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ETCF: An Ensemble Model for CTR Prediction

Online advertising has attracted lots of attention in both academic and industrial domains. Among many realworld advertising systems, click through rate (CTR) prediction plays a central role. With a large volume of user history log and given its various features, it is quite a challenge to fully extract the meaningful information inside that amount of data. What's more, for many machine learning models, in order to achieve the best performance of the CTR prediction, a lot of hyper-parameters need to be tuned, which often costs plenty of time. In this paper, we propose an ensemble model named ETCF, which cascades GBDT with gcForest to tackle the practical problems of CTR prediction and do not need much hyper-parameter tuning work to realize its best performance. Experimental results validate the effective prediction power of ETCF against classical baseline models, and the superiority of GBDT transformed features.