Instance Weighting in Neural Networks for Click-Through Rate Prediction

The instances on which a learning algorithm is most undecided can be weighted more during training to guide the learning model towards spending more effort on the difficult instances. We introduce three instance weighting algorithms to weigh the loss obtained. All of these instance weighting methods improve loss, AUC, and F1 results. We demonstrate the improvements on four different classifiers and on two different datasets. The improvements in loss reach 2.8% and in AUC reach 0.73% for Masknet on the Avazu dataset.