Package 'Robyn'

Title: Semi-Automated Marketing Mix Modeling (MMM) from Meta Marketing Science
Description: Semi-Automated Marketing Mix Modeling (MMM) aiming to reduce human bias by means of ridge regression and evolutionary algorithms, enables actionable decision making providing a budget allocation and diminishing returns curves and allows ground-truth calibration to account for causation.
Authors: Gufeng Zhou [aut], Bernardo Lares [cre, aut], Leonel Sentana [aut], Igor Skokan [aut], Meta Platforms, Inc. [cph, fnd]
Maintainer: Bernardo Lares <[email protected]>
License: MIT + file LICENSE
Version: 3.11.1.9004
Built: 2024-11-20 05:52:14 UTC
Source: https://github.com/facebookexperimental/robyn

Help Index


Adstocking Transformation (Geometric and Weibull)

Description

adstock_geometric() for Geometric Adstocking is the classic one-parametric adstock function.

adstock_weibull() for Weibull Adstocking is a two-parametric adstock function that allows changing decay rate over time, as opposed to the fixed decay rate over time as in Geometric adstock. It has two options, the cumulative density function "CDF" or the probability density function "PDF".

Usage

adstock_geometric(x, theta)

adstock_weibull(x, shape, scale, windlen = length(x), type = "cdf")

transform_adstock(
  x,
  adstock,
  theta = NULL,
  shape = NULL,
  scale = NULL,
  windlen = length(x)
)

plot_adstock(plot = TRUE)

Arguments

x

A numeric vector.

theta

Numeric. Theta is the only parameter on Geometric Adstocking and means fixed decay rate. Assuming TV spend on day 1 is 100€ and theta = 0.7, then day 2 has 100 x 0.7 = 70€ worth of effect carried-over from day 1, day 3 has 70 x 0.7 = 49€ from day 2 etc. Rule-of-thumb for common media genre: TV c(0.3, 0.8), OOH/Print/ Radio c(0.1, 0.4), digital c(0, 0.3).

shape, scale

Numeric. Check "Details" section for more details.

windlen

Integer. Length of modelling window. By default, same length as x.

type

Character. Accepts "CDF" or "PDF". CDF, or cumulative density function of the Weibull function allows changing decay rate over time in both C and S shape, while the peak value will always stay at the first period, meaning no lagged effect. PDF, or the probability density function, enables peak value occurring after the first period when shape >=1, allowing lagged effect.

adstock

Character. One of: "geometric", "weibull_cdf", "weibull_pdf".

plot

Boolean. Do you wish to return the plot?

Details

Weibull's CDF (Cumulative Distribution Function)

has two parameters, shape & scale, and has flexible decay rate, compared to Geometric adstock with fixed decay rate. The shape parameter controls the shape of the decay curve. Recommended bound is c(0.0001, 2). The larger the shape, the more S-shape. The smaller, the more L-shape. Scale controls the inflexion point of the decay curve. We recommend very conservative bounce of c(0, 0.1), because scale increases the adstock half-life greatly.

Weibull's PDF (Probability Density Function)

also shape & scale as parameter and also has flexible decay rate as Weibull CDF. The difference is that Weibull PDF offers lagged effect. When shape > 2, the curve peaks after x = 0 and has NULL slope at x = 0, enabling lagged effect and sharper increase and decrease of adstock, while the scale parameter indicates the limit of the relative position of the peak at x axis; when 1 < shape < 2, the curve peaks after x = 0 and has infinite positive slope at x = 0, enabling lagged effect and slower increase and decrease of adstock, while scale has the same effect as above; when shape = 1, the curve peaks at x = 0 and reduces to exponential decay, while scale controls the inflexion point; when 0 < shape < 1, the curve peaks at x = 0 and has increasing decay, while scale controls the inflexion point. When all possible shapes are relevant, we recommend c(0.0001, 10) as bounds for shape; when only strong lagged effect is of interest, we recommend c(2.0001, 10) as bound for shape. In all cases, we recommend conservative bound of c(0, 0.1) for scale. Due to the great flexibility of Weibull PDF, meaning more freedom in hyperparameter spaces for Nevergrad to explore, it also requires larger iterations to converge.

Run plot_adstock() to see the difference visually.

Value

Numeric values. Transformed values.

See Also

Other Transformations: saturation_hill(), transformations

Examples

adstock_geometric(rep(100, 5), theta = 0.5)
adstock_weibull(rep(100, 5), shape = 0.5, scale = 0.5, type = "CDF")
adstock_weibull(rep(100, 5), shape = 0.5, scale = 0.5, type = "PDF")

# Wrapped function for either adstock
transform_adstock(rep(100, 10), "weibull_pdf", shape = 1, scale = 0.5)

Robyn Dataset: Holidays by Country

Description

Contains prophet's "new" default holidays by country. When using own holidays, please keep the header c("ds", "holiday", "country", "year").

Usage

data(dt_prophet_holidays)

Format

An object of class "data.frame"

ds

Date

holiday

Name of celebrated holiday

country

Code for the country (Alpha-2)

year

Year of ds

Value

data.frame

Dataframe. Contains prophet's default holidays by country.

See Also

Other Dataset: dt_simulated_weekly

Examples

data(dt_prophet_holidays)
head(dt_prophet_holidays)

Robyn Dataset: MMM Demo Data

Description

Simulated MMM data. Input time series should be daily, weekly or monthly.

Usage

data(dt_simulated_weekly)

Format

An object of class "data.frame"

DATE

Date

revenue

Daily total revenue

tv_S

Television

ooh_S

Out of home

...

...

Value

data.frame

Dataframe. Contains simulated dummy dataset to test and run demo.

See Also

Other Dataset: dt_prophet_holidays

Examples

data(dt_simulated_weekly)
head(dt_simulated_weekly)

Fit a nonlinear model for media spend and exposure

Description

This function is called in robyn_engineering(). It uses the Michaelis-Menten function to fit the nonlinear model. Fallback model is the simple linear model lm() in case the nonlinear model is fitting worse. A bad fit here might result in unreasonable model results. Two options are recommended: Either splitting the channel into sub-channels to achieve better fit, or just use spend as paid_media_vars

Usage

fit_spend_exposure(dt_spendModInput, mediaCostFactor, paid_media_var)

Arguments

dt_spendModInput

data.frame. Containing channel spends and exposure data.

mediaCostFactor

Numeric vector. The ratio between raw media exposure and spend metrics.

Character. Paid media variable.

Value

List. Containing the all spend-exposure model results.


Check hyperparameter limits

Description

Reference data.frame that shows the upper and lower bounds valid for each hyperparameter.

Usage

hyper_limits()

Value

Dataframe. Contains upper and lower bounds for each hyperparameter.

Examples

hyper_limits()

Get correct hyperparameter names

Description

Output all hyperparameter names and help specifying the list of hyperparameters that is inserted into robyn_inputs(hyperparameters = ...)

Usage

hyper_names(adstock, all_media, all_vars = NULL)

Arguments

adstock

Character. Default to InputCollect$adstock. Accepts "geometric", "weibull_cdf" or "weibull_pdf"

all_media

Character vector. Default to InputCollect$all_media. Includes InputCollect$paid_media_spends and InputCollect$organic_vars.

all_vars

Used to check the penalties inputs, especially for refreshing models.

Value

Character vector. Names of hyper-parameters that should be defined.

Guide to setup hyperparameters

  1. Get correct hyperparameter names: All variables in paid_media_vars or organic_vars require hyperprameters and will be transformed by adstock & saturation. Difference between paid_media_vars and organic_vars is that paid_media_vars has spend that needs to be specified in paid_media_spends specifically. Run hyper_names() to get correct hyperparameter names. All names in hyperparameters must equal names from hyper_names(), case sensitive.

