Uncertainty for CTR Prediction: One Model to Clarify Them All

In the first post of the series we discussed three types of uncertainty that can affect your model — data uncertainty, model uncertainty and measurement uncertainty. In the second post we talked about various methods to handle the model uncertainty specifically . Then, in our third post we showed how we can use the model’s uncertainty to encourage exploration of new items in recommender systems.

Wouldn’t it be great if we can handle all three types of uncertainty in a principled way using one unified model? In this post we’ll…