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Click-through rate (CTR) prediction is critical for industrial applications such as recommender system and online advertising. Practically, it plays an important role for CTR modeling in these applications by mining user interest from rich historical behavior data. Driven by the development of deep learning, deep CTR models with ingeniously designed architecture for user interest modeling have been proposed, bringing remarkable improvement of model performance over offline metric.However, great efforts are needed to deploy these complex models to online serving system for realtime inference, facing massive traffic request. Things turn to be more difficult when it comes to long sequential user behavior data, as the system latency and storage cost increase approximately linearly with the length of user behavior sequence. In this paper, we face directly the challenge of long sequential user behavior modeling and introduce our hands-on practice with the co-design of machine learning algorithm and online serving system for CTR prediction task. Theoretically, the co-design solution of UIC and MIMN enables us to handle the user interest modeling with unlimited length of sequential behavior data. Comparison between model performance and system efficiency proves the effectiveness of proposed solution. To our knowledge, this is one of the first industrial solutions that are capable of handling long sequential user behavior data with length scaling up to thousands. It now has been deployed in the display advertising system in Alibaba., 9 pages. Accepted by KDD 2019

Click-through rate~(CTR) prediction, whose goal is to estimate the probability of the user clicks, has become one of the core tasks in advertising systems. For CTR prediction model, it is necessary to capture the latent user interest behind the user behavior data. Besides, considering the changing of the external environment and the internal cognition, user interest evolves over time dynamically. There are several CTR prediction methods for interest modeling, while most of them regard the representation of behavior as the interest directly, and lack specially modeling for latent interest behind the concrete behavior. Moreover, few work consider the changing trend of interest. In this paper, we propose a novel model, named Deep Interest Evolution Network~(DIEN), for CTR prediction. Specifically, we design interest extractor layer to capture temporal interests from history behavior sequence. At this layer, we introduce an auxiliary loss to supervise interest extracting at each step. As user interests are diverse, especially in the e-commerce system, we propose interest evolving layer to capture interest evolving process that is relative to the target item. At interest evolving layer, attention mechanism is embedded into the sequential structure novelly, and the effects of relative interests are strengthened during interest evolution. In the experiments on both public and industrial datasets, DIEN significantly outperforms the state-of-the-art solutions. Notably, DIEN has been deployed in the display advertisement system of Taobao, and obtained 20.7\% improvement on CTR., 9 pages. Accepted by AAAI 2019