  2. Get guidance for setting hyperparameter bounds: For geometric adstock, use theta, alpha & gamma. For both weibull adstock options, use shape, scale, alpha, gamma.

    • Theta: In geometric adstock, theta is decay rate. guideline for usual media genre: TV c(0.3, 0.8), OOH/Print/Radio c(0.1, 0.4), digital c(0, 0.3)

    • Shape: In weibull adstock, shape controls the decay shape. Recommended c(0.0001, 2). The larger, the more S-shape. The smaller, the more L-shape. Channel-type specific values still to be investigated

    • Scale: In weibull adstock, scale controls the decay inflexion point. Very conservative recommended bounce c(0, 0.1), because scale can increase adstocking half-life greatly. Channel-type specific values still to be investigated

    • Gamma: In s-curve transformation with hill function, gamma controls the inflexion point. Recommended bounce c(0.3, 1). The larger the gamma, the later the inflection point in the response curve

  3. Set each hyperparameter bounds. They either contains two values e.g. c(0, 0.5), or only one value (in which case you've "fixed" that hyperparameter)

Helper plots

plot_adstock

Get adstock transformation example plot, helping you understand geometric/theta and weibull/shape/scale transformation

plot_saturation

Get saturation curve transformation example plot, helping you understand hill/alpha/gamma transformation

Examples

media <- c("facebook_S", "print_S", "tv_S")
hyper_names(adstock = "geometric", all_media = media)

hyperparameters <- list(
  facebook_S_alphas = c(0.5, 3), # example bounds for alpha
  facebook_S_gammas = c(0.3, 1), # example bounds for gamma
  facebook_S_thetas = c(0, 0.3), # example bounds for theta
  print_S_alphas = c(0.5, 3),
  print_S_gammas = c(0.3, 1),
  print_S_thetas = c(0.1, 0.4),
  tv_S_alphas = c(0.5, 3),
  tv_S_gammas = c(0.3, 1),
  tv_S_thetas = c(0.3, 0.8)
)

# Define hyper_names for weibull adstock
hyper_names(adstock = "weibull", all_media = media)

hyperparameters <- list(
  facebook_S_alphas = c(0.5, 3), # example bounds for alpha
  facebook_S_gammas = c(0.3, 1), # example bounds for gamma
  facebook_S_shapes = c(0.0001, 2), # example bounds for shape
  facebook_S_scales = c(0, 0.1), # example bounds for scale
  print_S_alphas = c(0.5, 3),
  print_S_gammas = c(0.3, 1),
  print_S_shapes = c(0.0001, 2),
  print_S_scales = c(0, 0.1),
  tv_S_alphas = c(0.5, 3),
  tv_S_gammas = c(0.3, 1),
  tv_S_shapes = c(0.0001, 2),
  tv_S_scales = c(0, 0.1)
)

Conduct prophet decomposition

Description

When prophet_vars in robyn_inputs() is specified, this function decomposes trend, season, holiday and weekday from the dependent variable.

Usage

prophet_decomp(
  dt_transform,
  dt_holidays,
  prophet_country,
  prophet_vars,
  prophet_signs,
  factor_vars,
  context_vars,
  organic_vars,
  paid_media_spends,
  intervalType,
  dayInterval,
  custom_params
)

Arguments

dt_transform

A data.frame with all model features. Must contain ds column for time variable values and dep_var column for dependent variable values.

dt_holidays

data.frame. Raw input holiday data. Load standard Prophet holidays using data("dt_prophet_holidays")

context_vars, , intervalType, dayInterval, prophet_country, prophet_vars, prophet_signs, factor_vars

As included in InputCollect

organic_vars

Character vector. Typically newsletter sendings, push-notifications, social media posts etc. Compared to paid_media_vars organic_vars are often marketing activities without clear spends.

custom_params

List. Custom parameters passed to prophet()

Value

A list containing all prophet decomposition output.


Robyn MMM Project from Meta Marketing Science

Description

Robyn is an automated Marketing Mix Modeling (MMM) code. It aims to reduce human bias by means of ridge regression and evolutionary algorithms, enables actionable decision making providing a budget allocator and diminishing returns curves and allows ground-truth calibration to account for causation.

Author(s)

Gufeng Zhou ([email protected])

Leonel Sentana ([email protected])

Igor Skokan ([email protected])

Bernardo Lares ([email protected])

See Also

Useful links:


Budget Allocator

Description

robyn_allocator() function returns a new split of media variable spends that maximizes the total media response.

Usage

robyn_allocator(
  robyn_object = NULL,
  select_build = 0,
  InputCollect = NULL,
  OutputCollect = NULL,
  select_model = NULL,
  json_file = NULL,
  scenario = "max_response",
  total_budget = NULL,
  target_value = NULL,
  date_range = "all",
  channel_constr_low = NULL,
  channel_constr_up = NULL,
  channel_constr_multiplier = 3,
  optim_algo = "SLSQP_AUGLAG",
  maxeval = 1e+05,
  constr_mode = "eq",
  keep_zero_coefs = FALSE,
  plots = TRUE,
  plot_folder = NULL,
  plot_folder_sub = NULL,
  export = TRUE,
  quiet = FALSE,
  ui = FALSE,
  ...
)

## S3 method for class 'robyn_allocator'
print(x, ...)

## S3 method for class 'robyn_allocator'
plot(x, ...)

Arguments

robyn_object

Character or List. Path of the Robyn.RDS object that contains all previous modeling information or the imported list.

select_build

Integer. Default to the latest model build. select_build = 0 selects the initial model. select_build = 1 selects the first refresh model.

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

OutputCollect

List. Containing all model result. Required when robyn_object is not provided.

select_model

Character. A model SolID. When robyn_object is provided, select_model defaults to the already selected SolID. When robyn_object is not provided, select_model must be provided with InputCollect and OutputCollect, and must be one of OutputCollect$allSolutions.

json_file

Character. JSON file to import previously exported inputs or recreate a model. To generate this file, use robyn_write(). If you didn't export your data in the json file as "raw_data", dt_input must be provided; dt_holidays input is optional.

scenario

Character. Accepted options are: "max_response", "target_efficiency". Scenario "max_response" answers the question: "What's the potential revenue/conversions lift with the same (or custom) spend level in date_range and what is the allocation and expected response mix?" Scenario "target_efficiency" optimizes ROAS or CPA and answers the question: "What's the potential revenue/conversions lift and spend levels based on a target_value for CPA/ROAS and what is the allocation and expected response mix?" Deprecated scenario: "max_response_expected_spend".

total_budget

Numeric. Total marketing budget for all paid channels for the period in date_range.

target_value

Numeric. When using the scenario "target_efficiency", target_value is the desired ROAS or CPA with no upper spend limit. Default is set to 80% of initial ROAS or 120% of initial CPA, when "target_value = NULL".

date_range

Character. Date(s) to apply adstocked transformations and pick mean spends per channel. Set one of: "all", "last", or "last_n" (where n is the last N dates available), date (i.e. "2022-03-27"), or date range (i.e. c("2022-01-01", "2022-12-31")). Default to "all".

channel_constr_low, channel_constr_up

Numeric vectors. The lower and upper bounds for each paid media variable when maximizing total media response. For example, channel_constr_low = 0.7 means minimum spend of the variable is 70 average, using non-zero spend values, within date_min and date_max date range. Both constrains must be length 1 (same for all values) OR same length and order as paid_media_spends. It's not recommended to 'exaggerate' upper bounds, especially if the new level is way higher than historical level. Lower bound must be >=0.01, and upper bound should be < 5.

