FunnelCausalNet: Funnel-aware Joint Conversion-Revenue Uplift for Multi-tier Coupon Allocation
- URL: http://arxiv.org/abs/2608.11675v1
- Date: Wed, 12 Aug 2026 05:32:33 GMT
- Title: FunnelCausalNet: Funnel-aware Joint Conversion-Revenue Uplift for Multi-tier Coupon Allocation
- Abstract summary: Coupon campaigns seek to lift both conversion and revenue, but gross merchandise value (GMV) follows a deterministic funnel from conversion to conditional order value and is zero-inflated and heavy-tailed.<n>We propose FunnelCausalNet, an uplift estimator coupling a binary conversion head with a nonnegative conditional-value head through $_mathrmgmv=_mathrmconv_mathrmval$.
- Score: 14.507081620647858
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Coupon campaigns seek to lift both conversion and revenue, but gross merchandise value (GMV) follows a deterministic funnel from conversion to conditional order value and is zero-inflated and heavy-tailed. We propose FunnelCausalNet, an uplift estimator coupling a binary conversion head with a nonnegative conditional-value head through $μ_{\mathrm{gmv}}=μ_{\mathrm{conv}}μ_{\mathrm{val}}$. Under explicit RCT, support, rate-gap, and cross-head covariance-control assumptions, an idealized leading-order MSE comparison identifies a regime in which funnel composition can reduce pointwise variance; this is a heuristic, not a guarantee for the shared-representation neural model. The estimator is paired with marginal split-conformal CATE summaries, combined through a Bonferroni union as audit bands, and a Lagrangian budgeted allocator using RCT-anchored estimates for subsidy-aware ROI accounting. On semi-synthetic multi-tier Criteo-MT7, FunnelCausalNet's mean AUUC_GMV is within one seed standard deviation of the leading feature-interaction baseline among eleven baselines, while a controlled ablation reduces GMV effect error versus direct GMV regression by 18--48% across tested zero-inflation regimes. On de-identified industrial Hotel-Coupon RCT logs with about 4.9 million hold-out exposure records per seed, expected-outcome evaluation sweeps full LP frontiers; FunnelCausalNet has the best seed-averaged mean DeltaROI at all seven correlated anchors from 10% to 60%, which we treat as descriptive frontier consistency rather than independent significance. On sparse binary-spend public benchmarks, revenue-focused rankers can dominate uplift-curve proxies, defining an explicit regime boundary.
Related papers
- Finite Constant Frontiers and Auditable Regret Certificates for Average-Reward Reinforcement Learning [0.9558392439655014]
We introduce a constant-aware comparison protocol and derive an explicit finite lower certificate for communicating MDPs.<n>A common closed-form envelope improves the published coefficient $0.015$ across a finite frontier.
arXiv Detail & Related papers (2026-08-07T19:28:58Z) - Between-User Collapse Under Popularity-Biased Feedback: A Centered-Covariance Theorem and Computable Phase Boundary [0.0]
We study how popularity-biased BPR training reshapes the between-user geometry of collaborative-filtering embeddings.<n>We prove that under popularity-biased feedback with stationary items, $C$ converges to a steady state.<n>We then examine the limits of the effect.
arXiv Detail & Related papers (2026-08-03T17:33:25Z) - Closed-form fractional radial links for elliptical Mahalanobis discriminant analysis [0.0]
We derive the Bayes radial-link family from the within-class radius law.<n>The derived link is never significantly worse than the fitted GAM.<n>It is better on three of five heavy-tailed series plus the light-tailed control.
arXiv Detail & Related papers (2026-07-07T10:02:33Z) - RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting [83.06074370551887]
A fixed context window is mismatched to the time-varying optimal look-back of non-stationary price processes.<n>We propose a Mixture-of-Experts framework designed to adaptively determine the temporal context for each input sample.<n> Experiments on cumulative log-return prediction (HS300, S&P500) and fund sales forecasting demonstrate that RAVEN achieves SOTA performances, improves Pearson correlation by 9.2% on HS300 and 20.2% on S&P500, and reduces MSE by 18.2% on fund sales forecasting.
