Modified Beta Geometric model #1301

PabloRoque · 2024-12-19T13:12:06Z

Description

Add Modified beta geometric model.
Credit to @ColtAllen and @CamDavidsonPilon, this is basically a copy and paste of their methods

Related Issue

Closes Implement Modified BetaGeo Model #94
Related to List of Continuous, Non-Contractual `clv` Models to Consider Adding #1230

Checklist

Checked that the pre-commit linting/style checks pass There are mypy errors unrelated to this PR
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--1301.org.readthedocs.build/en/1301/

codecov · 2024-12-19T13:19:41Z

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 95.13%. Comparing base (85f9016) to head (d494fff).
Report is 1 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1301      +/-   ##
==========================================
+ Coverage   95.03%   95.13%   +0.10%     
==========================================
  Files          43       44       +1     
  Lines        4530     4629      +99     
==========================================
+ Hits         4305     4404      +99     
  Misses        225      225

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wd60622 · 2024-12-19T22:14:52Z

pymc_marketing/clv/models/modified_beta_geo.py

+                ),
+            )
+
+    def expected_num_purchases(


Do we need this method just to deprecate?

No, this should be deleted.

If this is to be deleted, then we should as well delete the associated BetaGeoModel.expected_num_purchases.

Notice that we are inheriting, and a user may by mistake call the method.

Best to do this in a separate PR prior to merging this one. I don't think it should be added to the release notes because it's not deprecation in the truest sense of the term, but rather renaming a method.

tests/clv/models/test_modified_beta_geo.py

ColtAllen

Thanks for opening this PR @PabloRoque! Can you also add a dev notebook for this model to docs/source/notebooks/clv/dev? Nothing fancy - just need to visually inspect model.idata and some fit diagnostics. You can use the first 21 cells in the BetaGeoNBD Notebook as a template.

pymc_marketing/clv/models/modified_beta_geo.py

ColtAllen · 2024-12-20T02:19:23Z

pymc_marketing/clv/models/modified_beta_geo.py

+                ),
+            )
+
+    def expected_num_purchases(


No, this should be deleted.

pymc_marketing/clv/models/modified_beta_geo.py

tests/clv/models/test_modified_beta_geo.py

PabloRoque · 2024-12-20T07:06:27Z

Thanks for the quick review. Let me address your suggestions during the day.

pymc_marketing/clv/models/modified_beta_geo.py

review-notebook-app · 2024-12-20T10:18:26Z

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PabloRoque · 2024-12-20T10:21:27Z

Can you also add a dev notebook for this model to docs/source/notebooks/clv/dev?

Added.

The watermark states:
pymc : 5.19.1
pytensor: 2.26.4

This is a bit ahead of the current main and related to #1269, but shouldn't affect the PR itself

…mbg_nbd.ipynb

ColtAllen

expected_probability_no_purchase is being inherited from BetaGeoModel. It was derived by @DylanZammit and does not appear in research:

[https://github.com//issues/1093]

We should override that method in this model with a Exception message that it is unsupported and delete the corresponding notebook section until we can verify the math derivations. Please feel free to create a separate issue for the derivations.

…y_no_purchase. Remove part in notebook

PabloRoque · 2024-12-20T13:57:13Z

expected_probability_no_purchase

Added raise NotImplementedError. Removed the part in the notebook.

ColtAllen · 2024-12-20T14:21:07Z

expected_probability_no_purchase

Added raise NotImplementedError. Removed the part in the notebook.

Let's remove the corresponding tests as well and add one that catches the NotImplementedError.

PabloRoque · 2024-12-20T14:23:12Z

Added Weibull prior section

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PabloRoque · 2024-12-20T14:23:32Z

Added raise NotImplementedError on this method

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…iated tests. Add raise NotImplementedError test

PabloRoque · 2024-12-20T14:45:00Z

Let's remove the corresponding tests as well and add one that catches the NotImplementedError.

Done

ColtAllen · 2024-12-21T11:01:14Z

Only comment left to be addressed is the removal of expected_num_purchases.

If this is to be deleted, then we should as well delete the associated BetaGeoModel.expected_num_purchases. Notice that we are inheriting, and a user may by mistake call the method.

Let's leave it as-is for now and we can remove expected_num_purchases from both models in a follow-up PR.

ColtAllen · 2024-12-21T11:09:10Z

Nice work so far! It'd be a lot easier to review the docstrings if the readthedocs preview was working properly, but lately that CI job has been crashing: #1286

ColtAllen

We'll also need to add the notebook to./docs/source/notebooks/index.md so that it shows up in the docs, and add links to the README, Index, and top of the CLV Quickstart. Again, all stuff that's easier to check if the CI task is fixed.

ColtAllen · 2024-12-21T11:32:53Z

Let's remove the Weibull comparisons; thanks for checking them.

