Add optimization notebook #358

cluhmann · 2023-08-17T23:48:37Z

Initial version of the optimization notebook. I have not yet added all the "bells and whistles" that are possible, because I want to get feedback on the core first. Then we can make it pretty.

One thing that I think can immediately be improved is to replace much of the manual contribution/ROAS calculation code with things like mmm.channel_contributions_forward_pass() etc. These helper functions didn't exist when the notebook was first created.

Also, I had planned on omitting all the MMM example notebook code, but realized I need to serialize the model, the inferenceData object, and the input data (and possibly more?). So I just kept the code but stripped it down to the essentials. Keeping all these cells also prevents "syncing" issues between this notebook and the MMM example notebook.

Todos:

Replace objective function code with pymc-marketing functionality as possible
Make objective function a compiled pytensor function to avoid eval()s
Add additional exploration of optimization results (e.g., risk attitudes, diversification penalty, etc.)

📚 Documentation preview 📚: https://pymc-marketing--358.org.readthedocs.build/en/358/

review-notebook-app · 2023-08-17T23:48:42Z

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codecov · 2023-08-18T00:24:32Z

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 94.58%. Comparing base (ac645c9) to head (3b5c92a).

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #358   +/-   ##
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  Coverage   94.58%   94.58%           
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  Files          33       33           
  Lines        3378     3378           
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  Hits         3195     3195           
  Misses        183      183

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* add scaling into lift test method * test scaling methods * test change of MMM likelihood * link up beta_channel parameters * change name to sigma * reorganize and edit * closes #406 * address the feedback in docstrings * add more to docstring * format the docstring * be verbose for future devs * be explicit for the column max values * incorporate the feedback * hide cells and add to intro * add conclusion * switch to header 2 * run notebook through * move the types together * separate model estimated from empirical * fix typos

* drop python 3.9 * try python 3.12 * undo try python 3.12

* improve nb * rm warnings and add link to lifetimes quickstart * address comments * feedback part 3 * remove warnings manually

* add more info to the notebook * hide plots code * fix plot y labels * fix plot outputs and remove model build * improve final note probability plots * address comments * use quickstart dataset * feedback part 3 * remowe warnings manually * feedback part 4

* improve mmm docs init * add more code examples to docstrings * minor improvemeents * typo * better phrasing * add thomas suggestion

* move fixtures to conftest * docstrings and moved set_model_fit to conftest * fixed pandas quickstart warnings * revert to MockModel and add ParetoNBD support * quickstart edit for issue 609 * notebook edit

remove ruff E501 ignore

updates: - [github.com/astral-sh/ruff-pre-commit: v0.3.5 → v0.3.7](astral-sh/ruff-pre-commit@v0.3.5...v0.3.7) Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com> Co-authored-by: Juan Orduz <[email protected]>

* fix potential bugs * minor improvements * remove rule for nb * fix test * improve tests syntax * use stacklevel 2 for warnings * use stacklevel 1 for warnings as they are used in public methods * ignore B904 * undo change * ricardos feedback * use fit_posterior * Update pymc_marketing/clv/models/gamma_gamma.py Co-authored-by: Ricardo Vieira <[email protected]> * last fix XD --------- Co-authored-by: Ricardo Vieira <[email protected]>

* notebook opening and imports * model definition markdown * Data Load Notebook section * WIP model fitting section * added notebook to docs directory * notebook edits and graph code * ppc section and nb cleanup * demz sampling and WIP plotting * WIP predictive plots * WIP heatmap plots * predictive plots * WIP covariates and nbqa-ruff edits * covariate section * plot additions * fig sizes * remove model file

…book (#651) * add spaces, increase indentation, and fix number order * explicit with 6