channel_constr_multiplier

Numeric. Default to 3. For example, if channel_constr_low and channel_constr_up are 0.8 to 1.2, the range is 0.4. The allocator will also show the optimum solution for a larger constraint range of 0.4 x 3 = 1.2, or 0.4 to 1.6, to show the optimization potential to support allocation interpretation and decision.

optim_algo

Character. Default to "SLSQP_AUGLAG", short for "Sequential Least-Squares Quadratic Programming" and "Augmented Lagrangian". Alternatively, ""MMA_AUGLAG", short for "Methods of Moving Asymptotes". More details see the documentation of NLopt here.

maxeval

Integer. The maximum iteration of the global optimization algorithm. Defaults to 100000.

constr_mode

Character. Options are "eq" or "ineq", indicating constraints with equality or inequality.

keep_zero_coefs

Boolean. By default, zero coefficient (betas) channels will be removed to avoid spending budget were there is no impact.

plots

Boolean. Generate plots?

plot_folder

Character. Path for saving plots and files. Default to robyn_object and saves plot in the same directory as robyn_object.

plot_folder_sub

Character. Sub path for saving plots. Will overwrite the default path with timestamp or, for refresh and allocator, simply overwrite files.

export

Boolean. Export outcomes into local files?

quiet

Boolean. Keep messages off?

ui

Boolean. Save additional outputs for UI usage. List outcome.

...

Additional parameters passed to robyn_outputs().

x

robyn_allocator() output.

Value

A list object containing allocator result.

List. Contains optimized allocation results and plots.

Examples

## Not run: 
# Having InputCollect and OutputCollect results
AllocatorCollect <- robyn_allocator(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = "1_2_3",
  scenario = "max_response",
  channel_constr_low = 0.7,
  channel_constr_up = c(1.2, 1.5, 1.5, 1.5, 1.5),
  channel_constr_multiplier = 4,
  date_range = "last_26",
  export = FALSE
)
# Print a summary
print(AllocatorCollect)
# Plot the allocator one-pager
plot(AllocatorCollect)

## End(Not run)

Clustering to Reduce Number of Models based on ROI and Errors

Description

robyn_clusters() uses output from robyn_run(), to reduce the number of models and create bootstrapped confidence interval and help the user pick up the best (lowest combined error) of the most different kinds (clusters) of models.

Usage

robyn_clusters(
  input,
  dep_var_type,
  cluster_by = "hyperparameters",
  all_media = NULL,
  k = "auto",
  wss_var = 0.06,
  max_clusters = 10,
  limit = 1,
  weights = rep(1, 3),
  dim_red = "PCA",
  quiet = FALSE,
  export = FALSE,
  seed = 123,
  ...
)

Arguments

input

robyn_export()'s output or pareto_aggregated.csv results.

dep_var_type

Character. For dep_var_type 'revenue', ROI is used for clustering. For conversion', CPA is used for clustering.

cluster_by

Character. Any of: "performance" or "hyperparameters".

all_media

Character vector. Default to InputCollect$all_media. Includes InputCollect$paid_media_spends and InputCollect$organic_vars.

k

Integer. Number of clusters

wss_var

Numeric. Used to pick automatic k value, when k is NULL based on WSS variance while considering limit clusters. Values between (0, 1). Default value could be 0.05 to consider convergence.

max_clusters

Integer. Maximum number of clusters.

limit

Integer. Top N results per cluster. If kept in "auto", will select k as the cluster in which the WSS variance was less than 5%.

weights

Vector, size 3. How much should each error weight? Order: nrmse, decomp.rssd, mape. The highest the value, the closer it will be scaled to origin. Each value will be normalized so they all sum 1.

dim_red

Character. Select dimensionality reduction technique. Pass any of: c("PCA", "tSNE", "all", "none").

quiet

Boolean. Keep quiet? If not, print messages.

export

Export plots into local files?

seed

Numeric. Seed for reproducibility

...

Additional parameters passed to lares::clusterKmeans().

Value

List. Clustering results as labeled data.frames and plots.

Author(s)

Bernardo Lares ([email protected])

Examples

## Not run: 
# Having InputCollect and OutputCollect results
cls <- robyn_clusters(
  input = OutputCollect,
  all_media = InputCollect$all_media,
  k = 3, limit = 2,
  weights = c(1, 1, 1.5)
)

## End(Not run)

Check Models Convergence

Description

robyn_converge() consumes robyn_run() outputs and calculate convergence status and builds convergence plots. Convergence is calculated by default using the following criteria (having kept the default parameters: sd_qtref = 3 and med_lowb = 2):

Criteria #1:

Last quantile's standard deviation < first 3 quantiles' mean standard deviation

Criteria #2:

Last quantile's absolute median < absolute first quantile's absolute median - 2 * first 3 quantiles' mean standard deviation

Both mentioned criteria have to be satisfied to consider MOO convergence.

Usage

robyn_converge(
  OutputModels,
  n_cuts = 20,
  sd_qtref = 3,
  med_lowb = 2,
  nrmse_win = c(0, 0.998),
  ...
)

Arguments

OutputModels

List. Output from robyn_run().

n_cuts

Integer. Default to 20 (5% cuts each).

sd_qtref

Integer. Reference quantile of the error convergence rule for standard deviation (Criteria #1). Defaults to 3.

med_lowb

Integer. Lower bound distance of the error convergence rule for median. (Criteria #2). Default to 3.

nrmse_win

Numeric vector. Lower and upper quantiles thresholds to winsorize NRMSE. Set values within [0,1]; default: c(0, 0.998) which is 1/500.

...

Additional parameters

Value

List. Plots and MOO convergence results.

Examples

## Not run: 
# Having OutputModels results
MOO <- robyn_converge(
  OutputModels,
  n_cuts = 10,
  sd_qtref = 3,
  med_lowb = 3
)

## End(Not run)

Input Data Check & Transformation

Description

robyn_inputs() is the function to input all model parameters and check input correctness for the initial model build. It includes the engineering process results that conducts trend, season, holiday & weekday decomposition using Facebook's time-series forecasting library prophet and fit a nonlinear model to spend and exposure metrics in case exposure metrics are used in paid_media_vars.

Usage

robyn_inputs(
  dt_input = NULL,
  dep_var = NULL,
  dep_var_type = NULL,
  date_var = "auto",
  paid_media_spends = NULL,
  paid_media_vars = NULL,
  paid_media_signs = NULL,
  organic_vars = NULL,
  organic_signs = NULL,
  context_vars = NULL,
  context_signs = NULL,
  factor_vars = NULL,
  dt_holidays = Robyn::dt_prophet_holidays,
  prophet_vars = NULL,
  prophet_signs = NULL,
  prophet_country = NULL,
  adstock = NULL,
  hyperparameters = NULL,
  window_start = NULL,
  window_end = NULL,
  calibration_input = NULL,
  json_file = NULL,
  InputCollect = NULL,
  ...
)

## S3 method for class 'robyn_inputs'
print(x, ...)

Arguments

dt_input

data.frame. Raw input data. Load simulated dataset using data("dt_simulated_weekly")

dep_var

Character. Name of dependent variable. Only one allowed

dep_var_type

Character. Type of dependent variable as "revenue" or "conversion". Will be used to calculate ROI or CPI, respectively. Only one allowed and case sensitive.

date_var

Character. Name of date variable. Daily, weekly and monthly data supported. date_var must have format "2020-01-01" (YYY-MM-DD). Default to automatic date detection.

Character vector. Names of the paid media variables. The values on each of these variables must be numeric. Also, paid_media_spends must have same order and length as paid_media_vars respectively.

