ESMM (Entire Space Multi-Task Model, proposed by Alibaba Alimama at SIGIR 2018) is a multi-task learning architecture specifically engineered to resolve the twin industry dilemmas in Conversion Rate (CVR) estimation: Sample Selection Bias (SSB) and Data Sparsity (DS); using probability chain rules:
pCTCVR=pCTR×pCVR, ESMM trains CTR and CTCVR simultaneously across the entire un-gated impression space, implicitly deriving
pCVR=pCTRpCTCVR without conditioning training exclusively on clicked samples.