User-defined media transformations and custom ordering #632

cetagostini-wise · 2024-04-15T21:58:40Z

Description

This PR introduces:

adstock & saturation transformation classes
- ability to make new media transformations
MMM as replacement to DelayedSaturatedMMM class.
- passing classes or string to MMM along to specify desired transformations
- DelayedSaturatedMMM is specific instance of MMM but with "geometric" and "logistic" transformations
change order of media transformation with adstock_first parameter
refinements to the budget optimization

Currently we could choose the function in the following way:

from pymc_marketing.mmm import MMM

mmm = MMM(
    model_config=my_model_config,
    sampler_config=my_sampler_config,
    adstock="geometric",
    saturation="logistic",
    adstock_first=True,
    date_column="date_week",
    channel_columns=["x1", "x2"],
    control_columns=[
        "event_1",
        "event_2",
        "t",
    ],
    adstock_max_lag=8,
    yearly_seasonality=2,
)

Alternative to the string, there are new classes that can be passed instead

from pymc_marketing.mmm import MichaelisMentenSaturation

saturation = MichaelisMentenSaturation()

mmm = MMM(..., saturation=saturation, ...)

This has out-of-the-box media transformations for:

a) Adstock:

Geometric
Delayed
Weibull CDF
Weilbull PDF

b) Saturation:

Hill
Michaelis Menten
Logistic
Tanh
Tanh baselined

This allows for 4 (adstocks) x 5 (saturations) x 2 (orderings) = 40 out-of-the-box models!

One can also make a custom media transformation by inheriting from the AdstockTransformation or SaturationTransformation base class which can be used in the MMM as well. For instance,

from pymc_marketing.mmm import SaturationTransformation

class InfiniteReturns(SaturationTransformation): 
    def function(self, x, beta): 
        return beta * x
    
    default_priors = {"beta": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}
   

saturation = InfiniteReturns()

mmm = MMM(..., saturation=saturation, ...)

EDIT: Changed description with latest changes

Related Issue

Checklist

Checked that the pre-commit linting/style checks pass
Included tests that prove the fix is effective or that the new feature works
Added necessary documentation (docstrings and/or example notebooks)
If you are a pro: each commit corresponds to a relevant logical change

Modules affected

MMM
CLV

Type of change

📚 Documentation preview 📚: https://pymc-marketing--632.org.readthedocs.build/en/632/

Co-Authored-By: Carlos Trujillo <59846724+cetagostini@users.noreply.github.com>

cetagostini · 2024-04-15T22:09:10Z

Now is possible to pass an string to the class or a custom component class, e.g:

mmm = DelayedSaturatedMMM(
    model_config = my_model_config,
    sampler_config = my_sampler_config,
    adstock = "geometric",
    saturation = LogisticSaturationComponent,
    date_column="date_week",
    channel_columns=["x1", "x2"],
    control_columns=[
        "event_1",
        "event_2",
        "t",
    ],
    adstock_max_lag=8,
    yearly_seasonality=2,
)

If the user wants to allow for a custom function (Component) then he must create a class which contains a variable mapping property and a default config property. In order to allow other functions as lift test integration work.

cetagostini · 2024-04-15T22:10:55Z

I have still the issue of:

Traceback (most recent call last):
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/sphinx/config.py", line 358, in eval_config_file
    exec(code, namespace)  # NoQA: S102
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/checkouts/632/docs/source/conf.py", line 5, in <module>
    import pymc_marketing  # isort:skip
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/__init__.py", line 1, in <module>
    from pymc_marketing import clv, mmm
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/mmm/__init__.py", line 1, in <module>
    from pymc_marketing.mmm import base, delayed_saturated_mmm, preprocessing, validating
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/mmm/delayed_saturated_mmm.py", line 22, in <module>
    from pymc_marketing.mmm.models.components.lagging import _get_lagging_function
ModuleNotFoundError: No module named 'pymc_marketing.mmm.models.components'

@juanitorduz @wd60622

If you don't find the separation into folders something practical then I'm going to leave everything in the main to avoid it. If you want to modify, feel free. Anything to move quickly.

