Source code for pymc_marketing.mmm.components.saturation

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"""Saturation transformations for the MMM model.

Each of these transformations is a subclass of
:class:`pymc_marketing.mmm.components.saturation.SaturationTransformation` and defines a function
that takes media and return the saturated media. The parameters of the function
are the parameters of the saturation transformation.

Examples
--------
Create a new saturation transformation:

.. code-block:: python

    from pymc_marketing.mmm import SaturationTransformation

    class InfiniteReturns(SaturationTransformation):
        def function(self, x, b):
            return b * x

        default_priors = {"b": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}}

Plot the default priors for a saturation transformation:

.. code-block:: python

    from pymc_marketing.mmm import HillSaturation

    import matplotlib.pyplot as plt

    saturation = HillSaturation()
    prior = saturation.sample_prior()
    curve = saturation.sample_curve(prior)
    saturation.plot_curve(curve)
    plt.show()

Define a hierarchical saturation function with only hierarchical parameters
for saturation parameter of logistic saturation.

.. code-block:: python

    from pymc_marketing.mmm import LogisticSaturation

    priors = {
        "lam": {
            "dist": "Gamma",
            "kwargs": {
                "alpha": {
                    "dist": "HalfNormal",
                    "kwargs": {"sigma": 1},
                },
                "beta": {
                    "dist": "HalfNormal",
                    "kwargs": {"sigma": 1},
                },
            },
            "dims": "channel",
        },
        "beta": {
            "dist": "HalfNormal",
            "kwargs": {"sigma": 1},
            "dims": "channel",
        },
    }
    saturation = LogisticSaturation(priors=priors)

"""

import numpy as np
import xarray as xr

from pymc_marketing.mmm.components.base import Transformation
from pymc_marketing.mmm.transformers import (
    hill_saturation,
    logistic_saturation,
    michaelis_menten,
    tanh_saturation,
    tanh_saturation_baselined,
)


