The Question
ML DesignReal-Time Bidding (RTB) System Design
Design a high-scale Demand Side Platform (DSP) capable of processing millions of bid requests per second from various ad exchanges. The system must predict the probability of user engagement (clicks/conversions) to calculate optimal bid prices in under 50 milliseconds, while managing advertiser budgets and optimizing for long-term Return on Ad Spend (ROAS).
XGBoost/LightGBM
Logistic Regression
Redis Feature Store
Bayesian Updating
Multi-Armed Bandits
February 25, 2026