We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To overcome the challenge, we propose a novel game-theoretic offline value-based reinforcement learning method using mixed policies. The proposed method reduces the need to store infinitely many policies in previous methods to only constantly many policies, which achieves nearly optimal policy efficiency, making it practical and favorable for industrial usage. We further show that this method is guaranteed to converge to the optimal policy, which cannot be achieved by previous value-based reinforcement learning methods for marketing budget allocation. Our experiments on a large-scale marketing campaign with tensof-millions users and more than one billion budget verify the theoretical results and show that the proposed method outperforms various baseline methods. The proposed method has been successfully deployed to serve all the traffic of this marketing campaign.
CCS CONCEPTS• Computing methodologies → Sequential decision making.
Models trained with offline data often suffer from continual distribution shifts and expensive labeling in changing environments. This calls for a new online learning paradigm where the learner can continually adapt to changing environments with limited labels. In this paper, we propose a new online setting -Online Active Continual Adaptation, where the learner aims to continually adapt to changing distributions using both unlabeled samples and active queries of limited labels. To this end, we propose Online Self-Adaptive Mirror Descent (OSAMD), which adopts an online teacher-student structure to enable online self-training from unlabeled data, and a margin-based criterion that decides whether to query the labels to track changing distributions. Theoretically, we show that, in the separable case, OSAMD has an O(T 1/2 ) dynamic regret bound under mild assumptions, which is even tighter than the lower bound Ω(T 2/3 ) of traditional online learning with full labels. In the general case, we show a regret bound of O(α * 1/3 T 2/3 + α * T ), where α * denotes the separability of domains and is usually small. Our theoretical results show that OSAMD can fast adapt to changing environments with active queries. Empirically, we demonstrate that OSAMD achieves favorable regrets under changing environments with limited labels on both simulated and real-world data, which corroborates our theoretical findings.
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