Spatial-temporal information has been proven to be of great significance for click-through rate prediction tasks in online Location-Based Services (LBS), especially in mainstream food ordering platforms such as DoorDash, Uber Eats, Meituan, and Ele.me. Modeling user spatial-temporal preferences with sequential behavior data has become a hot topic in recommendation systems and online advertising. However, most of existing methods either lack the representation of rich spatial-temporal information or only handle user behaviors with limited length, e.g. 100. In this paper, we tackle these problems by designing a new spatial-temporal modeling paradigm named Fragment and Integrate Network (FIN). FIN consists of two networks: (i) Fragment Network (FN) extracts Multiple Sub-Sequences (MSS) from lifelong sequential behavior data, and captures the specific spatial-temporal representation by modeling each MSS respectively. Here both a simplified attention and a complicated attention are adopted to balance the performance gain and resource consumption. (ii) Integrate Network (IN) builds a new integrated sequence by utilizing spatial-temporal interaction on MSS and captures the comprehensive spatial-temporal representation by modeling the integrated sequence with a complicated attention. Both public datasets and production datasets have demonstrated the accuracy and scalability of FIN. Since 2022, FIN has been fully deployed in the recommendation advertising system of Ele.me, one of the most popular online food ordering platforms in China, obtaining 5.7% improvement on Click-Through Rate (CTR) and 7.3% increase on Revenue Per Mille (RPM).
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