I only do it because I would like to maintain some order and possibly have a folder with different models like in the CLV model.

pymc_marketing/mmm/delayed_saturated_mmm.py

williambdean · 2024-04-16T16:34:02Z

The lift tests will need something like this:

variable_mapping = {
    "lam": "saturation_lambda",
    "beta": "saturation_beta",
}

def saturation_function(x, beta, lam):
    return beta * logistic_saturation(x, lam)

add_lift_measurements_to_likelihood(
    df_lift_test,
    variable_mapping,
    saturation_function=saturation_function,
    model=model,
    dist=dist,
    name=name,
)

The variable_mapping is already used, but the saturation_function would have to be exposed in each class as well

EDIT: Opening up an PR into your branch carlos: cetagostini-wise#1

pymc_marketing/mmm/models/components/saturation.py

williambdean · 2024-04-16T19:17:08Z

I have still the issue of:

Traceback (most recent call last):
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/sphinx/config.py", line 358, in eval_config_file
    exec(code, namespace)  # NoQA: S102
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/checkouts/632/docs/source/conf.py", line 5, in <module>
    import pymc_marketing  # isort:skip
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/__init__.py", line 1, in <module>
    from pymc_marketing import clv, mmm
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/mmm/__init__.py", line 1, in <module>
    from pymc_marketing.mmm import base, delayed_saturated_mmm, preprocessing, validating
  File "/home/docs/checkouts/readthedocs.org/user_builds/pymc-marketing/envs/632/lib/python3.10/site-packages/pymc_marketing/mmm/delayed_saturated_mmm.py", line 22, in <module>
    from pymc_marketing.mmm.models.components.lagging import _get_lagging_function
ModuleNotFoundError: No module named 'pymc_marketing.mmm.models.components'

@juanitorduz @wd60622

If you don't find the separation into folders something practical then I'm going to leave everything in the main to avoid it. If you want to modify, feel free. Anything to move quickly.

I only do it because I would like to maintain some order and possibly have a folder with different models like in the CLV model.

I have not experienced this while working in my branch / locally. This is in the CI/CD right?

…ests Lift test support with generalized saturation function

williambdean

some small items and suggestions.

Checking out the notebooks now

pymc_marketing/mmm/budget_optimizer.py

pymc_marketing/mmm/components/__init__.py

pymc_marketing/mmm/delayed_saturated_mmm.py

pymc_marketing/mmm/models/__init__.py

pyproject.toml

williambdean · 2024-06-08T06:45:01Z

+1

View entire conversation on ReviewNB

williambdean · 2024-06-08T06:45:23Z

+1

View entire conversation on ReviewNB

review-notebook-app · 2024-06-08T06:57:33Z

View / edit / reply to this conversation on ReviewNB

wd60622 commented on 2024-06-08T06:57:33Z
----------------------------------------------------------------

These formulas are not rendering well here or on the page: https://pymc-marketing--632.org.readthedocs.build/en/632/notebooks/mmm/mmm_budget_allocation_example.html

…tagostini-wise/pymc-marketing into pr/632

juanitorduz

I gave a quick review again. Very minor comments (I will check the notebooks tonight). I believe we will merge this one on Monday :D

juanitorduz · 2024-06-08T12:46:01Z

pymc_marketing/mmm/budget_optimizer.py

+                constraints = custom_constraints
+
+        num_channels = len(self.parameters.keys())
+        initial_guess = [total_budget // num_channels] * num_channels


Just to double check: this is the floor division and then multiplying it back?

Yes, the multiplication is just to repeat the same number for all channels.

Why floor division over normal?

Suggested change

initial_guess = [total_budget // num_channels] * num_channels

initial_guess = np.ones(num_channels) * total_budget / num_channels

juanitorduz · 2024-06-08T12:47:47Z

pymc_marketing/mmm/budget_optimizer.py

+            method="SLSQP",
+            options={"ftol": 1e-9, "maxiter": 1000},


Shall we allow the users to add this? We can add a **minimize_kwargs argument to allocate_budget and pass them to minimize?

We can keep these defaults.

Also, this is not a blocker for this PR. Feel free to open an issue, and we can work it out later.

I'll make the issue and address it in other PR!

