| Summary: | 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.
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