[docs] class SaturationTransformation(Transformation): """Subclass for all saturation transformations. In order to use a custom saturation transformation, subclass and define: - `function`: function to take x to contributions - `default_priors`: default distributions for each parameter in function By subclassing from this method, lift test integration will come for free! Examples ---------- Make a non-saturating saturation transformation .. code-block:: python from pymc_marketing.mmm import SaturationTransformation def infinite_returns(x, b): return b * x class InfiniteReturns(SaturationTransformation): function = infinite_returns default_priors = {"b": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}} Make use of plotting capabilities to understand the transformation and its priors .. code-block:: python import matplotlib.pyplot as plt import numpy as np saturation = InfiniteReturns() rng = np.random.default_rng(0) prior = saturation.sample_prior(random_seed=rng) curve = saturation.sample_curve(prior) saturation.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ prefix: str = "saturation"
[docs] def sample_curve( self, parameters: xr.Dataset, max_value: float = 1.0, ) -> xr.DataArray: """Sample the curve of the saturation transformation given parameters. Parameters ---------- parameters : xr.Dataset Dataset with the parameters of the saturation transformation. max_value : float, optional Maximum value of the curve, by default 1.0. Returns ------- xr.DataArray Curve of the saturation transformation. """ x = np.linspace(0, max_value, 100) coords = { "x": x, } return self._sample_curve( var_name="saturation", parameters=parameters, x=x, coords=coords, )
[docs] class LogisticSaturation(SaturationTransformation): """Wrapper around logistic saturation function. For more information, see :func:`pymc_marketing.mmm.transformers.logistic_saturation`. .. plot:: :context: close-figs import matplotlib.pyplot as plt import numpy as np from pymc_marketing.mmm import LogisticSaturation rng = np.random.default_rng(0) adstock = LogisticSaturation() prior = adstock.sample_prior(random_seed=rng) curve = adstock.sample_curve(prior) adstock.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ lookup_name = "logistic"
[docs] def function(self, x, lam, beta): return beta * logistic_saturation(x, lam)
default_priors = { "lam": {"dist": "Gamma", "kwargs": {"alpha": 3, "beta": 1}}, "beta": {"dist": "HalfNormal", "kwargs": {"sigma": 2}}, }
[docs] class TanhSaturation(SaturationTransformation): """Wrapper around tanh saturation function. For more information, see :func:`pymc_marketing.mmm.transformers.tanh_saturation`. .. plot:: :context: close-figs import matplotlib.pyplot as plt import numpy as np from pymc_marketing.mmm import TanhSaturation rng = np.random.default_rng(0) adstock = TanhSaturation() prior = adstock.sample_prior(random_seed=rng) curve = adstock.sample_curve(prior) adstock.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ lookup_name = "tanh"
[docs] def function(self, x, b, c, beta): return beta * tanh_saturation(x, b, c)
default_priors = { "b": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, "c": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, "beta": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, }
[docs] class TanhSaturationBaselined(SaturationTransformation): """Wrapper around tanh saturation function. For more information, see :func:`pymc_marketing.mmm.transformers.tanh_saturation_baselined`. .. plot:: :context: close-figs import matplotlib.pyplot as plt import numpy as np from pymc_marketing.mmm import TanhSaturationBaselined rng = np.random.default_rng(0) adstock = TanhSaturationBaselined() prior = adstock.sample_prior(random_seed=rng) curve = adstock.sample_curve(prior) adstock.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ lookup_name = "tanh_baselined"
[docs] def function(self, x, x0, gain, r, beta): return beta * tanh_saturation_baselined(x, x0, gain, r)
default_priors = { "x0": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, "gain": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, "r": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, "beta": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, }
[docs] class MichaelisMentenSaturation(SaturationTransformation): """Wrapper around Michaelis-Menten saturation function. For more information, see :func:`pymc_marketing.mmm.transformers.michaelis_menten`. .. plot:: :context: close-figs import matplotlib.pyplot as plt import numpy as np from pymc_marketing.mmm import MichaelisMentenSaturation rng = np.random.default_rng(0) adstock = MichaelisMentenSaturation() prior = adstock.sample_prior(random_seed=rng) curve = adstock.sample_curve(prior) adstock.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ lookup_name = "michaelis_menten" function = michaelis_menten default_priors = { "alpha": {"dist": "Gamma", "kwargs": {"mu": 2, "sigma": 1}}, "lam": {"dist": "HalfNormal", "kwargs": {"sigma": 1}}, }
[docs] class HillSaturation(SaturationTransformation): """Wrapper around Hill saturation function. For more information, see :func:`pymc_marketing.mmm.transformers.hill_saturation`. .. plot:: :context: close-figs import matplotlib.pyplot as plt import numpy as np from pymc_marketing.mmm import HillSaturation rng = np.random.default_rng(0) adstock = HillSaturation() prior = adstock.sample_prior(random_seed=rng) curve = adstock.sample_curve(prior) adstock.plot_curve(curve, sample_kwargs={"rng": rng}) plt.show() """ lookup_name = "hill" function = hill_saturation default_priors = { "sigma": {"dist": "HalfNormal", "kwargs": {"sigma": 2}}, "beta": {"dist": "HalfNormal", "kwargs": {"sigma": 2}}, "lam": {"dist": "HalfNormal", "kwargs": {"sigma": 2}}, }
SATURATION_TRANSFORMATIONS: dict[str, type[SaturationTransformation]] = { cls.lookup_name: cls for cls in [ LogisticSaturation, TanhSaturation, TanhSaturationBaselined, MichaelisMentenSaturation, HillSaturation, ] } def _get_saturation_function( function: str | SaturationTransformation, ) -> SaturationTransformation: """Helper for use in the MMM to get a saturation function.""" if isinstance(function, SaturationTransformation): return function if function not in SATURATION_TRANSFORMATIONS: raise ValueError( f"Unknown saturation function: {function}. Choose from {list(SATURATION_TRANSFORMATIONS.keys())}" ) return SATURATION_TRANSFORMATIONS[function]()