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  • Getting Started
  • Guide
  • Example Gallery
  • How We Compare
  • API
  • Contributing
  • About PyMC Labs

Section Navigation

  • bass
    • data
      • to_bass_dataset
    • model
      • F
      • create_bass_model
      • f
      • BassModel
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
      • BassPriors
        • m
        • p
        • q
        • likelihood
    • plotting
      • plot_adoption_curve
      • plot_cumulative
      • plot_decomposition
      • plot_peak
  • causal_utils
    • same_markov_equivalence_class_CPdag
  • clv
    • distributions
      • BetaGeoBetaBinom
      • BetaGeoNBD
      • ModifiedBetaGeoNBD
      • ParetoNBD
      • ShiftedBetaGeometric
    • models
      • basic
        • CLVModel
      • beta_geo
        • BetaGeoModel
      • beta_geo_beta_binom
        • BetaGeoBetaBinomModel
      • gamma_gamma
        • BaseGammaGammaModel
        • GammaGammaModel
        • GammaGammaModelIndividual
      • modified_beta_geo
        • ModifiedBetaGeoModel
      • pareto_nbd
        • ParetoNBDModel
      • shifted_beta_geo
        • ShiftedBetaGeoModel
    • plotting
      • plot_customer_exposure
      • plot_expected_purchases_over_time
      • plot_expected_purchases_ppc
      • plot_frequency_recency_matrix
      • plot_probability_alive_matrix
    • utils
      • customer_lifetime_value
      • rfm_segments
      • rfm_summary
      • rfm_train_test_split
      • to_xarray
  • customer_choice
    • bayesian_blp
      • BayesianBLP
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • consideration_set_logit
      • ConsiderationInstruments
        • Z_tilde
        • z_instrument_names
      • ConsiderationSetMixedLogit
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • maxdiff
      • prepare_maxdiff_data
      • MaxDiffArrays
        • item_idx
        • mask
        • best_pos
        • worst_pos
        • resp_idx
        • n_tasks
        • n_respondents
        • n_items
        • k_max
        • item_to_idx
        • respondent_to_idx
      • MaxDiffMixedLogit
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • mixed_logit
      • MixedLogit
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • mnl_logit
      • MNLogit
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • mv_its
      • plot_product
      • MVITS
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • nested_logit
      • NestedLogit
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • synthetic_data
      • generate_blp_panel
      • generate_maxdiff_conjoint_data
      • generate_maxdiff_data
      • generate_saturated_data
      • generate_unsaturated_data
    • taste_profiles
      • brand_buyer_nu
      • buyer_nu_posterior
      • consumer_taste_grid
      • demand_concentration_gini
      • plot_brand_buyer_heatmap
      • plot_buyer_profile_heatmap
      • plot_demand_concentration
      • plot_taste_profile_stacked
      • taste_type_demand_share
  • data
    • fivetran
      • process_fivetran_ad_reporting
      • process_fivetran_shopify_unique_orders
      • FivetranAccessor
    • idata
      • mmm_wrapper
        • MMMIDataWrapper
      • schema
        • InferenceDataGroupSchema
        • MMMIdataSchema
        • VariableSchema
      • utils
        • aggregate_idata_dims
        • aggregate_idata_time
        • filter_idata_by_dates
        • filter_idata_by_dims
        • get_posterior_predictive
        • get_prior
        • get_prior_predictive
        • idata_from_zarr
        • idata_to_zarr
        • subsample_draws
  • hsgp_kwargs
    • CovFunc
      • ExpQuad
      • Matern52
      • Matern32
    • HSGPKwargs
      • model_config
      • m
      • L
      • eta_lam
      • ls_mu
      • ls_sigma
      • cov_func
  • metrics
    • crps
    • nmae
    • nrmse
    • per_observation_crps
  • mlflow
    • autolog
    • create_log_callback
    • load_mmm
    • log_arviz_summary
    • log_bass_configuration
    • log_error
    • log_inference_data
    • log_likelihood_type
    • log_metadata
    • log_mmm
    • log_mmm_configuration
    • log_mmm_evaluation_metrics
    • log_model_derived_info
    • log_model_graph
    • log_sample_diagnostics
    • log_types_of_parameters
    • log_versions
    • MMMWrapper
      • predict_type_hints
  • mmm
    • additive_effect
      • safe_to_datetime
      • ControlMuEffect