Character vector. Names of the paid media variables' exposure level metrics (impressions, clicks, GRP etc) other than spend. The values on each of these variables must be numeric. These variables are not being used to train the model but to check relationship and recommend to split media channels into sub-channels (e.g. fb_retargeting, fb_prospecting, etc.) to gain more variance. paid_media_vars must have same order and length as paid_media_spends respectively and is not required.

Character vector. Choose any of c("default", "positive", "negative"). Control the signs of coefficients for paid_media_vars. Must have same order and same length as paid_media_vars. By default, all values are set to 'positive'.

organic_vars

Character vector. Typically newsletter sendings, push-notifications, social media posts etc. Compared to paid_media_vars organic_vars are often marketing activities without clear spends.

organic_signs

Character vector. Choose any of "default", "positive", "negative". Control the signs of coefficients for organic_vars Must have same order and same length as organic_vars. By default, all values are set to "positive".

context_vars

Character vector. Typically competitors, price & promotion, temperature, unemployment rate, etc.

context_signs

Character vector. Choose any of c("default", "positive", "negative"). Control the signs of coefficients for context_vars. Must have same order and same length as context_vars. By default it's set to 'defualt'.

factor_vars

Character vector. Specify which of the provided variables in organic_vars or context_vars should be forced as a factor.

dt_holidays

data.frame. Raw input holiday data. Load standard Prophet holidays using data("dt_prophet_holidays")

prophet_vars

Character vector. Include any of "trend", "season", "weekday", "monthly", "holiday" or NULL. Highly recommended to use all for daily data and "trend", "season", "holiday" for weekly and above cadence. Set to NULL to skip prophet's functionality.

prophet_signs

Character vector. Choose any of "default", "positive", "negative". Control the signs of coefficients for prophet_vars. Must have same order and same length as prophet_vars. By default, all values are set to "default".

prophet_country

Character. Only one country allowed. Includes national holidays for all countries, whose list can be found loading data("dt_prophet_holidays").

adstock

Character. Choose any of "geometric", "weibull_cdf", "weibull_pdf". Weibull adstock is a two-parametric function and thus more flexible, but takes longer time than the traditional geometric one-parametric function. CDF, or cumulative density function of the Weibull function allows changing decay rate over time in both C and S shape, while the peak value will always stay at the first period, meaning no lagged effect. PDF, or the probability density function, enables peak value occurring after the first period when shape >=1, allowing lagged effect. Run plot_adstock() to see the difference visually. Time estimation: with geometric adstock, 2000 iterations * 5 trials on 8 cores, it takes less than 30 minutes. Both Weibull options take up to twice as much time.

hyperparameters

List. Contains hyperparameter lower and upper bounds. Names of elements in list must be identical to output of hyper_names(). To fix hyperparameter values, provide only one value.

window_start, window_end

Character. Set start and end dates of modelling period. Recommended to not start in the first date in dataset to gain adstock effect from previous periods. Also, columns to rows ratio in the input data to be >=10:1, or in other words at least 10 observations to 1 independent variable. This window will determine the date range of the data period within your dataset you will be using to specifically regress the effects of media, organic and context variables on your dependent variable. We recommend using a full dt_input dataset with a minimum of 1 year of history, as it will be used in full for the model calculation of trend, seasonality and holidays effects. Whereas the window period will determine how much of the full data set will be used for media, organic and context variables.

calibration_input

data.frame. Optional. Provide experimental results to calibrate. Your input should include the following values for each experiment: channel, liftStartDate, liftEndDate, liftAbs, spend, confidence, metric. You can calibrate any spend or organic variable with a well designed experiment. You can also use experimental results from multiple channels; to do so, provide concatenated channel value, i.e. "channel_A+channel_B". Check "Guide for calibration source" section.

json_file

Character. JSON file to import previously exported inputs or recreate a model. To generate this file, use robyn_write(). If you didn't export your data in the json file as "raw_data", dt_input must be provided; dt_holidays input is optional.

InputCollect

Default to NULL. robyn_inputs's output when hyperparameters are not yet set.

...

Additional parameters passed to prophet functions.

x

robyn_inputs() output.

Value

List. Contains all input parameters and modified results using Robyn:::robyn_engineering(). This list is ready to be used on other functions like robyn_run() and print(). Class: robyn_inputs.

Guide for calibration source

  1. We strongly recommend to use experimental and causal results that are considered ground truth to calibrate MMM. Usual experiment types are people-based (e.g. Facebook conversion lift) and geo-based (e.g. Facebook GeoLift).

  2. Currently, Robyn only accepts point-estimate as calibration input. For example, if 10k$ spend is tested against a hold-out for channel A, then input the incremental return as point-estimate as the example below.

  3. The point-estimate has to always match the spend in the variable. For example, if channel A usually has 100k$ weekly spend and the experimental HO is 70

Examples

# Using dummy simulated data
InputCollect <- robyn_inputs(
  dt_input = Robyn::dt_simulated_weekly,
  dt_holidays = Robyn::dt_prophet_holidays,
  date_var = "DATE",
  dep_var = "revenue",
  dep_var_type = "revenue",
  prophet_vars = c("trend", "season", "holiday"),
  prophet_country = "DE",
  context_vars = c("competitor_sales_B", "events"),
  paid_media_spends = c("tv_S", "ooh_S", "print_S", "facebook_S", "search_S"),
  paid_media_vars = c("tv_S", "ooh_S", "print_S", "facebook_I", "search_clicks_P"),
  organic_vars = "newsletter",
  factor_vars = "events",
  window_start = "2016-11-23",
  window_end = "2018-08-22",
  adstock = "geometric",
  # To be defined separately
  hyperparameters = NULL,
  calibration_input = NULL
)
print(InputCollect)

Core MMM Function

Description

robyn_mmm() function activates Nevergrad to generate samples of hyperparameters, conducts media transformation within each loop, fits the Ridge regression, calibrates the model optionally, decomposes responses and collects the result. It's an inner function within robyn_run().

Usage

robyn_mmm(
  InputCollect,
  hyper_collect,
  iterations,
  cores,
  nevergrad_algo,
  intercept = TRUE,
  intercept_sign,
  ts_validation = TRUE,
  add_penalty_factor = FALSE,
  objective_weights = NULL,
  dt_hyper_fixed = NULL,
  rssd_zero_penalty = TRUE,
  refresh = FALSE,
  trial = 1L,
  seed = 123L,
  quiet = FALSE,
  ...
)

model_decomp(inputs = list())

Arguments

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

hyper_collect

List. Containing hyperparameter bounds. Defaults to InputCollect$hyperparameters.

iterations

Integer. Number of iterations to run.

cores

Integer. Default to parallel::detectCores() - 1 (all cores except one). Set to 1 if you want to turn parallel computing off.

nevergrad_algo

Character. Default to "TwoPointsDE". Options are c("DE","TwoPointsDE", "OnePlusOne", "DoubleFastGADiscreteOnePlusOne", "DiscreteOnePlusOne", "PortfolioDiscreteOnePlusOne", "NaiveTBPSA", "cGA", "RandomSearch").

intercept

Boolean. Should intercept(s) be fitted (default=TRUE) or set to zero (FALSE).

intercept_sign

Character. Choose one of "non_negative" (default) or "unconstrained". By default, if intercept is negative, Robyn will drop intercept and refit the model. Consider changing intercept_sign to "unconstrained" when there are context_vars with large positive values.