* make nb ruff astral-sh/ruff-vscode#546 * fix docs * fix quickstart * add types

* update uml diagrams * add uml command to Makefile

* updated the ruff lint command, added ruff code formating command in Makefile, updated contributing.md * fixing the issue with the new line at the end of makefile * updated the PHONY list in makefile --------- Co-authored-by: Murad Khalilov <[email protected]>

updates: - [github.com/pre-commit/mirrors-mypy: v1.10.1 → v1.11.0](pre-commit/mirrors-mypy@v1.10.1...v1.11.0) Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com> Co-authored-by: Juan Orduz <[email protected]>

* Fix model_builder docstrings * Fix whitespace error --------- Co-authored-by: Juan Orduz <[email protected]>

* add GH discussions link to README * add link to MMM hub slack * Update README.md --------- Co-authored-by: Will Dean <[email protected]>

* Fix plotting by evaluating tensors. * Add space after sphinx directive. * Remove indentation from blank line. * Add shared y axis for subplots. --------- Co-authored-by: Patrick Robotham <[email protected]> Co-authored-by: Will Dean <[email protected]>

* add original scale implementation * add plot nb * change location * undo * make mypy happy * test plot * add test * update plot readme * fix test * improve variable description

* infernece changed to dataset * inference changed dataset for plot_allocated_contribution_by_channel --------- Co-authored-by: Will Dean <[email protected]>

* feat: adding root_saturation to transformers.py * feat: adding RootSaturation class to saturation.py * chore: adding missing RootSaturation to SATURATION_TRANSFORMATIONS * feat: adding root_saturation to transformers.py * feat: adding RootSaturation class to saturation.py * chore: adding missing RootSaturation to SATURATION_TRANSFORMATIONS * chore: linting edits * chore: adding coefficient to function * chore: linting corrections * chore: removed empty References section of docstring * chore: produce visual examples of root saturation * chore: adding root to test_saturation.py * chore: adding RootSaturation to init file --------- Co-authored-by: ruari.walker <[email protected]> Co-authored-by: Will Dean <[email protected]>

wd60622 · 2024-07-25T17:17:45Z

This seems stale. Shall we close and turn into smaller issues?
Thoughts @cluhmann @juanitorduz

juanitorduz · 2024-07-25T17:21:05Z

This notebook has many great ideas that I would like to explore further. Can we leave it open while I try to get some time? Maybe we can add a special label?

juanitorduz · 2024-07-25T17:22:09Z

Or actually, as it is a dev notebook, can we merge it into the dev folder (as the clv dev ones)?

cluhmann · 2024-07-25T17:26:09Z

Happy to help hammer this into something (more) useful.

wd60622 · 2024-07-25T17:48:37Z

How about merge in since it is dev notebook and then create an issue or two?

cluhmann · 2024-07-25T17:55:28Z

Fine with me.

* separate the attr creation from attachment and perform check * remove data for CLV * fix model_builder tests * fix clv tests * more specific model builder checks * rework with no args and kwargs * rework common load method * Update pymc_marketing/model_builder.py

* loads doesnt support boolean * defaults for the media transformation * test for the time_varyign

updates: - [github.com/astral-sh/ruff-pre-commit: v0.5.4 → v0.5.5](astral-sh/ruff-pre-commit@v0.5.4...v0.5.5) Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

* Update docs in transformers.py docs: Fix the docstring * Update docs in transformers.py docs: fix other docstrings * change the plot default --------- Co-authored-by: Will Dean <[email protected]> Co-authored-by: Will Dean <[email protected]>

* to_dict via lookup_name * parse to and from dict for attrs * improve the codecov * [pre-commit.ci] auto fixes from pre-commit.com hooks for more information, see https://pre-commit.ci * change test with change in default behavior * increase the MMM model version --------- Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

cluhmann added 2 commits August 17, 2023 19:38

add initial optimization nb

5dca79d

move notebook to dev dir

be7df56

cluhmann requested review from juanitorduz and ricardoV94 August 17, 2023 23:48

wd60622 and others added 24 commits April 2, 2024 15:07

Drop python 3.9 support (#615)

