Abstract:Sponsored search in e-commerce poses several unique and complex challenges. These challenges stem from factors such as the asymmetric language structure between search queries and product names, the inherent ambiguity in user search intent, and the vast volume of sparse and imbalanced search corpus data. The role of the retrieval component within a sponsored search system is pivotal, serving as the initial step that directly affects the subsequent ranking and bidding systems. In this paper, we present an end-to-end solution tailored to optimize the ads retrieval system on Walmart.com. Our approach is to pretrain the BERT-like classification model with product category information, enhancing the model's understanding of Walmart product semantics. Second, we design a two-tower Siamese Network structure for embedding structures to augment training efficiency. Third, we introduce a Human-in-the-loop Progressive Fusion Training method to ensure robust model performance. Our results demonstrate the effectiveness of this pipeline. It enhances the search relevance metric by up to 16% compared to a baseline DSSM-based model. Moreover, our large-scale online A/B testing demonstrates that our approach surpasses the ad revenue of the existing production model.