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arXiv · 2506.21956

Optimal Return-to-Go Guided Decision Transformer for Auto-Bidding in Advertisement

Hao Jiang·Yongxiang Tang·Yanxiang Zeng·Pengjia Yuan·Yanhua Cheng·Teng Sha·Xialong Liu·Peng Jiang
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Abstract

In the realm of online advertising, advertisers partake in ad auctions to obtain advertising slots, frequently taking advantage of auto-bidding tools provided by demand-side platforms. To improve the automation of these bidding systems, we adopt generative models, namely the Decision Transformer (DT), to tackle the difficulties inherent in automated bidding. Applying the Decision Transformer to the auto-bidding task enables a unified approach to sequential modeling, which efficiently overcomes short-sightedness by capturing long-term dependencies between past bidding actions and user behavior. Nevertheless, conventional DT has certain drawbacks: (1) DT necessitates a preset return-to-go (RTG) value before generating actions, which is not inherently produced; (2) The policy learned by DT is restricted by its training data, which is consists of mixed-quality trajectories. To address these challenges, we introduce the R* Decision Transformer (R* DT), developed in a three-step process: (1) R DT: Similar to traditional DT, R DT stores actions based on state and RTG value, as well as memorizing the RTG for a given state using the training set; (2) R^ DT: We forecast the highest value (within the training set) of RTG for a given state, deriving a suboptimal policy based on the current state and the forecasted supreme RTG value; (3) R* DT: Based on R^ DT, we generate trajectories and select those with high rewards (using a simulator) to augment our training dataset. This data enhancement has been shown to improve the RTG of trajectories in the training data and gradually leads the suboptimal policy towards optimality. Comprehensive tests on a publicly available bidding dataset validate the R* DT's efficacy and highlight its superiority when dealing with mixed-quality trajectories.

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Hao Jiang, Yongxiang Tang, Yanxiang Zeng, Pengjia Yuan, Yanhua Cheng, Teng Sha, Xialong Liu, Peng Jiang. 2025-06-27. Optimal Return-to-Go Guided Decision Transformer for Auto-Bidding in Advertisement. https://doi.org/10.1145/3701716.3715564

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