Multi-objective Grammatical Evolution of Decision Trees for Mobile Marketing user conversion prediction

Abstract

The worldwide adoption of mobile devices is raising the value of Mobile Performance Marketing, which is supported by Demand-Side Platforms (DSP) that match mobile users to advertisements. In these markets, monetary compensation only occurs when there is a user conversion. Thus, a key DSP issue is the design of a data-driven model to predict user conversion. To handle this nontrivial task, we propose a novel Multi-objective Optimization (MO) approach to evolve Decision Trees (DT) using a Grammatical Evolution (GE), under two main variants: a pure GE method (MGEDT) and a GE with Lamarckian Evolution (MGEDTL). Both variants evolve variable-length DTs and perform a simultaneous optimization of the predictive performance and model complexity. To handle big data, the GE methods include a training sampling and parallelism evaluation mechanism. The algorithms were applied to a recent database with around 6 million records from a real-world DSP. Using a realistic Rolling Window (RW) validation, the two GE variants were compared with a standard DT algorithm (CART), a Random Forest and a state-of-the-art Deep Learning (DL) model. Competitive results were obtained by the GE methods, which present affordable training times and very fast predictive response times.