        • contribution_var_name
        • model_config
        • prior
        • data_vars
        • prefix
      • DataVarMuEffect
        • contribution_var_name
        • model_config
        • data_vars
        • prefix
      • EventAdditiveEffect
        • contribution_var_name
        • end_dates
        • model_config
        • start_dates
        • df_events
        • prefix
        • effect
        • reference_date
        • date_dim_name
      • FourierEffect
        • contribution_var_name
        • model_config
        • fourier
        • date_dim_name
      • IncrementalitySpec
        • model_config
        • additional_carryover_lags
        • evaluation_mode
      • LinearTrendEffect
        • contribution_var_name
        • model_config
        • trend
        • prefix
        • date_dim_name
        • linear_trend_first_date
      • MediaMuEffect
        • contribution_var_name
        • effect_dims
        • model_config
        • media_transformation
        • channel_dim
        • data_vars
        • prefix
      • Model
        • dims
        • model
        • xarray_dataset
      • MuEffect
        • contribution_var_name
        • model_config
    • budget_optimizer
      • merge_inference_data
      • merge_models_and_idata
      • optimizer_xarray_builder
      • BudgetOptimizationResult
        • callback_info
        • constraint_history
        • spend_var_allocations
        • budgets
        • scipy_result
        • optimized_vars
        • spend_var_names
      • BudgetOptimizer
        • DEFAULT_MINIMIZE_KWARGS
        • model_config
        • optimization_variables
        • num_periods
        • model
        • idata
        • adstock_periods
        • carry_in_periods
        • channel_scales
        • spend_vars
        • spend_var_scales
        • optimizable_vars
        • response_variable
        • utility_function
        • budgets_to_optimize
        • constraints
        • budget_distribution_over_period
        • cost_per_unit
        • compile_kwargs
        • frozen_deterministics
        • channel_data_var
        • channel_contribution_var
        • date_dim
      • BuildMergedModel
        • model
        • adstock
        • idata
      • ConstraintIterationInfo
        • key
        • type
        • value
        • jac
      • ConstraintResidual
        • constraint_type
        • value
      • CustomModelWrapper
        • channel_scales
        • model_config
        • base_model
        • idata
        • channel_columns
        • adstock_periods
        • channel_data_var
      • OptimizationIterationInfo
        • x
        • fun
        • jac
        • constraint_info
      • OptimizerCompatibleModel
        • adstock
        • idata
      • PlanEvaluation
        • constraint_residuals
        • utility
        • utility_gradient
        • objective
        • objective_gradient
    • builders
      • factories
        • build
        • locate
        • naming
        • resolve
      • schema
        • suggest_typo_fix
        • BuildSpec
        • CalibrationStep
        • DataConfig
        • MMMYamlConfig
      • yaml
        • build_mmm_from_yaml
    • causal
      • BuildModelFromDAG
        • default_model_config
      • CausalGraphModel
      • TBFPC
      • TestResult
        • bic0
        • bic1
        • delta_bic
        • logBF10
        • BF10
        • independent
        • conditioning_set
        • forced
    • components
      • adstock
        • AdstockTransformation
        • BinomialAdstock
        • DelayedAdstock
        • GeometricAdstock
        • NoAdstock
        • WeibullCDFAdstock
        • WeibullPDFAdstock
      • base
        • Transformation
      • saturation
        • HillSaturation
        • HillSaturationSigmoid
        • InverseScaledLogisticSaturation
        • LogSaturation
        • LogisticSaturation
        • MichaelisMentenSaturation
        • NoSaturation
        • RootSaturation
        • SaturationTransformation
        • TanhSaturation
        • TanhSaturationBaselined
    • constraints
      • build_default_sum_constraint
      • compile_constraints_for_scipy
      • Constraint
    • counterfactual
      • find_named_node
      • CounterfactualEvaluator
        • BATCH_DIM
        • CHANNEL_DATA
        • MAX_BATCH_ELEMENTS
        • TIME_INDEX
        • channel_dtype
        • windowed_data_vars
      • CounterfactualScenarios
