arXiv subjects

Rongquan Bai

Publications and source records attributed to Rongquan Bai.

9 recordsLinked to original sources

arXiv2026

HOB: A Holistically Optimized Bidding Strategy under Heterogeneous Bidding Environments

Optimizing a single advertising campaign across heterogeneous channels is a central challenge in industrial autobidding. Auction mechanisms vary across channels in ranking rules (pure eCPM vs. UE-augmented scoring), pricing formats (first- vs. second-price), and bidding conventions (uniform vs. non-uniform), while advertisers impose shared campaign-level constraints. We propose HOB, which makes marginal cost (MC) computable and alignable across heterogeneous channels, especially for first-price auctions (FPA) with organic-paid coexistence, where existing bidding formulations do not yield a practical aligned MC form. At the global level, HOB derives channel-specific MC forms and coordinates disparate channels through a shared MC target. At the local level, HOB models free-win probability and winning-price uncertainty with a zero-inflated exponential distribution, yielding an efficient surplus-optimal bidding strategy for non-uniform first-price auctions. We show that any interior optimum satisfies MC equalization across channels. Experiments on a controlled offline benchmark, industrial log replay, and large-scale online A/B tests demonstrate that HOB consistently delivers significant performance gains. Deployed on a large-scale commercial DSP, HOB delivers a 3.0% lift in GMV while maintaining return on advertising spend (ROAS) constraints.

cs.GT↗

arXiv2026

Enhancing Generative Auto-bidding with Offline Reward Evaluation and Policy Search

Auto-bidding is a critical tool for advertisers to improve advertising performance. Recent progress has demonstrated that AI-Generated Bidding (AIGB), which learns a conditional generative planner from offline data, achieves superior performance compared to typical offline reinforcement learning (RL)-based auto-bidding methods. However, existing AIGB methods still face a performance bottleneck due to their inherent inability to explore beyond the static dataset with feedback. To address this, we propose \textbf{AIGB-Pearl} (\emph{\textbf{P}lanning with \textbf{E}valu\textbf{A}tor via \textbf{RL}}), a novel method that integrates generative planning and policy optimization. The core of AIGB-Pearl lies in constructing a trajectory evaluator to assess the quality of generated scores and designing a provably sound KL-Lipschitz-constrained score-maximization scheme to ensure safe and efficient exploration beyond the offline dataset. A practical algorithm that incorporates the synchronous coupling technique is further developed to ensure the model regularity required by the proposed scheme. Extensive experiments on both simulated and real-world advertising systems demonstrate the state-of-the-art performance of our approach.

cs.LG↗

arXiv2026

VAO: Validation-Aligned Optimization for Cross-Task Generative Auto-Bidding

Generative auto-bidding has demonstrated strong performance in online advertising, yet it often suffers from data scarcity in small-scale settings with limited advertiser participation. While cross-task data sharing is a natural remedy to mitigate this issue, naive approaches often introduce gradient bias due to distribution shifts across different tasks, and existing methods are not readily applicable to generative auto-bidding. In this paper, we propose Validation-Aligned Optimization (VAO), a principled data-sharing method that adaptively reweights cross-task data contributions based on validation performance feedback. Notably, VAO aligns training dynamics to prioritize updates that improve generalization on the target task, effectively leveraging auxiliary data and mitigating gradient bias. Building on VAO, we introduce a unified generative autobidding framework that generalizes across multiple tasks using a single model and all available task data. Extensive experiments on standard auto-bidding benchmarks validate the effectiveness of our approach.

cs.LG↗

arXiv2026

Large-Scale Auto-bidding with Nash Equilibrium Constraints

Auto-bidding has become a cornerstone of modern online advertising platforms, enabling many advertisers to automate bidding at scale and optimize campaign performance. However, prevailing industrial systems rely on single-agent auto-bidding methods that are scalable but overlook the strategic interdependence among advertisers' bids, leading to unstable or suboptimal outcomes. While recent works recognize the game-theoretic nature of auto-bidding, existing approaches remain either computationally intractable at scale or lack a principled equilibrium-selection that aligns with platform-wide objectives. In this paper, we bridge this gap by introducing Nash Equilibrium-Constrained Bidding (NCB), a principled and scalable auto-bidding framework that recasts auto-bidding as a platform-wide optimization problem subject to Nash equilibrium constraints. This approach accounts for fine-grained strategic interdependencies among advertisers, ensuring both agent-level stability and ecosystem-level optimality. Notably, we develop a theoretically sound penalty-based primal-dual gradient method with rigorous convergence guarantees, supported by an efficient algorithm suitable for industrial deployment. Extensive experiments validate the effectiveness of our approach.

cs.LG↗

arXiv2025

Beyond Advertising: Mechanism Design for Platform-Wide Marketing Service "QuanZhanTui"

