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A Bayesian model for click, position, and impression data

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Bayesian model:

  • P(c|x,n) = p(x,n|c)P(c) / p(x,n)
  • P(x|n,c) = P(x,n|c) / P(n|c) implies P(x,n|c) = P(x|n,c) * P(n|c)
  • so P(c|x,n) = p(x,n|c)P(c) / p(x,n) = P(x|n,c) * P(n|c) * P(c) / p(x,n) ~ P(x|n,c) * P(n|c) * P(c)

distribution:

  • P(c) ~ MN(n=1, p1,p2,...,p5)
  • P(n|c) ~ Poi(l) (the count of engagement data - 1 for each label point, -1 is to make fit the support of poisson distribution)
  • P(x|n,c) = P(positions|n,c) * P(clicks|n,c) * P(views|n,c) where
    • positions|n,c ~ MN(n, p1, p2,...,pa),
    • clicks|n,c ~ MN(n, p1, p2,...,pb),
    • views|n,c ~ MN(n, p1, p2,...,pc), and
    • a, b, c are contants that is pre-defined by high density regions(HDR) or modeler

dotation:

  • Poi: Poisson
  • MN: Multinomial
  • p1, p2,... : constant probabilities using HDR or deterministic binnings

to run:

  • sbt clean; sbt assembly; scala -J-Xmx1024m -cp target/scala-2.11/bayesian-assembly-0.0.1.jar model.Driver
  • output is new_label.txt

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