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review-notebook-app · 2024-12-21T11:33:08Z

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ColtAllen commented on 2024-12-21T11:33:08Z
----------------------------------------------------------------

Clear the outputs from this cell.

review-notebook-app · 2024-12-21T11:33:09Z

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ColtAllen commented on 2024-12-21T11:33:09Z
----------------------------------------------------------------

Thanks for running this experiment. Looks like Weibull priors aren't ideal for the default config. We can delete this section and just compare MCMC & MAP fits.

PabloRoque commented on 2024-12-23T08:40:19Z
----------------------------------------------------------------

Deleted

review-notebook-app · 2024-12-21T11:33:10Z

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ColtAllen commented on 2024-12-21T11:33:09Z
----------------------------------------------------------------

This comment will need to be updated for ModifiedBetaGeoModel.

PabloRoque commented on 2024-12-23T08:40:52Z
----------------------------------------------------------------

Do you have a suggestion for this comment?

ColtAllen commented on 2024-12-24T14:01:00Z
----------------------------------------------------------------

Just remove it for now

PabloRoque · 2024-12-23T08:40:20Z

Deleted

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PabloRoque · 2024-12-23T08:40:53Z

Do you have a suggestion for this comment?

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ColtAllen · 2024-12-24T14:01:02Z

Just remove it for now

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ColtAllen · 2024-12-24T14:17:32Z

Thanks for adding this @PabloRoque! I'll review the pre-release docs and make some minor edits in charts, docstrings, etc. before the next release.

PabloRoque · 2024-12-24T14:53:10Z

Nice Xmas gift!

Thanks for all the feedback and the time you took to dig into the details

PabloRoque added 2 commits December 19, 2024 13:57

Modified Beta Geometric model

d480c2b

Run pre-commit, skipping mypy unrelated errors

efa1d04

github-actions bot added CLV tests enhancement New feature or request wontfix This will not be worked on labels Dec 19, 2024

PabloRoque added 2 commits December 19, 2024 15:53

Fix convergence tests and add _model_type

645f1fa

Add ModBetaGeoModel to __all__

6d3301c

wd60622 reviewed Dec 19, 2024

View reviewed changes

ColtAllen requested changes Dec 20, 2024

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PabloRoque added 3 commits December 20, 2024 08:33

Delete L81-82 comment on likelihood refactor

59e7722

MBG tests coefficients match those of lifetimes

3cc020c

Delete test_numerically_stable_logp

a993465

ricardoV94 reviewed Dec 20, 2024

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pymc_marketing/clv/models/modified_beta_geo.py Outdated Show resolved Hide resolved

PabloRoque added 3 commits December 20, 2024 09:46

Parametrize test_missing_cols

7e1f364

Rename ModBetaGeoModel -> ModifiedBetaGeoModel

8b47ff3

Add MBG/NBD notebook

632ae67

github-actions bot added the docs Improvements or additions to documentation label Dec 20, 2024

PabloRoque added 5 commits December 20, 2024 11:25

Update paper reference to MBG/NBD model in docs/source/notebooks/clv/…

291f28d

…mbg_nbd.ipynb

Improve ModifiedBetaGeoModel docstring

7101f80

Updated expected_purchases docstring

a15a8d7

Update expected_probability_alive doctring

2476268

Update expected_purchases_new_customer docstring

c868668

PabloRoque requested review from ColtAllen, wd60622 and ricardoV94 December 20, 2024 11:20

ColtAllen requested changes Dec 20, 2024

View reviewed changes

Raise NotImplementedError in ModifiedBetaGeoModel.expected_probabilit…

1b13a12

…y_no_purchase. Remove part in notebook

PabloRoque requested a review from ColtAllen December 20, 2024 13:57

Add Weibull Prior to notebook

56e8ac0

Add expected_probability_no_purchase function signature. Remove assoc…

208e4f9

…iated tests. Add raise NotImplementedError test

ColtAllen requested changes Dec 21, 2024

View reviewed changes

PabloRoque added 3 commits December 23, 2024 08:59

Merge branch 'main' into modified-beta-geo

473616f

Add MBG/NBD to clv_quickstart, index.md and README

7a065c6

Remove Weibull priors section in mbg_nbd.ipynb

2303f82

PabloRoque added 2 commits December 23, 2024 09:42

Clear imports cell output

5a7ae75

Add MBG/NBD notebook to index.md

d494fff

ColtAllen approved these changes Dec 24, 2024

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ColtAllen merged commit 3a98c8a into pymc-labs:main Dec 24, 2024
20 checks passed

PabloRoque deleted the modified-beta-geo branch December 24, 2024 14:55

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Modified Beta Geometric model #1301

Modified Beta Geometric model #1301

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Modified Beta Geometric model #1301

Modified Beta Geometric model #1301

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