Calibrating Neural Networks for CTR Prediction

Calibration methods fix the prediction errors of a machine learning model after it is trained and enable more robust and more confident prediction. We implement isotonic regression, Platt's scaling, neural networks, spline regression, and temperature scaling as calibration techniques on the prediction of click-through rate (CTR), which is an unbalanced task. We compare the improvements on using 3 neural network based CTR prediction models, Masknet, DeepFM, and DCNv2, on the publicly available CTR dataset Avazu. Our results demonstrate that isotonic and spline regression methods improve the most and isotonic regression is the fastest method.