""" RTB Bidding Algorithm Comparison on Real Criteo Data """ import numpy as np import pandas as pd import json from datasets import load_dataset from sklearn.linear_model import LogisticRegression from sklearn.ensemble import GradientBoostingRegressor from sklearn.model_selection import train_test_split print("="*60) print("RTB BIDDING ON REAL CRITEO DATA") print("="*60) # Load Criteo_x4 dataset ds = load_dataset("reczoo/Criteo_x4", split="train", streaming=True) rows = [] for i, row in enumerate(ds): if i >= 100000: break rows.append(row) df = pd.DataFrame(rows) print(f"Loaded {len(df)} rows, CTR: {df['Label'].mean():.4f}") # Feature prep sparse_cols = [f"C{i}" for i in range(1, 27)] dense_cols = [f"I{i}" for i in range(1, 14)] for col in dense_cols: df[col] = df[col].fillna(df[col].median()) for col in sparse_cols: df[col] = df[col].fillna("MISSING") vocab = {v: i+1 for i, v in enumerate(df[col].unique())} df[col] = df[col].map(vocab) for col in dense_cols: df[col] = (df[col] - df[col].mean()) / (df[col].std() + 1e-8) feature_cols = dense_cols + sparse_cols X = df[feature_cols].values y = df['Label'].values # Simulate market prices np.random.seed(42) mu_price = 1.0 + 0.02 * X[:, 0] + 0.01 * X[:, 1] market_price = np.random.lognormal(mu_price, 0.6) print(f"Market price mean: {market_price.mean():.2f}") # Train/test split train_idx, test_idx = train_test_split(range(len(df)), test_size=0.2, random_state=42) X_train, X_test = X[train_idx], X[test_idx] y_train, y_test = y[train_idx], y[test_idx] price_train, price_test = market_price[train_idx], market_price[test_idx] # CTR model print("\nTraining CTR model...") lr = LogisticRegression(max_iter=200, C=0.1) lr.fit(X_train, y_train) pctr = lr.predict_proba(X_test)[:, 1] print(f"pCTR range: [{pctr.min():.4f}, {pctr.max():.4f}], mean: {pctr.mean():.4f}") # Price model print("Training price model...") price_model = GradientBoostingRegressor(n_estimators=50, max_depth=4) price_model.fit(X_train, price_train) price_pred = price_model.predict(X_test) print(f"Price prediction MAE: {np.mean(np.abs(price_pred - price_test)):.2f}") # Bidding algorithms VALUE_PER_CLICK = 50.0 class LinearBid: def __init__(self, base, avg_pctr): self.base = base; self.avg = avg_pctr def bid(self, pctr, **kw): return self.base * (pctr / self.avg) class ORTB: def __init__(self, lam, c): self.lam = lam; self.c = c def bid(self, pctr, **kw): return np.sqrt((self.c / self.lam) * pctr + self.c**2) - self.c class DualOGD: def __init__(self, budget, T, vpc=50, eps=None): self.B = budget; self.T = T; self.rho = budget / T self.vpc = vpc; self.eps = eps or 1.0 / np.sqrt(T) self.lam = 0.0; self.spent = 0.0; self.t = 0 def bid(self, pctr, win_prob, **kw): self.t += 1 rem = self.B - self.spent if rem <= 0: return 0.0 v = pctr * self.vpc max_b = min(v * 2, rem) if max_b <= 0: return 0.0 bids = np.linspace(0.5, max_b, 40) rewards = [(v - b) * win_prob(b) - self.lam * b * win_prob(b) for b in bids] return float(bids[np.argmax(rewards)]) def update(self, cost): self.spent += cost self.lam = max(0.0, self.lam - self.eps * (self.rho - cost)) class Threshold: def __init__(self, th, val): self.th = th; self.val = val def bid(self, pctr, **kw): return self.val if pctr > self.th else 0.0 def simulate(algo, pctr, prices, clicks, budget, T): spent = 0.0 clicks_got = 0 imp = 0 for i in range(min(T, len(pctr))): if spent >= budget: break def wp(b): if b <= 0: return 0.0 return 1.0 / (1.0 + np.exp(-(b - prices[i]) / (prices[i] * 0.5))) if isinstance(algo, DualOGD): b = algo.bid(pctr[i], wp) else: b = algo.bid(pctr[i]) if b >= prices[i] and spent + b <= budget: spent += b; imp += 1; clicks_got += int(clicks[i]) if isinstance(algo, DualOGD): algo.update(float(b) if b >= prices[i] else 0.0) return { 'clicks': int(clicks_got), 'impressions': int(imp), 'spent': float(spent), 'budget': float(budget), 'ctr': float(clicks_got / max(imp, 1)), 'budget_used': float(spent / budget), 'cpc': float(spent / max(clicks_got, 1)) } # Run comparison budget = 5000; T = 10000 avg_pctr = float(pctr.mean()) algos = { 'Linear': LinearBid(20, avg_pctr), 'ORTB': ORTB(0.002, 8), 'DualOGD': DualOGD(budget, T, VALUE_PER_CLICK), 'Threshold': Threshold(0.3, 30) } print("\n" + "="*60) print("BIDDING ALGORITHM COMPARISON ON REAL CRITEO DATA") print("="*60) results = {} for name, algo in algos.items(): results[name] = simulate(algo, pctr, price_test, y_test, budget, T) r = results[name] print(f"{name:12} Clicks:{r['clicks']:4} CTR:{r['ctr']:.4f} Budget:{r['budget_used']:.2%} CPC:{r['cpc']:.2f}") with open('results_real.json', 'w') as f: json.dump(results, f, indent=2) print("\nSaved to results_real.json")