Support HSGP instance for time_varying_media in MMM #1881
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Allow passing an HSGPBase instance (e.g., SoftPlusHSGP) to the time_varying_media argument in MMM, enabling custom latent process dimensions and priors. Update logic to handle both boolean and HSGPBase types, and add tests to verify correct behavior and dimension broadcasting for both single- and multi-dimensional cases.
williambdean
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Aug 11, 2025
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Think this looks good. We can follow up with the time_varying_intercept. Just a question about the backward compat side here.
| dims=("date", *self.dims), | ||
| **self.model_config["media_tvp_config"], | ||
| ).create_variable("media_latent_process") | ||
| ).create_variable("media_temporal_latent_multiplier") |
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Will these name changes cause any issues?
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Maybe we update the model_version number ?
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It should not bring issues, users can always ping or retrain. But I'll update model version.
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Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #1881 +/- ##
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+ Coverage 91.84% 91.86% +0.01%
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Files 64 64
Lines 7533 7546 +13
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+ Hits 6919 6932 +13
Misses 614 614 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Description
Allow passing an HSGPBase instance (e.g., SoftPlusHSGP) to the time_varying_media argument in MMM, enabling custom latent process dimensions and priors. Update logic to handle both boolean and HSGPBase types, and add tests to verify correct behavior and dimension broadcasting for both single- and multi-dimensional cases.
Related Issue
MMMclass #1250Checklist
pre-commit.ci autofixto auto-fix.📚 Documentation preview 📚: https://pymc-marketing--1881.org.readthedocs.build/en/1881/