Multi-Level Deep Cascade Trees for Conversion Rate Prediction

Developing effective and efficient recommendation methods is very challenging for modern e-commerce platforms (e.g., Taobao). In this paper, we tackle this problem by proposing multi-Level Deep Cascade Trees (ldcTree), which is a novel decision tree ensemble approach. It leverages deep cascade structures by stacking Gradient Boosting Decision Trees (GBDT) to effectively learn feature representation. In addition, we propose to utilize the cross-entropy in each tree of the preceding GBDT as the input feature representation for next level GBDT, which has a clear explanation, i.e., a traversal from root to leaf nodes in the next level GBDT corresponds to the combination of certain traversals in the preceding GBDT. The deep cascade structure and the combination rule enable the proposed ldcTree to have a stronger distributed feature representation ability. Moreover, we propose an ensemble ldcTree to take full use of weak and strong correlation features. Experimental results on off-line dataset and online deployment demonstrate the effectiveness of the proposed methods.