ts_validation

Boolean. When set to TRUE, Robyn will split data by test, train, and validation partitions to validate the time series. By default the "train_size" range is set to c(0.5, 0.8), but it can be customized or set to a fixed value using the hyperparameters input. For example, if train_size = 0.7, validation size and test size will both be 0.15 and 0.15. When ts_validation = FALSE, nrmse_train is the objective function; when ts_validation = TRUE, nrmse_val is the objective function.

add_penalty_factor

Boolean. Add penalty factor hyperparameters to glmnet's penalty.factor to be optimized by nevergrad. Use with caution, because this feature might add too much hyperparameter space and probably requires more iterations to converge.

objective_weights

Numeric vector. Default to NULL to give equal weights to all objective functions. Order: NRMSE, DECOMP.RSSD, MAPE (when calibration data is provided). When you are not calibrating, only the first 2 values for objective_weights must be defined, i.e. set c(2, 1) to give double weight to the 1st (NRMSE). This is an experimental feature. There's no research on optimal weight setting. Subjective weights might strongly bias modeling results.

dt_hyper_fixed

data.frame or named list. Only provide when loading old model results. It consumes hyperparameters from saved csv pareto_hyperparameters.csv or JSON file to replicate a model.

rssd_zero_penalty

Boolean. When TRUE, the objective function DECOMP.RSSD will penalize models with more 0 media effects additionally. In other words, given the same DECOMP.RSSD score, a model with 50% 0-coef variables will get penalized by DECOMP.RSSD * 1.5 (larger error), while another model with no 0-coef variables gets un-penalized with DECOMP.RSSD * 1.

refresh

Boolean. Set to TRUE when used in robyn_refresh().

trial

Integer. Which trial are we running? Used to ID each model.

seed

Integer. For reproducible results when running nevergrad and clustering. Each trial will increase the seed by 1 unit (i.e. 10 trials with seed 1 will share 9 results with 10 trials with seed 2).

quiet

Boolean. Keep messages off?

...

Additional parameters passed to robyn_outputs().

inputs

List. Elements to pass sub-functions

Value

List. MMM results with hyperparameters values.


Evaluate Models and Output Results into Local Files

Description

Pack robyn_plots(), robyn_csv(), and robyn_clusters() outcomes on robyn_run() results. When UI=TRUE, enriched OutputModels results with additional plots and objects.

Create a plot to visualize the convergence for each of the datasets when running robyn_run(), especially useful for when using ts_validation. As a reference, the closer the test and validation convergence points are, the better, given the time-series wasn't overfitted.

Usage

robyn_outputs(
  InputCollect,
  OutputModels,
  pareto_fronts = "auto",
  calibration_constraint = 0.1,
  plot_folder = NULL,
  plot_folder_sub = NULL,
  plot_pareto = TRUE,
  csv_out = "pareto",
  clusters = TRUE,
  select_model = "clusters",
  ui = FALSE,
  export = TRUE,
  all_sol_json = FALSE,
  quiet = FALSE,
  refresh = FALSE,
  ...
)

## S3 method for class 'robyn_outputs'
print(x, ...)

robyn_csv(
  InputCollect,
  OutputCollect,
  csv_out = NULL,
  export = TRUE,
  calibrated = FALSE
)

pareto_front(xi, yi, pareto_fronts = 1, ...)

robyn_immcarr(
  InputCollect,
  OutputCollect,
  solID = NULL,
  start_date = NULL,
  end_date = NULL,
  ...
)

robyn_plots(
  InputCollect,
  OutputCollect,
  export = TRUE,
  plot_folder = OutputCollect$plot_folder,
  ...
)

robyn_onepagers(
  InputCollect,
  OutputCollect,
  select_model = NULL,
  quiet = FALSE,
  export = TRUE,
  plot_folder = OutputCollect$plot_folder,
  baseline_level = 0,
  ...
)

ts_validation(OutputModels, quiet = FALSE, ...)

decomp_plot(
  InputCollect,
  OutputCollect,
  solID = NULL,
  exclude = NULL,
  baseline_level = 0
)

Arguments

InputCollect, OutputModels

robyn_inputs() and robyn_run() outcomes.

pareto_fronts

Integer. Number of Pareto fronts for the output. pareto_fronts = 1 returns the best models trading off NRMSE & DECOMP.RSSD. Increase pareto_fronts to get more model choices. pareto_fronts = "auto" selects the min fronts that include at least 100 candidates. To customize this threshold, set value with min_candidates.

calibration_constraint

Numeric. Default to 0.1 and allows 0.01-0.1. When calibrating, 0.1 means top 10 selection. Lower calibration_constraint increases calibration accuracy.

plot_folder

Character. Path for saving plots and files. Default to robyn_object and saves plot in the same directory as robyn_object.

plot_folder_sub

Character. Sub path for saving plots. Will overwrite the default path with timestamp or, for refresh and allocator, simply overwrite files.

plot_pareto

Boolean. Set to FALSE to deactivate plotting and saving model one-pagers. Used when testing models.

csv_out

Character. Accepts "pareto" or "all". Default to "pareto". Set to "all" will output all iterations as csv. Set NULL to skip exports into CSVs.

clusters

Boolean. Apply robyn_clusters() to output models?

select_model

Character vector. Which models (by solID) do you wish to plot the one-pagers and export? Default will take top robyn_clusters() results.

ui

Boolean. Save additional outputs for UI usage. List outcome.

export

Boolean. Export outcomes into local files?

all_sol_json

Logical. Add all pareto solutions to json export?

quiet

Boolean. Keep messages off?

refresh

Boolean. Refresh mode

...

Additional parameters passed to robyn_clusters()

x

robyn_outputs() output.

OutputCollect

robyn_run(..., export = FALSE) output.

calibrated

Logical

xi, yi

Numeric. Coordinates values per observation.

solID

Character vector. Model IDs to plot.

start_date, end_date

Character/Date. Dates to consider when calculating immediate and carryover values per channel.

baseline_level

Integer, from 0 to 5. Aggregate baseline variables, depending on the level of aggregation you need. Default is 0 for no aggregation. 1 for Intercept only. 2 adding trend. 3 adding all prophet decomposition variables. 4. Adding contextual variables. 5 Adding organic variables. Results will be reflected on the waterfall chart.

exclude

Character vector. Manually exclude variables from plot.

Value

(Invisible) list. Class: robyn_outputs. Contains processed results based on robyn_run() results.

Invisible NULL.

Invisible list with ggplot plots.

Invisible list with patchwork plot(s).

Invisible list with ggplot plots.


Build Refresh Model

Description

robyn_refresh() builds updated models based on the previously built models saved in the Robyn.RDS object specified in robyn_object. For example, when updating the initial build with 4 weeks of new data, robyn_refresh() consumes the selected model of the initial build, sets lower and upper bounds of hyperparameters for the new build around the selected hyperparameters of the previous build, stabilizes the effect of baseline variables across old and new builds, and regulates the new effect share of media variables towards the latest spend level. It returns the aggregated results with all previous builds for reporting purposes and produces reporting plots.

You must run robyn_save() to select and save an initial model first, before refreshing.

When should robyn_refresh() NOT be used: The robyn_refresh() function is suitable for updating within "reasonable periods". Two situations are considered better to rebuild model instead of refreshing:

1. Most data is new: If initial model was trained with 100 weeks worth of data but we add +50 weeks of new data.

2. New variables are added: If initial model had less variables than the ones we want to start using on new refresh model.

