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Add ModelSamplerEstimator for PyMC Marketing model benchmarking #1943

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Merged
merged 4 commits into from
Sep 23, 2025
Merged

Add ModelSamplerEstimator for PyMC Marketing model benchmarking #1943

merged 4 commits into from
Sep 23, 2025

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cetagostini
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@cetagostini cetagostini commented Sep 16, 2025 •
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Description

Introduces the ModelSamplerEstimator utility to estimate computational time of a PyMC models using JAX/NumPyro, including logp/gradient evaluation time and NUTS step counts. The output should be the minimum sample time from their models. Doing so, users could compare the minimum amount of time that their given model will take.

Adds corresponding tests to validate estimator output and schema for simple and multidimensional models.

Example:

est = ModelSamplerEstimator(
    tune=1000, draws=1000, chains=4, sequential_chains=1, seed=1
)
df = est.run(model)

Important

Only working with JAX at the moment.

Related Issue

  • Closes #
  • Related to #

Checklist

📚 Documentation preview 📚: https://pymc-marketing--1943.org.readthedocs.build/en/1943/

@cetagostini
Add ModelSamplerEstimator for PyMC model benchmarking
a53d5c6 
Introduces the ModelSamplerEstimator utility to estimate computational characteristics of PyMC models using JAX/NumPyro, including logp/gradient evaluation time and NUTS step counts. Adds corresponding tests to validate estimator output and schema for simple and multidimensional models.
@github-actions github-actions bot added the tests label Sep 16, 2025
@cetagostini cetagostini self-assigned this Sep 16, 2025
@cetagostini cetagostini added enhancement New feature or request MMM model components Related to the various model components labels Sep 16, 2025
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I have a few PRs, I'll add examples in the notebook on another PR :)

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codecov bot commented Sep 16, 2025 •
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Codecov Report

❌ Patch coverage is 98.52941% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 92.18%. Comparing base (34ba743) to head (099d987).
⚠️ Report is 3 commits behind head on main.

Files with missing lines Patch % Lines
pymc_marketing/pytensor_utils.py 98.52% 1 Missing ⚠️
Additional details and impacted files 
@@            Coverage Diff             @@
##             main    #1943      +/-   ##
==========================================
+ Coverage   92.12%   92.18%   +0.05%     
==========================================
  Files          67       67              
  Lines        8079     8147      +68     
==========================================
+ Hits         7443     7510      +67     
- Misses        636      637       +1

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@cetagostini cetagostini mentioned this pull request Sep 16, 2025
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@juanitorduz or @williambdean ready for review!

juanitorduz
juanitorduz reviewed Sep 21, 2025
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some minor comments

@juanitorduz juanitorduz added this to the 0.17.0 milestone Sep 21, 2025
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@juanitorduz feedback apply!

@juanitorduz juanitorduz merged commit fa1403c into main Sep 23, 2025
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@juanitorduz juanitorduz deleted the cetagostini/model_jax_sampler_estimator branch September 23, 2025 14:01
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🙌

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@juanitorduz juanitorduz juanitorduz approved these changes

@timbo112711 timbo112711 Awaiting requested review from timbo112711

@williambdean williambdean Awaiting requested review from williambdean

@PabloRoque PabloRoque Awaiting requested review from PabloRoque

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@cetagostini cetagostini

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