        • spend
        • period_index
        • rows
      • DateIndexedInput
        • date_axis
        • dims
        • dtype
        • name
        • values
      • EvaluationWindows
        • windows
        • max_window
        • dates
      • PeriodWindow
        • n_actual
        • start
        • end
        • in_window
        • actual_dates
        • in_eval
        • eval_dates
    • data_conversion
      • to_mmm_dataset
    • decomposition
      • identity_counterfactual_component
      • log_counterfactual_remove_component
      • original_scale_prediction_from_mu
      • safe_proportional_share
    • dims
    • evaluation
      • calculate_metric_distributions
      • compute_summary_metrics
      • summarize_metric_distributions
    • events
      • days_from_reference
      • AsymmetricGaussianBasis
        • combined_dims
        • default_priors
        • function_priors
        • model_config
        • prefix
        • priors
        • variable_mapping
      • Basis
        • combined_dims
        • function_priors
        • model_config
        • prefix
        • priors
        • variable_mapping
        • default_priors
        • function
      • EventEffect
        • model_config
        • basis
        • effect_size
        • dims
      • GaussianBasis
        • combined_dims
        • default_priors
        • function_priors
        • model_config
        • prefix
        • priors
        • variable_mapping
      • HalfGaussianBasis
        • combined_dims
        • default_priors
        • function_priors
        • model_config
        • prefix
        • priors
        • variable_mapping
    • fourier
      • generate_fourier_modes
      • FourierBase
        • model_config
        • nodes
        • n_order
        • days_in_period
        • prefix
        • prior
        • variable_name
      • MonthlyFourier
        • model_config
        • nodes
        • days_in_period
        • n_order
        • prefix
        • prior
        • variable_name
      • WeeklyFourier
        • model_config
        • nodes
        • days_in_period
        • n_order
        • prefix
        • prior
        • variable_name
      • YearlyFourier
        • model_config
        • nodes
        • days_in_period
        • n_order
        • prefix
        • prior
        • variable_name
    • hsgp
      • approx_hsgp_hyperparams
      • create_complexity_penalizing_prior
      • create_constrained_inverse_gamma_prior
      • create_eta_prior
      • create_m_and_L_recommendations
      • HSGP
        • model_config
        • ls
        • eta
        • L
        • centered
        • drop_first
        • cov_func
        • m
        • X
        • X_mid
        • dims
        • transform
        • demeaned_basis
      • HSGPBase
        • model_config
        • m
        • X
        • X_mid
        • dims
        • transform
        • demeaned_basis
      • HSGPPeriodic
        • model_config
        • ls
        • scale
        • cov_func
        • period
        • m
        • X
        • X_mid
        • dims
        • transform
        • demeaned_basis
      • PeriodicCovFunc
        • Periodic
      • SoftPlusHSGP
        • model_config
        • ls
        • eta
        • L
        • centered
        • drop_first
        • cov_func
        • m
        • X
        • X_mid
        • dims
        • transform
        • demeaned_basis
    • incrementality
      • IdentityLinkReducer
      • IncrementalReducer
      • Incrementality
      • LogLinkReducer
    • lift_test
      • add_cost_per_target_observations
      • add_cost_per_target_potentials
      • add_lift_measurements_to_likelihood_from_saturation
      • add_saturation_observations
      • assert_is_subset
      • assert_monotonic
      • create_time_varying_saturation
      • exact_row_indices
      • scale_channel_lift_measurements
      • scale_lift_measurements
      • scale_target_for_lift_measurements
    • linear_regression
      • FancyLinearRegression
    • linear_trend
      • LinearTrend
        • default_priors
        • model_config
        • priors
        • dims
        • n_changepoints
        • include_intercept
        • prefix
    • link
      • get_link_spec
      • IdentityLinkSpec
        • link
      • LinkFunction
        • IDENTITY
        • LOG
      • LinkSpec
        • link
      • LogLinkSpec
        • link
    • media_transformation