Created #729

pymc_marketing/mmm/components/__init__.py

pymc_marketing/mmm/components/base.py

pymc_marketing/mmm/components/saturation.py

juanitorduz · 2024-06-08T12:57:30Z

pymc_marketing/mmm/delayed_saturated_mmm.py

+            for group_name, params in param_groups.items():
+                # Build dictionary for the current group of parameters
+                param_dict = {
+                    param.replace(group_name[:-7] + "_", ""): self.fit_result[param]


can we do something more transparent like using param.split ? Say

>>> word = "my_word" >>> word.split("my_") ['', 'word'] >>> word.split("my_")[-1] 'word'

juanitorduz · 2024-06-08T12:59:39Z

pymc_marketing/mmm/delayed_saturated_mmm.py

+        budget_bounds: dict[str, list[Any]] | None = None,
+        custom_constraints: dict[str, float] | None = None,
+        quantile: float = 0.5,
+    ):


missing return type hint

williambdean

Think it looks good!
Will just merge in suggestions from @juanitorduz

Any idea what is up with the code coverage decrease? Is that a fluke?

williambdean · 2024-06-10T07:11:31Z

pymc_marketing/mmm/budget_optimizer.py

+                constraints = custom_constraints
+
+        num_channels = len(self.parameters.keys())
+        initial_guess = [total_budget // num_channels] * num_channels


Suggested change

initial_guess = [total_budget // num_channels] * num_channels

initial_guess = np.ones(num_channels) * total_budget / num_channels

pymc_marketing/mmm/components/saturation.py

juanitorduz

@cetagostini @wd60622 this was a massive effort and work! Amazing!

Allowing Custom Saturation & Lagging functions

0275e70

Co-Authored-By: Carlos Trujillo <59846724+cetagostini@users.noreply.github.com>

cetagostini requested review from cetagostini, juanitorduz and williambdean and removed request for cetagostini and juanitorduz April 15, 2024 21:59

cetagostini self-assigned this Apr 15, 2024

cetagostini added enhancement New feature or request MMM labels Apr 15, 2024

Small adding

fbdb940

Co-Authored-By: Carlos Trujillo <59846724+cetagostini@users.noreply.github.com>

williambdean reviewed Apr 16, 2024

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pymc_marketing/mmm/delayed_saturated_mmm.py Outdated Show resolved Hide resolved

williambdean reviewed Apr 16, 2024

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pymc_marketing/mmm/models/components/saturation.py Outdated Show resolved Hide resolved

williambdean added 7 commits April 16, 2024 19:21

test commit to carlos branch

ad9eb6a

hook up saturation class to lift method

b1319aa

pull out last saturation function into method

7ef1b95

migrate the logic for tests

64db1c2

reduce what is needed for a new class

eff63fe

remove the noqa

981d958

model docstring for inheritance

79408b8

williambdean and others added 6 commits April 23, 2024 16:43

rewrite of the components

0374d3b

rewrite of the components

4022069

change name to logistic

e143e12

map names for model_config

5beccc4

Merge pull request #1 from pymc-labs/saturation-components-for-lift-t…

dfa288c

…ests Lift test support with generalized saturation function

Merge branch 'main' into dev-allowing-custom-functions

e82e9f2

cetagostini requested a review from williambdean June 7, 2024 21:34

williambdean requested changes Jun 8, 2024

View reviewed changes

williambdean and others added 7 commits June 8, 2024 09:01

use explicit adstock and saturation in MMM

8f54a30

remove reference to DelayedSaturatedMMM

e196fcd

request changes

4c60528

Merge branch 'dev-allowing-custom-functions' of https://github.com/ce…

92136b5

…tagostini-wise/pymc-marketing into pr/632

missing total

2d9f5e4

modify docstring

9120b3d

modify eval

07bcb0e

cetagostini requested a review from williambdean June 8, 2024 08:24

juanitorduz reviewed Jun 8, 2024

View reviewed changes

cetagostini added 3 commits June 8, 2024 23:50

Small changes

943b0b3

change

7b11203

changes

4df4708

williambdean approved these changes Jun 10, 2024

View reviewed changes

williambdean added 2 commits June 10, 2024 09:18

import saturation in docstring

11ddcc7

Merge branch 'main' into dev-allowing-custom-functions

889ae2c

williambdean mentioned this pull request Jun 10, 2024

Expose minimization kwargs in budget optimization #729

Closed

pre-commit

114dbc2

juanitorduz approved these changes Jun 10, 2024

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juanitorduz merged commit f3be754 into pymc-labs:main Jun 10, 2024

juanitorduz added this to the 0.7.0 milestone Jun 13, 2024

This was referenced Jun 16, 2024

MMM Component Notebook #748

Merged

Add Multiple types of trend in MMM #274

Open

	initial_guess = [total_budget // num_channels] * num_channels
	initial_guess = np.ones(num_channels) * total_budget / num_channels

User-defined media transformations and custom ordering #632

User-defined media transformations and custom ordering #632

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cetagostini-wise commented Apr 15, 2024 •

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