Usage

robyn_refresh(
  json_file = NULL,
  robyn_object = NULL,
  dt_input = NULL,
  dt_holidays = Robyn::dt_prophet_holidays,
  refresh_steps = 4,
  refresh_mode = "manual",
  refresh_iters = 1000,
  refresh_trials = 3,
  bounds_freedom = NULL,
  plot_folder = NULL,
  plot_pareto = TRUE,
  version_prompt = FALSE,
  export = TRUE,
  calibration_input = NULL,
  objective_weights = NULL,
  ...
)

## S3 method for class 'robyn_refresh'
print(x, ...)

## S3 method for class 'robyn_refresh'
plot(x, ...)

Arguments

json_file

Character. JSON file to import previously exported inputs or recreate a model. To generate this file, use robyn_write(). If you didn't export your data in the json file as "raw_data", dt_input must be provided; dt_holidays input is optional.

robyn_object

Character or List. Path of the Robyn.RDS object that contains all previous modeling information or the imported list.

dt_input

data.frame. Should include all previous data and newly added data for the refresh.

dt_holidays

data.frame. Raw input holiday data. Load standard Prophet holidays using data("dt_prophet_holidays").

refresh_steps

Integer. It controls how many time units the refresh model build move forward. For example, refresh_steps = 4 on weekly data means the InputCollect$window_start & InputCollect$window_end move forward 4 weeks. If refresh_steps is smaller than the number of newly provided data points, then Robyn would only use the first N steps of the new data.

refresh_mode

Character. Options are "auto" and "manual". In auto mode, the robyn_refresh() function builds refresh models with given refresh_steps repeatedly until there's no more data available. I manual mode, the robyn_refresh() only moves forward refresh_steps only once. "auto" mode has been deprecated when using json_file input.

refresh_iters

Integer. Iterations per refresh. Rule of thumb is, the more new data added, the more iterations needed. More reliable recommendation still needs to be investigated.

refresh_trials

Integer. Trials per refresh. Defaults to 5 trials. More reliable recommendation still needs to be investigated.

bounds_freedom

Numeric. Percentage of freedom we'd like to allow for the new hyperparameters values compared with the model to be refreshed. If set to NULL (default) the value will be calculated as refresh_steps / rollingWindowLength. Applies to all hyperparameters.

plot_folder

Character. Path for saving plots and files. Default to robyn_object and saves plot in the same directory as robyn_object.

plot_pareto

Boolean. Set to FALSE to deactivate plotting and saving model one-pagers. Used when testing models.

version_prompt

Logical. If FALSE, the model refresh version will be selected based on the smallest combined error of normalized NRMSE, DECOMP.RSSD, MAPE. If TRUE, a prompt will be presented to the user to select one of the refreshed models (one-pagers and Pareto CSV files will already be generated).

export

Boolean. Export outcomes into local files?

calibration_input

data.frame. Optional. Provide experimental results to calibrate. Your input should include the following values for each experiment: channel, liftStartDate, liftEndDate, liftAbs, spend, confidence, metric. You can calibrate any spend or organic variable with a well designed experiment. You can also use experimental results from multiple channels; to do so, provide concatenated channel value, i.e. "channel_A+channel_B". Check "Guide for calibration source" section.

objective_weights

Numeric vector. Default to NULL to give equal weights to all objective functions. Order: NRMSE, DECOMP.RSSD, MAPE (when calibration data is provided). When you are not calibrating, only the first 2 values for objective_weights must be defined, i.e. set c(2, 1) to give double weight to the 1st (NRMSE). This is an experimental feature. There's no research on optimal weight setting. Subjective weights might strongly bias modeling results.

...

Additional parameters to overwrite original custom parameters passed into initial model.

x

robyn_refresh() output.

Value

List. The Robyn object, class robyn_refresh.

List. Same as robyn_run() but with refreshed models.

Examples

## Not run: 
# Loading dummy data
data("dt_simulated_weekly")
data("dt_prophet_holidays")
# Set the (pre-trained and exported) Robyn model JSON file
json_file <- "~/Robyn_202208081444_init/RobynModel-2_55_4.json"

# Run \code{robyn_refresh()} with 13 weeks cadence in auto mode
Robyn <- robyn_refresh(
  json_file = json_file,
  dt_input = dt_simulated_weekly,
  dt_holidays = Robyn::dt_prophet_holidays,
  refresh_steps = 13,
  refresh_mode = "auto",
  refresh_iters = 200,
  refresh_trials = 5
)

# Run \code{robyn_refresh()} with 4 weeks cadence in manual mode
json_file2 <- "~/Robyn_202208081444_init/Robyn_202208090847_rf/RobynModel-1_2_3.json"
Robyn <- robyn_refresh(
  json_file = json_file2,
  dt_input = dt_simulated_weekly,
  dt_holidays = Robyn::dt_prophet_holidays,
  refresh_steps = 4,
  refresh_mode = "manual",
  refresh_iters = 200,
  refresh_trials = 5
)

## End(Not run)

Response and Saturation Curves

Description

robyn_response() returns the response for a given spend level of a given paid_media_vars from a selected model result and selected model build (initial model, refresh model, etc.).

Usage

robyn_response(
  InputCollect = NULL,
  OutputCollect = NULL,
  json_file = NULL,
  robyn_object = NULL,
  select_build = NULL,
  select_model = NULL,
  metric_name = NULL,
  metric_value = NULL,
  date_range = NULL,
  dt_hyppar = NULL,
  dt_coef = NULL,
  quiet = FALSE,
  ...
)

Arguments

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

OutputCollect

List. Containing all model result. Required when robyn_object is not provided.

json_file

Character. JSON file to import previously exported inputs or recreate a model. To generate this file, use robyn_write(). If you didn't export your data in the json file as "raw_data", dt_input must be provided; dt_holidays input is optional.

robyn_object

Character or List. Path of the Robyn.RDS object that contains all previous modeling information or the imported list.

select_build

Integer. Default to the latest model build. select_build = 0 selects the initial model. select_build = 1 selects the first refresh model.

select_model

Character. A model SolID. When robyn_object is provided, select_model defaults to the already selected SolID. When robyn_object is not provided, select_model must be provided with InputCollect and OutputCollect, and must be one of OutputCollect$allSolutions.

metric_name

A character. Selected media variable for the response. Must be one value from paid_media_spends, paid_media_vars or organic_vars

metric_value

Numeric. Desired metric value to return a response for.

date_range

Character. Date(s) to apply adstocked transformations and pick mean spends per channel. Set one of: "all", "last", or "last_n" (where n is the last N dates available), date (i.e. "2022-03-27"), or date range (i.e. c("2022-01-01", "2022-12-31")). Default to "all".

dt_hyppar

A data.frame. When robyn_object is not provided, use dt_hyppar = OutputCollect$resultHypParam. It must be provided along select_model, dt_coef and InputCollect.

dt_coef

A data.frame. When robyn_object is not provided, use dt_coef = OutputCollect$xDecompAgg. It must be provided along select_model, dt_hyppar and InputCollect.

quiet

Boolean. Keep messages off?

...

Additional parameters passed to robyn_outputs().

Value

List. Response value and plot. Class: robyn_response.

