Click-through rate (CTR) prediction, whose goal is to predict the probability of the user to click on an item, has become increasingly significant in the recommender systems. Recently, some deep learning models with the ability to automatically extract the user interest from his/her behaviors have achieved great success. In these work, the attention mechanism is used to select the user interested items in historical behaviors, improving the performance of the CTR predictor. Normally, these attentive modules can be jointly trained with the base predictor by using gradient descents. In this paper, we regard user interest modeling as a feature selection problem, which we call user interest selection. For such a problem, we propose a novel approach under the framework of the wrapper method, which is named Meta-Wrapper. More specifically, we use a differentiable module as our wrapping operator and then recast its learning problem as a continuous bilevel optimization. Moreover, we use a meta-learning algorithm to solve the optimization and theoretically prove its convergence. Meanwhile, we also provide theoretical analysis to show that our proposed method 1) efficiencies the wrapper-based feature selection, and 2) achieves better resistance to overfitting. Finally, extensive experiments on three public datasets manifest the superiority of our method in boosting the performance of CTR prediction.

Nowadays, click-through rate (CTR) prediction has achieved great success in online advertising. However, making desirable predictions for unseen ads is still challenging, which is known as the cold-start problem. To address such a problem in CTR prediction, meta-learning methods have recently emerged as a popular direction. In these approaches, the predictions for each user/item are regarded as individual tasks, then training a meta-learner on them to implement zero-shot/few-shot learning for unknown tasks. Though these approaches have effectively alleviated the cold-start problem, two facts are not paid enough attention, 1) the diversity of the task difficulty and 2) the perturbation of the task distribution. In this paper, we propose an adaptive loss that ensures the consistency between the task weight and difficulty. Interestingly, the loss function can also be viewed as a description of the worst-case performance under distribution perturbation. Moreover, we develop an algorithm, under the framework of gradient descent with maxoracle (GDmax), to minimize such an adaptive loss. Then we prove the algorithm can return to a stationary point of the adaptive loss. Finally, we implement our method on top of the meta-embedding framework and conduct experiments on three real-world datasets. The experiments show that our proposed method significantly improves the predictions in the cold-start scenario.