-
Notifications
You must be signed in to change notification settings - Fork 128
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.
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
Implement gamma-gamma model and base CLV API #61
Conversation
6acf8db
to
40a388a
Compare
40a388a
to
27ab1fd
Compare
@ricardoV94 this is very cool! It works very nicely! 🚀 I really like the fact you explain the PYMC implementation and its limitations. If I understand correctly when conditioning on the mean purchase per user there is no way around using For applications, you usually have a lot of users (millions). I was wondering if we should allow variational inference estimation of the parameters (maybe pathfinder from pymc-experimental?) Do you see any problem with this? |
I left some suggestions regarding documentation (doctstrings and references of the equations). Still, if you are happy we can merge this first iteration and create tickets about the docs. |
Not without a single test! :D |
27ab1fd
to
f561f3f
Compare
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Great work @ricardoV94! This API looks very nice and makes more sense than having the model as a distribution class. I left some comments and questions, as usual :)
ede9003
to
bd79058
Compare
bd79058
to
64c5d1e
Compare
64c5d1e
to
fa7b6be
Compare
Ready for a final review |
Added a notebook comparing with lifetimes: https://github.com/pymc-labs/pymmmc/blob/gamma_gamma/notebooks/clv/gamma_gamma.ipynb
And another one showing how models can be implemented by hand: https://github.com/pymc-labs/pymmmc/blob/gamma_gamma/notebooks/clv/gamma_gamma_dev.ipynb