On e-commerce platforms, sellers typically bid for impressions from ad traffic to promote their products. However, for most sellers, the majority of their sales come from organic traffic. Consequently, the relationship between their ad spending and total sales remains uncertain, resulting in operational inefficiency. To address this issue, e-commerce platforms have recently introduced a novel platform-wide marketing service known as QuanZhanTui, which has reportedly enhanced marketing efficiency for sellers and driven substantial revenue growth for platforms. QuanZhanTui allows sellers to bid for impressions from the platform's entire traffic to boost their total sales without compromising the platform's user experience. In this paper, we investigate the mechanism design problem that arises from QuanZhanTui. The problem is formulated as a multi-objective optimization to balance sellers' welfare and platform's user experience. We first introduce the stock-constrained value maximizer model, which reflects sellers' dual requirements on marketing efficiency and platform-wide ROI. Then, we propose the Liquid Payment Auction (LPA), an auction designed to optimize the balanced objectives while accounting for sellers' requirements in the auto-bidding environment. It employs a simple payment rule based on sellers' liquid welfare, providing a clearer link between their investment and total sales. Under mild assumptions, we theoretically prove desirable properties of LPA, such as optimality and incentive compatibility. Extensive experiments demonstrate LPA's superior performance over conventional auctions in QuanZhanTui.

cs.GT↗

arXiv2025

Permutation Equivariant Model-based Offline Reinforcement Learning for Auto-bidding

Reinforcement learning (RL) for auto-bidding has shifted from using simplistic offline simulators (Simulation-based RL Bidding, SRLB) to offline RL on fixed real datasets (Offline RL Bidding, ORLB). However, ORLB policies are limited by the dataset's state space coverage, offering modest gains. While SRLB expands state coverage, its simulator-reality gap risks misleading policies. This paper introduces Model-based RL Bidding (MRLB), which learns an environment model from real data to bridge this gap. MRLB trains policies using both real and model-generated data, expanding state coverage beyond ORLB. To ensure model reliability, we propose: 1) A permutation equivariant model architecture for better generalization, and 2) A robust offline Q-learning method that pessimistically penalizes model errors. These form the Permutation Equivariant Model-based Offline RL (PE-MORL) algorithm. Real-world experiments show that PE-MORL outperforms state-of-the-art auto-bidding methods.

cs.LG↗

arXiv2024

MEBS: Multi-task End-to-end Bid Shading for Multi-slot Display Advertising

Online bidding and auction are crucial aspects of the online advertising industry. Conventionally, there is only one slot for ad display and most current studies focus on it. Nowadays, multi-slot display advertising is gradually becoming popular where many ads could be displayed in a list and shown as a whole to users. However, multi-slot display advertising leads to different cost-effectiveness. Advertisers have the incentive to adjust bid prices so as to win the most economical ad positions. In this study, we introduce bid shading into multi-slot display advertising for bid price adjustment with a Multi-task End-to-end Bid Shading(MEBS) method. We prove the optimality of our method theoretically and examine its performance experimentally. Through extensive offline and online experiments, we demonstrate the effectiveness and efficiency of our method, and we obtain a 7.01% lift in Gross Merchandise Volume, a 7.42% lift in Return on Investment, and a 3.26% lift in ad buy count.

cs.GT↗

arXiv2022

Sustainable Online Reinforcement Learning for Auto-bidding

Recently, auto-bidding technique has become an essential tool to increase the revenue of advertisers. Facing the complex and ever-changing bidding environments in the real-world advertising system (RAS), state-of-the-art auto-bidding policies usually leverage reinforcement learning (RL) algorithms to generate real-time bids on behalf of the advertisers. Due to safety concerns, it was believed that the RL training process can only be carried out in an offline virtual advertising system (VAS) that is built based on the historical data generated in the RAS. In this paper, we argue that there exists significant gaps between the VAS and RAS, making the RL training process suffer from the problem of inconsistency between online and offline (IBOO). Firstly, we formally define the IBOO and systematically analyze its causes and influences. Then, to avoid the IBOO, we propose a sustainable online RL (SORL) framework that trains the auto-bidding policy by directly interacting with the RAS, instead of learning in the VAS. Specifically, based on our proof of the Lipschitz smooth property of the Q function, we design a safe and efficient online exploration (SER) policy for continuously collecting data from the RAS. Meanwhile, we derive the theoretical lower bound on the safety of the SER policy. We also develop a variance-suppressed conservative Q-learning (V-CQL) method to effectively and stably learn the auto-bidding policy with the collected data. Finally, extensive simulated and real-world experiments validate the superiority of our approach over the state-of-the-art auto-bidding algorithm.

cs.LG↗

arXiv2020

Dynamic Knapsack Optimization Towards Efficient Multi-Channel Sequential Advertising

In E-commerce, advertising is essential for merchants to reach their target users. The typical objective is to maximize the advertiser's cumulative revenue over a period of time under a budget constraint. In real applications, an advertisement (ad) usually needs to be exposed to the same user multiple times until the user finally contributes revenue (e.g., places an order). However, existing advertising systems mainly focus on the immediate revenue with single ad exposures, ignoring the contribution of each exposure to the final conversion, thus usually falls into suboptimal solutions. In this paper, we formulate the sequential advertising strategy optimization as a dynamic knapsack problem. We propose a theoretically guaranteed bilevel optimization framework, which significantly reduces the solution space of the original optimization space while ensuring the solution quality. To improve the exploration efficiency of reinforcement learning, we also devise an effective action space reduction approach. Extensive offline and online experiments show the superior performance of our approaches over state-of-the-art baselines in terms of cumulative revenue.

cs.LG↗