      • MediaConfig
        • name
        • columns
        • media_transformation
      • MediaConfigList
        • media_values
      • MediaTransformation
        • dims
        • adstock
        • saturation
        • adstock_first
    • mmm
      • BudgetOptimizerWrapper
        • plot
        • summary
        • adstock
        • idata
      • MMM
        • data
        • default_model_config
        • default_sampler_config
        • fit_result
        • frozen_deterministics
        • id
        • incrementality
        • output_var
        • plot
        • plot_interactive
        • plot_suite
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • sensitivity
        • summary
        • version
        • y
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
    • multidimensional
    • optimization_variables
      • align_to_model_coords
      • LeverVariable
        • size
        • name
        • dims
        • coords
        • flat_dim
      • MediaVariable
        • shape
        • size
        • name
        • dims
        • coords
        • flat_dim
      • OptimizationVariable
        • size
        • name
        • dims
        • coords
        • flat_dim
      • OptimizationVariables
    • plot
      • MMMPlotSuite
    • plot_interactive
      • MMMPlotlyFactory
        • custom_dims
    • plotting
      • budget
        • BudgetPlots
      • cv
        • MMMCVPlotSuite
      • decomposition
        • DecompositionPlots
      • diagnostics
        • DiagnosticsPlots
      • sensitivity
        • SensitivityPlots
      • suite
        • MMMPlotSuiteFacade
      • transformations
        • TransformationPlots
    • preprocessing
      • preprocessing_method_X
      • preprocessing_method_y
      • MaxAbsScaleChannels
        • channel_columns
      • MaxAbsScaleTarget
        • target_transformer
      • StandardizeControls
        • control_columns
    • scaling
      • deserialize_variable_scaling
      • panel_channel_fixed_scaling_remaining_dims
      • validate_fixed_scaling_keys
      • DataDerivedScaling
        • model_config
        • method
        • dims
      • FixedScaling
        • method
        • model_config
        • value
        • dims
      • Scaling
        • model_config
        • target
        • channel
      • VariableScaling
        • model_config
        • dims
    • sensitivity_analysis
      • SensitivityAnalysis
    • spend_reach
      • linear_predictor
      • resolve_channel_dependent_effects
      • ChannelDependentEffect
        • contribution_var
        • label
        • declared_carryover_lags
        • declared_evaluation_mode
      • SpendProbe
        • COMPLETENESS_TOLERANCE
        • REACH_TOLERANCE
      • SpendReach
        • effective_l_max
        • requires_full_axis
        • measured
      • TemporalReach
        • additional_carryover_lags
        • requires_full_axis
    • summary
      • budget
        • prepare_allocation_roas
        • prepare_contribution_over_time
        • BudgetSummaryFactory
      • cv
        • MMMCVSummaryFactory
      • factory
        • MMMSummaryFactory
      • helpers
        • compute_channel_shares
        • compute_residuals
        • compute_summary_stats_with_hdi
        • compute_waterfall_components
        • convert_output
        • dataframe_to_json_records
        • get_channel_x_data
        • get_prior_for_plot
        • prepare_sensitivity_data
        • StatsHelper
      • sensitivity
        • sensitivity_analysis
        • sensitivity_marginal
        • sensitivity_uplift
    • time_slice_cross_validation
      • TimeSliceCrossValidationResult
        • mmm
        • X_train
        • y_train
        • X_test
        • y_test
        • idata
      • TimeSliceCrossValidator
        • plot
        • plot_suite
        • summary
    • transformers
      • batched_convolution
      • binomial_adstock
      • delayed_adstock
      • geometric_adstock
      • hill_function
      • hill_saturation_sigmoid
      • inverse_scaled_logistic_saturation
      • logistic_saturation
      • michaelis_menten
      • root_saturation
      • tanh_saturation
      • tanh_saturation_baselined
      • weibull_adstock
      • ConvMode
        • After
        • Before
        • Overlap
      • TanhSaturationBaselinedParameters
        • gain
        • r
        • x0
      • TanhSaturationParameters
        • b
        • c
      • WeibullType