8590b45

* drop python 3.9 * try python 3.12 * undo try python 3.12

add lift tests check

27a55d5

Add more content to the Gamma-Gamma Notebook (#573)

f3ec2cf

* improve nb * rm warnings and add link to lifetimes quickstart * address comments * feedback part 3 * remove warnings manually

Improve MMM Docs (#612)

da9f025

* improve mmm docs init * add more code examples to docstrings * minor improvemeents * typo * better phrasing * add thomas suggestion

Fix clv plotting bugs and edits to Quickstart (#601)

38b55a2

* move fixtures to conftest * docstrings and moved set_model_fit to conftest * fixed pandas quickstart warnings * revert to MockModel and add ParetoNBD support * quickstart edit for issue 609 * notebook edit

[pre-commit.ci] pre-commit autoupdate (#616)

ffef5a6

improve coords matching (#623)

a151330

python 3.12 attempt (#618)

6f33cef

closes #520 (#621) dataset -> data

c40c8b8

mmm example notebook small fixes (#626)

ff937f4

Remove ruff E501 ignore (#619)

e2dba27

remove ruff E501 ignore

Update pypi.yml (dash change) (#633)

b777eb5

UP rule ruff (#635)

2be2f63

Add ruff RUF rules (#636)

582d2ed

Update version.txt (#640)

78964f0

[pre-commit.ci] pre-commit autoupdate (#642)

18d926c

Fix build badge (#645)

ce41f5f

Add downloads stats to README

818781a

add spaces, increase indentation, and fix number order to Pareto note…

7034e28

…book (#651) * add spaces, increase indentation, and fix number order * explicit with 6

juanitorduz and others added 11 commits July 22, 2024 14:18

Various MMM small documentation fixes (#854)

e6f844f

* make nb ruff astral-sh/ruff-vscode#546 * fix docs * fix quickstart * add types

Update UML diagrams (#856)

8234c4b

* update uml diagrams * add uml command to Makefile

Fix model_builder docstrings (#861)

b10f1f1

* Fix model_builder docstrings * Fix whitespace error --------- Co-authored-by: Juan Orduz <[email protected]>

add GH discussions link to README (#866)

b7b97e7

* add GH discussions link to README * add link to MMM hub slack * Update README.md --------- Co-authored-by: Will Dean <[email protected]>

Skip coords with scalar value (#868)

8ee9254

Allow plot MMM components in the original scale (#870)

de5679f

* add original scale implementation * add plot nb * change location * undo * make mypy happy * test plot * add test * update plot readme * fix test * improve variable description

Inference changed to dataset (#873)

19aea61

* infernece changed to dataset * inference changed dataset for plot_allocated_contribution_by_channel --------- Co-authored-by: Will Dean <[email protected]>

Merge branch 'main' into budget_optimzation

13c1a94

cluhmann mentioned this pull request Jul 25, 2024

Remove unnecessary calls to PyTensor eval() from user-facing methods #386

Closed

wd60622 and others added 6 commits July 28, 2024 09:34

json.loads with python types bug (#881)

43131db

* loads doesnt support boolean * defaults for the media transformation * test for the time_varyign

[pre-commit.ci] pre-commit autoupdate (#883)

24e9833

updates: - [github.com/astral-sh/ruff-pre-commit: v0.5.4 → v0.5.5](astral-sh/ruff-pre-commit@v0.5.4...v0.5.5) Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

Fix default ConvMode in docstring (#864)

7a89f27

* Update docs in transformers.py docs: Fix the docstring * Update docs in transformers.py docs: fix other docstrings * change the plot default --------- Co-authored-by: Will Dean <[email protected]> Co-authored-by: Will Dean <[email protected]>

Merge branch 'main' into budget_optimzation

3b5c92a

ulfaslak force-pushed the main branch 4 times, most recently from f9a38fd to 818ba39 Compare September 8, 2024 12:38

twiecki force-pushed the main branch from 35dc7f1 to 9f9c67f Compare September 10, 2024 15:25

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Add optimization notebook #358

Add optimization notebook #358

cluhmann commented Aug 17, 2023 •

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Add optimization notebook #358

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