New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Custom optimizer constraints #1358

Merged

juanitorduz merged 27 commits into main from custom_constraints_refactor

Jan 20, 2025

Contributor

cetagostini commented Jan 8, 2025 •

edited

Loading

Description

Allowing optimizer to use custom constraints around any intermediate variable (e.g: Response, Specific channel contributions or budgets).

It also allows optimizing a subset of budgets by passing a boolean opt_mask

Build on top of #1357 by @ricardoV94

Related Issue

Closes Making optimizer pymc model agnostic #1331
Related to Budget optimizer refactor #1357
Closes Define a total_channel_contributions deterministic in MMM models #1387

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
Customer Choice

Type of change

📚 Documentation preview 📚: https://pymc-marketing--1358.org.readthedocs.build/en/1358/

github-actions bot added MMM tests enhancement optimizer priority: high labels

wd60622 reviewed

View reviewed changes

pymc_marketing/mmm/constraints.py Show resolved Hide resolved

codecov bot commented Jan 8, 2025 •

edited

Loading

Codecov Report

Attention: Patch coverage is 84.40367% with 17 lines in your changes missing coverage. Please review.

Project coverage is 94.59%. Comparing base (8a0b076) to head (81a0eeb).
Report is 3 commits behind head on main.

Files with missing lines	Patch %	Lines
pymc_marketing/mmm/budget_optimizer.py	83.33%	10 Missing ⚠️
pymc_marketing/mmm/mmm.py	40.00%	3 Missing ⚠️
pymc_marketing/mmm/constraints.py	93.75%	2 Missing ⚠️
pymc_marketing/mmm/utility.py	83.33%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1358      +/-   ##
==========================================
- Coverage   94.65%   94.59%   -0.06%     
==========================================
  Files          48       49       +1     
  Lines        5257     5329      +72     
==========================================
+ Hits         4976     5041      +65     
- Misses        281      288       +7

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

wd60622 changed the title ~~Custom constraints~~ Custom optimizer constraints

Contributor

wd60622 commented Jan 8, 2025

Where there any closing issues for this?

ricardoV94 force-pushed the custom_constraints_refactor branch from 5e5c73a to 02ce740 Compare

January 9, 2025 19:27

ricardoV94 and others added 3 commits

January 13, 2025 18:01


          BudgetOptimizer extracts response variable from graph

4882ed5


          Allow optimizing subset of budgets

16accb3


          Allow custom constraints

17c86f1

ricardoV94 force-pushed the custom_constraints_refactor branch from aeeb060 to 17c86f1 Compare

January 13, 2025 17:10

Contributor

ricardoV94 commented Jan 13, 2025 •

edited

Loading

~~The changes are so big that we probably will just skip #1357 to keep our sanity~~
Edit: cross that

ricardoV94 and others added 4 commits

January 16, 2025 14:55


          Fix comment imprecision

3a24c60


          BudgetOptimizer extracts response variable from graph

dc6a63c


          Merge branch 'budget_optimizer_refactor' into custom_constraints_refa…

d5d7ba3

…ctor


          Solving issues and updating code

426df14

review-notebook-app bot commented Jan 17, 2025

Check out this pull request on

See visual diffs & provide feedback on Jupyter Notebooks.

Powered by ReviewNB

github-actions bot added the docs label


          Merge branch 'main' into custom_constraints_refactor

5c001c8

cetagostini requested review from ricardoV94 and wd60622

January 17, 2025 01:39


          solving test issue

90420dd

cetagostini marked this pull request as ready for review

January 17, 2025 02:37

Contributor Author

cetagostini commented Jan 17, 2025

I think everything is ready for review @wd60622 @ricardoV94 @juanitorduz

Need to run a few notebooks to create a new files for the model because I'm addressing #1387 here!

ricardoV94 requested changes

View reviewed changes

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

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

tests/mmm/test_budget_optimizer.py Show resolved Hide resolved

tests/mmm/test_budget_optimizer.py Outdated Show resolved Hide resolved

pymc_marketing/mmm/budget_optimizer.py Show resolved Hide resolved

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

pymc_marketing/mmm/constraints.py Show resolved Hide resolved

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

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

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

ricardoV94 reviewed

View reviewed changes

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


          Update pymc_marketing/mmm/constraints.py

8dd52e7

Co-authored-by: Ricardo Vieira <[email protected]>

cetagostini and others added 4 commits

January 17, 2025 15:18


          Update pymc_marketing/mmm/constraints.py

dbf74ef

Co-authored-by: Ricardo Vieira <[email protected]>


          Requested changes by Ricardo

ccb81cb


          pre commit

8ae2a37


          Merge branch 'main' into custom_constraints_refactor

18b7bfb

cetagostini requested a review from ricardoV94

January 17, 2025 14:36

ricardoV94 reviewed

View reviewed changes

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

ricardoV94 reviewed

View reviewed changes

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

ricardoV94 reviewed

View reviewed changes

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

ricardoV94 reviewed

View reviewed changes

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

cetagostini and others added 5 commits

January 17, 2025 22:54


          Changes requested.

6b0c143


          Update pymc_marketing/mmm/budget_optimizer.py

6202e37

Co-authored-by: Ricardo Vieira <[email protected]>


          Merge branch 'main' into custom_constraints_refactor

b168122


          Pre-commit

aec2829


          Merge branch 'custom_constraints_refactor' of https://github.com/pymc…

f566734

…-labs/pymc-marketing into custom_constraints_refactor

cetagostini requested a review from ricardoV94

January 17, 2025 20:57

cetagostini added 3 commits

January 17, 2025 23:07


          Change opt mask name

6645ca0


          pre-commit

e9a6a9e


          Merge branch 'main' into custom_constraints_refactor

16fc32a

ricardoV94 mentioned this pull request

Consider caching the constraint functions between calls to BudgetOptimizer.set_constraints #1399

Open

cetagostini added 2 commits

January 18, 2025 18:28


          adding ricardo changes

ed8d3d5


          Merge branch 'custom_constraints_refactor' of https://github.com/pymc…

…-labs/pymc-marketing into custom_constraints_refactor

ricardoV94 approved these changes

View reviewed changes

cetagostini added 3 commits

January 19, 2025 00:26


          Adding will signature change

e0827c7


          solving test

7ba5f81


          Merge branch 'main' into custom_constraints_refactor

81a0eeb

wd60622 reviewed

View reviewed changes

pymc_marketing/mmm/budget_optimizer.py Show resolved Hide resolved

wd60622 approved these changes

View reviewed changes

Contributor

wd60622 left a comment

Just one comment. Not a blocker though

Looks awesome

juanitorduz merged commit 2f6bc0a into main

18 of 20 checks passed

juanitorduz deleted the custom_constraints_refactor branch

January 20, 2025 14:52

cetagostini mentioned this pull request

Simplify optimizer parameter default_constraints #1416

Open

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

docs enhancement MMM optimizer priority: high tests