranteed impressions. However, smooth pacing control for online ad delivery presents a challenge due to significant budget disparities, user arrival distribution drift, and dynamic change between supply and demand. This paper presents robust risk-constrained pacing (RCPacing) that utilizes Lagrangian dual multipliers to fine-tune probabilistic throttling through monotonic mapping functions within the percentile space of impression performance distribution. RCPacing combines distribution drift resilience and compatibility with guaranteed allocation mechanism, enabling us to provide near-optimal online services. We also show that RCPacing achieves O(sqrt(T)) dynamic regret where T is the length of the horizon. RCPacing's effectiveness is validated through offline evaluations and online A/B testing conducted on Taobao brand advertising platform.

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ICML Conference 2022 Conference Paper

Deep Variational Graph Convolutional Recurrent Network for Multivariate Time Series Anomaly Detection

Wenchao Chen
Long Tian
Bo Chen 0001
Liang Dai
Zhibin Duan
Mingyuan Zhou

Anomaly detection within multivariate time series (MTS) is an essential task in both data mining and service quality management. Many recent works on anomaly detection focus on designing unsupervised probabilistic models to extract robust normal patterns of MTS. In this paper, we model sensor dependency and stochasticity within MTS by developing an embedding-guided probabilistic generative network. We combine it with adaptive variational graph convolutional recurrent network %and get variational GCRN (VGCRN) to model both spatial and temporal fine-grained correlations in MTS. To explore hierarchical latent representations, we further extend VGCRN into a deep variational network, which captures multilevel information at different layers and is robust to noisy time series. Moreover, we develop an upward-downward variational inference scheme that considers both forecasting-based and reconstruction-based losses, achieving an accurate posterior approximation of latent variables with better MTS representations. The experiments verify the superiority of the proposed method over current state-of-the-art methods.

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