arXiv Detail & Related papers (2026-06-23T02:11:04Z) - OmniISR: A Unified Framework for Centralized and Federated Learning via Intermediate Supervision and Regularization [58.03221830946145]
We propose OmniISR, a unified framework that fuses pure CL, pure FL, and hybrid CL-FL training modes.<n>We show that OmniISR consistently improves model performance in both centralized and federated paradigms.
arXiv Detail & Related papers (2026-05-19T04:13:27Z) - Logistic Bandits with $\tilde{O}(\sqrt{dT})$ Regret without Context Diversity Assumptions [1.0098114696565863]
SupSplitLog is the first algorithm for logistic bandits that achieves $tildemathcalO(sqrtdT)$ regret without any context diversity assumption.<n>SupSplitLog strictly improves on the existing algorithms in terms of the dependence on dimension $d$ in the regret upper bound.
arXiv Detail & Related papers (2026-04-24T02:21:59Z) - Low-Rank Adaptation Reduces Catastrophic Forgetting in Sequential Transformer Encoder Fine-Tuning: Controlled Empirical Evidence and Frozen-Backbone Representation Probes [3.305265383862785]
We present an empirical study of Low-Rank Adaptation (LoRA) in sequential transformer encoder finetuning with companion representation probes.<n>In five full-validation BERT-base reruns on an RTE->MRPC->CoLA->SST-2 sequence, full fine-tuning yields 19.9% +/- average forgetting, whereas standard LoRA (r, query/value modules) yields 0.6% +/-1.4%.
arXiv Detail & Related papers (2026-03-29T14:14:36Z) - Almost Asymptotically Optimal Active Clustering Through Pairwise Observations [59.20614082241528]
We propose a new analysis framework for clustering $M$ items into an unknown number of $K$ distinct groups using noisy and actively collected responses.<n>We establish a fundamental lower bound on the expected number of queries needed to achieve a desired confidence in the accuracy of the clustering.<n>We develop a computationally feasible variant of the Generalized Likelihood Ratio statistic and show that its performance gap to the lower bound can be accurately empirically estimated.
arXiv Detail & Related papers (2026-02-05T14:16:47Z) - Convergence Rate Analysis of LION [54.28350823319057]
LION converges iterations of $cal(sqrtdK-)$ measured by gradient Karush-Kuhn-T (sqrtdK-)$.
We show that LION can achieve lower loss and higher performance compared to standard SGD.
arXiv Detail & Related papers (2024-11-12T11:30:53Z) - A Fresh Look at Generalized Category Discovery through Non-negative Matrix Factorization [83.12938977698988]
Generalized Category Discovery (GCD) aims to classify both base and novel images using labeled base data.
Current approaches inadequately address the intrinsic optimization of the co-occurrence matrix $barA$ based on cosine similarity.
We propose a Non-Negative Generalized Category Discovery (NN-GCD) framework to address these deficiencies.
arXiv Detail & Related papers (2024-10-29T07:24:11Z) - Clustered Switchback Designs for Experimentation Under Spatio-temporal Interference [44.644520116360106]
We estimate the global average treatment effect (GATE), the difference between average outcomes having exposed all units at all times to treatment or to control.<n>We propose a clustered switchback design, where units are grouped into clusters and time steps are grouped into blocks.<n>We show that for graphs that admit good clustering, a truncated Horvitz-Thompson estimator achieves a $tilde O(1/NT)$ mean squared error (MSE)<n>Our results simultaneously generalize the results from citethu2022switchback,ugander2013graph and citetleung2022rate
arXiv Detail & Related papers (2023-12-25T01:00:58Z) - Batch-Size Independent Regret Bounds for Combinatorial Semi-Bandits with Probabilistically Triggered Arms or Independent Arms [59.8188496313214]
We study the semi-bandits (CMAB) and focus on reducing the dependency of the batch-size $K$ in the regret bound.
First, for the setting of CMAB with probabilistically triggered arms (CMAB-T), we propose a BCUCB-T algorithm with variance-aware confidence intervals.
Second, for the setting of non-triggering CMAB with independent arms, we propose a SESCB algorithm which leverages on the non-triggering version of the TPVM condition.
arXiv Detail & Related papers (2022-08-31T13:09:39Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.