        • PDF
        • CDF
    • tvp
      • create_hsgp_from_config
      • create_time_varying_gp_multiplier
      • infer_time_index
      • is_hsgp_kwargs_format
      • time_varying_prior
    • types
      • MMMBuilder
    • utility
      • adjusted_value_at_risk_score
      • average_response
      • conditional_value_at_risk
      • diversification_ratio
      • mean_tightness_score
      • portfolio_entropy
      • raroc
      • sharpe_ratio
      • tail_distance
      • value_at_risk
    • utils
      • add_noise_to_channel_allocation
      • apply_sklearn_transformer_across_dim
      • build_contributions
      • cdf
      • create_index
      • create_new_spend_data
      • create_zero_dataset
      • density
      • transform_1d_array
    • validating
      • validation_method_X
      • validation_method_y
      • ValidateChannelColumns
        • channel_columns
      • ValidateControlColumns
        • control_columns
      • ValidateDateColumn
        • date_column
      • ValidateTargetColumn
    • xarray_utils
  • model_builder
    • create_idata_accessor
    • create_sample_kwargs
    • requires_model
    • ModelBuilder
      • default_model_config
      • default_sampler_config
      • fit_result
      • id
      • posterior
      • posterior_predictive
      • predictions
      • prior
      • prior_predictive
      • version
      • idata
      • sampler_config
      • model_config
      • model
      • is_fitted_
    • ModelFitter
      • model
      • idata
      • sampler_config
      • is_fitted_
    • ModelIO
      • id
      • version
      • idata
      • sampler_config
      • model_config
    • RegressionModelBuilder
      • default_model_config
      • default_sampler_config
      • fit_result
      • id
      • output_var
      • posterior
      • posterior_predictive
      • predictions
      • prior
      • prior_predictive
      • version
      • idata
      • sampler_config
      • model_config
      • model
      • is_fitted_
  • model_config
    • parse_model_config
  • model_graph
    • deterministics_to_flat
  • paths
    • create_data_url
    • URLPath
      • url
  • pie
    • model
      • PIEModel
        • default_model_config
        • default_sampler_config
        • fit_result
        • id
        • output_var
        • posterior
        • posterior_predictive
        • predictions
        • prior
        • prior_predictive
        • version
        • idata
        • sampler_config
        • model_config
        • model
        • is_fitted_
  • plot
    • create_legend_handles
    • drop_scalar_coords
    • generate_colors
    • get_plot_coords
    • get_total_coord_size
    • plot_curve
    • plot_hdi
    • plot_samples
    • random_samples
    • selections
    • set_subplot_kwargs_defaults
  • pytensor_utils
    • extract_response_distribution
    • merge_models
    • validate_unique_value_vars
    • ModelSamplerEstimator
      • default_mcmc_kwargs
      • default_nuts_kwargs
    • SharedPosterior
      • dims
      • variables
  • r2d2
    • R2D2
      • built
      • centered
      • error_sigma
      • splits
      • r2
      • total_sigma
      • dims
    • R2D2Sigma
      • dims
      • decomposition
    • R2D2Split
      • dims
      • decomposition
      • component_name
  • serialization
    • DeferredFactory
      • model_config
      • factory
      • kwargs
    • DeserializationContext
      • idata
    • Serializable
    • SerializableBaseModel
      • model_config
    • TypeRegistry
  • serialization_migration
    • main
    • migrate_idata
  • special_priors
    • deserialize_alternative_prior
    • is_alternative_prior
    • LaplacePrior
    • LogNormalPrior
    • MaskedPrior
    • SpecialPrior
  • terms
    • build_param
    • collect_coords
    • collect_terms
    • get_coords
    • register_data
    • set_data
    • Dot
      • name
      • var_name
      • prior
    • Intercept
      • name
      • prior
    • ModelTerm
    • Parameter
      • name
      • prior
    • Product
      • left
      • right
    • Sum
      • terms
    • Transform
      • inner
      • func
  • utils
    • from_netcdf
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  • BudgetOptimizer
  • utility_function

utility_function#

BudgetOptimizer.utility_function: Callable[[XTensorVariable, XTensorVariable], float][source]#
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