  The size of a website's active user base directly affects its value. Thus, it
is important to monitor and influence a user's likelihood to return to a site.
Essential to this is predicting when a user will return. Current state of the
art approaches to solve this problem come in two flavors: (1) Recurrent Neural
Network (RNN) based solutions and (2) survival analysis methods. We observe
that both techniques are severely limited when applied to this problem.
Survival models can only incorporate aggregate representations of users instead
of automatically learning a representation directly from a raw time series of
user actions. RNNs can automatically learn features, but can not be directly
trained with examples of non-returning users who have no target value for their
return time. We develop a novel RNN survival model that removes the limitations
of the state of the art methods. We demonstrate that this model can
successfully be applied to return time prediction on a large e-commerce dataset
with a superior ability to discriminate between returning and non-returning
users than either method applied in isolation.
