Abstract:Feed recommendation is currently the mainstream mode for many real-world applications (e.g., TikTok, Dianping), it is usually necessary to model and predict user interests in multiple scenarios (domains) within and even outside the application. Multi-domain learning is a typical solution in this regard. While considerable efforts have been made in this regard, there are still two long-standing challenges: (1) Accurately depicting the differences among domains using domain features is crucial for enhancing the performance of each domain. However, manually designing domain features and models for numerous domains can be a laborious task. (2) Users typically have limited impressions in only a few domains. Extracting features automatically from other domains and leveraging them to improve the predictive capabilities of each domain has consistently posed a challenging problem. In this paper, we propose an Automatic Domain Feature Extraction and Personalized Integration (DFEI) framework for the large-scale multi-domain recommendation. The framework automatically transforms the behavior of each individual user into an aggregation of all user behaviors within the domain, which serves as the domain features. Unlike offline feature engineering methods, the extracted domain features are higher-order representations and directly related to the target label. Besides, by personalized integration of domain features from other domains for each user and the innovation in the training mode, the DFEI framework can yield more accurate conversion identification. Experimental results on both public and industrial datasets, consisting of over 20 domains, clearly demonstrate that the proposed framework achieves significantly better performance compared with SOTA baselines. Furthermore, we have released the source code of the proposed framework at https://github.com/xidongbo/DFEI.