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How Much Fresh Data Should CTR Recalibration Use? A Temporal Evaluation of Post-hoc Calibration

Summary

This paper evaluates post-hoc calibration of click-through rate models on Avazu (40.4M impressions) using rolling temporal origins versus random splits. Random splits understate calibration error, ECE is not monotone in temporal distance, and on fixed evaluation sets a 12-hour fitting slice reduces harmful recalibrations more than 6- or 24-hour slices; subsampling the 12-hour slice to 1-hour size retains 88% of its gain while fitting 20-25x faster.

SourcearXiv Machine LearningAuthor: Rui Liu
How Much Fresh Data Should CTR Recalibration Use? A Temporal Evaluation of Post-hoc Calibration
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[Submitted on 23 Oct 2026]

Title:How Much Fresh Data Should CTR Recalibration Use? A Temporal Evaluation of Post-hoc Calibration

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Abstract:Offline evaluation of click-through rate (CTR) models still defaults to random splits, although deployed models score future traffic and downstream systems consume calibrated probabilities. On Avazu (40.4M impressions) we train logistic regression (LR), DeepFM, and DCN-v2 under two rolling temporal origins and a random split, three seeds per arm, and recalibrate each test day with Platt scaling and isotonic regression fitted on the preceding hours. At origin 1's nearest test day, random splits report LR's expected calibration error (ECE) at 55-62% of the temporal value in every seed (the deep models' ratio is seed-unstable), and no model's ECE is monotone in temporal distance. With a 6-hour fitting slice, recalibration removes up to 61% of ECE in badly miscalibrated cells but increases it in about a third of applications (14-17 of 48 across seeds). On fixed evaluation sets, a 12-hour slice cuts harm from 13-17 to 3-5 of 36 applications, and 24 hours raises it again. The 12-hour slice subsampled to the 1-hour slice's size (5% of the impressions; 20-25x faster to fit) recovers 88% of the full slice's gain, so impression count alone does not explain it. A slice-ECE gate shows no benefit out-of-origin, and in a simulated auction recalibration moves profit by only about -0.21% to +0.26%. Offline protocols should measure calibration temporally, over multiple origins and seeds; in this data, recalibration fitted on a wide time span beat the freshest few hours, which other logs must confirm.

Comments: 10 pages, 3 figures, 6 tables. Code and per-cell results: this https URL

Subjects:

Machine Learning (cs.LG); Information Retrieval (cs.IR)

Cite as: arXiv:2610.33168 [cs.LG]

(or arXiv:2610.33168v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.33168

arXiv-issued DOI via DataCite (pending registration)

Submission history

From: Rui Liu [view email] [v1] Fri, 23 Oct 2026 18:01:30 UTC (140 KB)

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Key points

  • Random splits report LR expected calibration error at only 55-62% of the temporal value, masking real deployment miscalibration.
  • A 6-hour fitting slice removes up to 61% of ECE in badly miscalibrated cells but increases error in about a third of applications.
  • A 12-hour slice cuts harmful applications from 13-17 to 3-5 of 36; subsampling it to 5% of impressions retains 88% of the gain at 20-25x faster fitting.
  • A slice-ECE gate shows no out-of-origin benefit, and recalibration moves simulated auction profit by only about -0.21% to +0.26%.

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