Examples

## Not run: 
# Having InputCollect and OutputCollect objects
## Recreate original saturation curve
Response <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "facebook_S"
)
Response$plot

## Or you can call a JSON file directly (a bit slower)
# Response <- robyn_response(
#   json_file = "your_json_path.json",
#   dt_input = dt_simulated_weekly,
#   dt_holidays = dt_prophet_holidays,
#   metric_name = "facebook_S"
# )

## Get the "next 100 dollar" marginal response on Spend1
Spend1 <- 20000
Response1 <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "facebook_S",
  metric_value = Spend1, # total budget for date_range
  date_range = "last_1" # last two periods
)
Response1$plot

Spend2 <- Spend1 + 100
Response2 <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "facebook_S",
  metric_value = Spend2,
  date_range = "last_1"
)
# ROAS for the 100$ from Spend1 level
(Response2$response_total - Response1$response_total) / (Spend2 - Spend1)

## Get response from for a given budget and date_range
Spend3 <- 100000
Response3 <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "facebook_S",
  metric_value = Spend3, # total budget for date_range
  date_range = "last_5" # last 5 periods
)
Response3$plot

## Example of getting paid media exposure response curves
imps <- 10000000
response_imps <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "facebook_I",
  metric_value = imps
)
response_imps$response_total / imps * 1000
response_imps$plot

## Example of getting organic media exposure response curves
sendings <- 30000
response_sending <- robyn_response(
  InputCollect = InputCollect,
  OutputCollect = OutputCollect,
  select_model = select_model,
  metric_name = "newsletter",
  metric_value = sendings
)
# response per 1000 sendings
response_sending$response_total / sendings * 1000
response_sending$plot

## End(Not run)

Robyn Modelling Function

Description

robyn_run() consumes robyn_input() outputs, runs robyn_mmm(), and collects all modeling results.

Usage

robyn_run(
  InputCollect = NULL,
  dt_hyper_fixed = NULL,
  json_file = NULL,
  ts_validation = FALSE,
  add_penalty_factor = FALSE,
  refresh = FALSE,
  seed = 123L,
  quiet = FALSE,
  cores = NULL,
  trials = 5,
  iterations = 2000,
  rssd_zero_penalty = TRUE,
  objective_weights = NULL,
  nevergrad_algo = "TwoPointsDE",
  intercept = TRUE,
  intercept_sign = "non_negative",
  lambda_control = NULL,
  outputs = FALSE,
  ...
)

## S3 method for class 'robyn_models'
print(x, ...)

Arguments

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

dt_hyper_fixed

data.frame or named list. Only provide when loading old model results. It consumes hyperparameters from saved csv pareto_hyperparameters.csv or JSON file to replicate a model.

json_file

Character. JSON file to import previously exported inputs or recreate a model. To generate this file, use robyn_write(). If you didn't export your data in the json file as "raw_data", dt_input must be provided; dt_holidays input is optional.

ts_validation

Boolean. When set to TRUE, Robyn will split data by test, train, and validation partitions to validate the time series. By default the "train_size" range is set to c(0.5, 0.8), but it can be customized or set to a fixed value using the hyperparameters input. For example, if train_size = 0.7, validation size and test size will both be 0.15 and 0.15. When ts_validation = FALSE, nrmse_train is the objective function; when ts_validation = TRUE, nrmse_val is the objective function.

add_penalty_factor

Boolean. Add penalty factor hyperparameters to glmnet's penalty.factor to be optimized by nevergrad. Use with caution, because this feature might add too much hyperparameter space and probably requires more iterations to converge.

refresh

Boolean. Set to TRUE when used in robyn_refresh().

seed

Integer. For reproducible results when running nevergrad and clustering. Each trial will increase the seed by 1 unit (i.e. 10 trials with seed 1 will share 9 results with 10 trials with seed 2).

quiet

Boolean. Keep messages off?

cores

Integer. Default to parallel::detectCores() - 1 (all cores except one). Set to 1 if you want to turn parallel computing off.

trials

Integer. Recommended 5 for default nevergrad_algo = "TwoPointsDE".

iterations

Integer. Recommended 2000 for default when using nevergrad_algo = "TwoPointsDE".

rssd_zero_penalty

Boolean. When TRUE, the objective function DECOMP.RSSD will penalize models with more 0 media effects additionally. In other words, given the same DECOMP.RSSD score, a model with 50% 0-coef variables will get penalized by DECOMP.RSSD * 1.5 (larger error), while another model with no 0-coef variables gets un-penalized with DECOMP.RSSD * 1.

objective_weights

Numeric vector. Default to NULL to give equal weights to all objective functions. Order: NRMSE, DECOMP.RSSD, MAPE (when calibration data is provided). When you are not calibrating, only the first 2 values for objective_weights must be defined, i.e. set c(2, 1) to give double weight to the 1st (NRMSE). This is an experimental feature. There's no research on optimal weight setting. Subjective weights might strongly bias modeling results.

nevergrad_algo

Character. Default to "TwoPointsDE". Options are c("DE","TwoPointsDE", "OnePlusOne", "DoubleFastGADiscreteOnePlusOne", "DiscreteOnePlusOne", "PortfolioDiscreteOnePlusOne", "NaiveTBPSA", "cGA", "RandomSearch").

intercept

Boolean. Should intercept(s) be fitted (default=TRUE) or set to zero (FALSE).

intercept_sign

Character. Choose one of "non_negative" (default) or "unconstrained". By default, if intercept is negative, Robyn will drop intercept and refit the model. Consider changing intercept_sign to "unconstrained" when there are context_vars with large positive values.

lambda_control

Deprecated in v3.6.0.

outputs

Boolean. If set to TRUE, will run robyn_run() and robyn_outputs(), returning a list with OutputModels and OutputCollect results.

...

Additional parameters passed to robyn_outputs().

x

robyn_models() output.

Value

List. Class: robyn_models. Contains the results of all trials and iterations modeled.

List. Contains all trained models. Class: robyn_models.

Examples

## Not run: 
# Having InputCollect results
OutputModels <- robyn_run(
  InputCollect = InputCollect,
  cores = 2,
  iterations = 200,
  trials = 1
)

## End(Not run)

Export Robyn Model to Local File [DEPRECATED]

Description

Use robyn_save() to select and save as .RDS file the initial model.

Usage

robyn_save(
  InputCollect,
  OutputCollect,
  robyn_object = NULL,
  select_model = NULL,
  dir = OutputCollect$plot_folder,
  quiet = FALSE,
  ...
)

## S3 method for class 'robyn_save'
print(x, ...)

## S3 method for class 'robyn_save'
plot(x, ...)

robyn_load(robyn_object, select_build = NULL, quiet = FALSE)

Arguments

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

OutputCollect

List. Containing all model result. Required when robyn_object is not provided.

robyn_object

Character or List. Path of the Robyn.RDS object that contains all previous modeling information or the imported list.

select_model

Character. A model SolID. When robyn_object is provided, select_model defaults to the already selected SolID. When robyn_object is not provided, select_model must be provided with InputCollect and OutputCollect, and must be one of OutputCollect$allSolutions.

dir

Character. Existing directory to export JSON file to.

quiet

Boolean. Keep messages off?

...

Additional parameters passed to robyn_outputs().

x

robyn_save() output.

select_build

Integer. Default to the latest model build. select_build = 0 selects the initial model. select_build = 1 selects the first refresh model.

Value

(Invisible) list with filename and summary. Class: robyn_save.

(Invisible) list with imported results


Train Robyn Models

Description

robyn_train() consumes output from robyn_input() and runs the robyn_mmm() on each trial.

