AutoHash: Learning Higher-Order Feature Interactions for Deep CTR Prediction

Feature combinations are essential for the success of many web applications, such as personalised recommendation and online advertising. State-of-the-art methods usually model explicit feature interactions to help neural networks reduce the number of parameters and achieve better performance. However, their explicit feature interactions are often restricted to the second-order due to computational complexity. In this work, we propose efficient ways to represent explicit high-order feature combinations as well as prune redundant features in the mean time. To begin with, we make novel use of the Count Sketch algorithm within a DNN classifier such that high-order feature combinations can be compactly represented. After that, to combat the problem of redundant features which degrade the prediction performance, we introduce an adaptive hashing algorithm, AutoHash, which can automatically select meaningful features to interact at high orders according to the specific dataset in question. This is an AutoML approach. Experiments on three well-known public datasets demonstrate that AutoHash is significantly superior to state-of-the-art methods. Meanwhile, due to its efficient scheme of automatically selecting useful high-order feature interactions, AutoHash has less model complexity and can be trained in an end-to-end manner with less training time than state-of-the-art methods.