Web-based ranking problems involve ordering different kinds of items in a list or grid to be displayed in mediums like a website or a mobile app. In most cases, there are multiple objectives or business metrics that we want to balance and constructing a serving algorithm that achieves the desired tradeoff among multiple objectives is challenging. In addition, it is often not possible to estimate such a serving scheme using offline data alone for non-stationary systems with frequent online interventions.
We consider a large-scale online application where metrics for multiple objectives are continuously available and can be controlled in a desired fashion by changing certain control parameters. We assume that the desired balance of metrics is known from business considerations. Our approach models the balance criteria as a composite utility function via a Gaussian process over the space of control parameters. We show that obtaining a solution can be equated to finding the maximum of the Gaussian process. Implementing such a scheme for large-scale applications is challenging. We provide a novel framework to do so and illustrate its efficacy in the context of LinkedIn Feed.