Usage

robyn_train(
  InputCollect,
  hyper_collect,
  cores,
  iterations,
  trials,
  intercept_sign,
  intercept,
  nevergrad_algo,
  dt_hyper_fixed = NULL,
  ts_validation = TRUE,
  add_penalty_factor = FALSE,
  objective_weights = NULL,
  rssd_zero_penalty = TRUE,
  refresh = FALSE,
  seed = 123,
  quiet = FALSE
)

Arguments

InputCollect

List. Contains all input parameters for the model. Required when robyn_object is not provided.

hyper_collect

List. Containing hyperparameter bounds. Defaults to InputCollect$hyperparameters.

cores

Integer. Default to parallel::detectCores() - 1 (all cores except one). Set to 1 if you want to turn parallel computing off.

iterations

Integer. Recommended 2000 for default when using nevergrad_algo = "TwoPointsDE".

trials

Integer. Recommended 5 for default nevergrad_algo = "TwoPointsDE".

intercept_sign

Character. Choose one of "non_negative" (default) or "unconstrained". By default, if intercept is negative, Robyn will drop intercept and refit the model. Consider changing intercept_sign to "unconstrained" when there are context_vars with large positive values.

intercept

Boolean. Should intercept(s) be fitted (default=TRUE) or set to zero (FALSE).

nevergrad_algo

Character. Default to "TwoPointsDE". Options are c("DE","TwoPointsDE", "OnePlusOne", "DoubleFastGADiscreteOnePlusOne", "DiscreteOnePlusOne", "PortfolioDiscreteOnePlusOne", "NaiveTBPSA", "cGA", "RandomSearch").

dt_hyper_fixed

data.frame or named list. Only provide when loading old model results. It consumes hyperparameters from saved csv pareto_hyperparameters.csv or JSON file to replicate a model.

ts_validation

Boolean. When set to TRUE, Robyn will split data by test, train, and validation partitions to validate the time series. By default the "train_size" range is set to c(0.5, 0.8), but it can be customized or set to a fixed value using the hyperparameters input. For example, if train_size = 0.7, validation size and test size will both be 0.15 and 0.15. When ts_validation = FALSE, nrmse_train is the objective function; when ts_validation = TRUE, nrmse_val is the objective function.

add_penalty_factor

Boolean. Add penalty factor hyperparameters to glmnet's penalty.factor to be optimized by nevergrad. Use with caution, because this feature might add too much hyperparameter space and probably requires more iterations to converge.

objective_weights

Numeric vector. Default to NULL to give equal weights to all objective functions. Order: NRMSE, DECOMP.RSSD, MAPE (when calibration data is provided). When you are not calibrating, only the first 2 values for objective_weights must be defined, i.e. set c(2, 1) to give double weight to the 1st (NRMSE). This is an experimental feature. There's no research on optimal weight setting. Subjective weights might strongly bias modeling results.

rssd_zero_penalty

Boolean. When TRUE, the objective function DECOMP.RSSD will penalize models with more 0 media effects additionally. In other words, given the same DECOMP.RSSD score, a model with 50% 0-coef variables will get penalized by DECOMP.RSSD * 1.5 (larger error), while another model with no 0-coef variables gets un-penalized with DECOMP.RSSD * 1.

refresh

Boolean. Set to TRUE when used in robyn_refresh().

seed

Integer. For reproducible results when running nevergrad and clustering. Each trial will increase the seed by 1 unit (i.e. 10 trials with seed 1 will share 9 results with 10 trials with seed 2).

quiet

Boolean. Keep messages off?

Value

List. Iteration results to include in robyn_run() results.


Update Robyn Version

Description

Update Robyn version from Github repository for latest "dev" version or from CRAN for latest "stable" version.

Usage

robyn_update(dev = TRUE, ...)

Arguments

dev

Boolean. Dev version? If not, CRAN version.

...

Parameters to pass to remotes::install_github or utils::install.packages, depending on dev parameter.

Value

Invisible NULL.


Import and Export Robyn JSON files

Description

robyn_write() generates light JSON files with all the information required to replicate Robyn models. Depending on user inputs, there are 3 use cases: only the inputs data, input data + modeling results data, and input data, modeling results + specifics of a single selected model. To replicate a model, you must provide InputCollect, OutputCollect, and, if OutputCollect contains more than one model, the select_model.

Usage

robyn_write(
  InputCollect,
  OutputCollect = NULL,
  select_model = NULL,
  dir = OutputCollect$plot_folder,
  add_data = TRUE,
  export = TRUE,
  quiet = FALSE,
  pareto_df = NULL,
  ...
)

## S3 method for class 'robyn_write'
print(x, ...)

robyn_read(json_file = NULL, step = 1, quiet = FALSE, ...)

## S3 method for class 'robyn_read'
print(x, ...)

robyn_recreate(json_file, quiet = FALSE, ...)

Arguments

InputCollect

robyn_inputs() output.

OutputCollect

robyn_run(..., export = FALSE) output.

select_model

Character. Which model ID do you want to export into the JSON file?

dir

Character. Existing directory to export JSON file to.

add_data

Boolean. Include raw dataset. Useful to recreate models with a single file containing all the required information (no need of CSV).

export

Boolean. Export outcomes into local files?

quiet

Boolean. Keep messages off?

pareto_df

Dataframe. Save all pareto solutions to json file.

...

Additional parameters to export into a custom Extras element.

x

robyn_read() or robyn_write() output.

json_file

Character. JSON file name to read and import.

step

Integer. 1 for import only and 2 for import and output.

Value

(invisible) List. Contains all inputs and outputs of exported model. Class: robyn_write.

Examples

## Not run: 
InputCollectJSON <- robyn_inputs(
  dt_input = Robyn::dt_simulated_weekly,
  json_file = "~/Desktop/RobynModel-1_29_12.json"
)
print(InputCollectJSON)

## End(Not run)

Hill Saturation Transformation

Description

saturation_hill is a two-parametric version of the Hill function that allows the saturation curve to flip between S and C shape.

Produce example plots for the Hill saturation curve.

Usage

saturation_hill(x, alpha, gamma, x_marginal = NULL)

plot_saturation(plot = TRUE)

Arguments

x

Numeric vector.

alpha

Numeric. Alpha controls the shape of the saturation curve. The larger the alpha, the more S-shape. The smaller, the more C-shape.

gamma

Numeric. Gamma controls the inflexion point of the saturation curve. The larger the gamma, the later the inflexion point occurs.

x_marginal

Numeric. When provided, the function returns the Hill-transformed value of the x_marginal input.

plot

Boolean. Do you wish to return the plot?

Value

Numeric values. Transformed values.

See Also

Other Transformations: adstock_geometric(), transformations

Examples

saturation_hill(c(100, 150, 170, 190, 200), alpha = 3, gamma = 0.5)

Detect and set date variable interval

Description

Robyn only accepts daily, weekly and monthly data. This function is only called in robyn_engineering().

Usage

set_holidays(dt_transform, dt_holidays, intervalType)

Arguments

dt_transform

A data.frame. Transformed input data.

dt_holidays

A data.frame. Raw input holiday data.

intervalType

A character. Accepts one of the values: c("day","week","month")

Value

List. Containing the all spend-exposure model results.


Michaelis-Menten Transformation

Description

The Michaelis-Menten mic_men() function is used to fit the spend exposure relationship for paid media variables, when exposure metrics like impressions, clicks or GRPs are provided in paid_media_vars instead of spend metric.

Usage

mic_men(x, Vmax, Km, reverse = FALSE)

run_transformations(InputCollect, hyperparameters, ...)

Arguments

x

Numeric value or vector. Input media spend when reverse = FALSE. Input media exposure metrics (impression, clicks, GRPs, etc.) when reverse = TRUE.

Vmax

Numeric Indicates maximum rate achieved by the system.

Km

Numeric. The Michaelis constant.

reverse

Boolean. Input media spend when reverse = FALSE. Input media exposure metrics (impression, clicks, GRPs etc.) when reverse = TRUE.

InputCollect

Default to NULL. robyn_inputs's output when hyperparameters are not yet set.

hyperparameters

List. Contains hyperparameter lower and upper bounds. Names of elements in list must be identical to output of hyper_names(). To fix hyperparameter values, provide only one value.

...

Additional parameters passed to prophet functions.

Value

Numeric values. Transformed values.

See Also

Other Transformations: adstock_geometric(), saturation_hill()

Examples

mic_men(x = 5:10, Vmax = 5, Km = 0.5)