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Marketing Mix Model Diffusion (MMM-Diffusion) v2
=================================================
Fixed version addressing:
1. Sales alignment: Added explicit sales reconstruction loss during training
2. Coefficient smoothness: Reduced smoothness weight, added spectral loss,
increased GT coefficient volatility, added multi-scale temporal loss
Architecture mapping (from Kimodo/GMD):
Text prompts → Media spend, non-marketing vars, total sales
Motion/position constraints → Sign constraints (β_media ≥ 0) + prior constraints
Root denoiser → Campaign/Geo-level denoiser (aggregate patterns)
Body denoiser → Channel-level denoiser (per-channel coefficients)
Skeleton positions/rotations → Time-varying coefficients for sales decomposition
"""
import math
import json
import os
import numpy as np
import torch
import torch.nn as nn
import torch.nn.functional as F
from torch.utils.data import Dataset, DataLoader
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as plt
# =============================================================================
# 1. SYNTHETIC MMM DATA GENERATOR (increased volatility for richer coefficients)
# =============================================================================
class MMMDataGenerator:
MEDIA_CHANNELS = ['TV', 'Digital', 'Social', 'Print', 'Radio']
CONTROL_VARS = ['Seasonality', 'Trend', 'Competitor_Price']
def __init__(self, n_weeks=104, n_geos=1, seed=None):
self.n_weeks = n_weeks
self.n_geos = n_geos
self.n_media = 5
self.n_ctrl = 3
self.rng = np.random.RandomState(seed)
def _generate_media_spend(self):
spend = np.zeros((self.n_weeks, self.n_media))
t = np.arange(self.n_weeks)
base_levels = self.rng.uniform(50, 500, size=self.n_media)
for m in range(self.n_media):
base = base_levels[m] * (1 + 0.2 * np.sin(2 * np.pi * t / 52))
n_campaigns = self.rng.randint(3, 9)
for _ in range(n_campaigns):
start = self.rng.randint(0, self.n_weeks - 4)
duration = self.rng.randint(1, 6)
intensity = self.rng.uniform(1.5, 4.0)
end = min(start + duration, self.n_weeks)
base[start:end] *= intensity
spend[:, m] = np.maximum(base + self.rng.normal(0, base_levels[m] * 0.1, self.n_weeks), 0)
return spend
def _adstock(self, x, alpha):
result = np.zeros_like(x)
result[0] = x[0]
for t in range(1, len(x)):
result[t] = x[t] + alpha * result[t-1]
return result
def _hill(self, x, ec50, slope):
x_safe = np.maximum(x, 0)
return x_safe**slope / (x_safe**slope + ec50**slope + 1e-10)
def _generate_controls(self):
t = np.arange(self.n_weeks)
controls = np.zeros((self.n_weeks, self.n_ctrl))
controls[:, 0] = (np.sin(2 * np.pi * t / 52) +
0.5 * np.sin(4 * np.pi * t / 52) +
0.3 * np.cos(2 * np.pi * t / 52))
trend = t / self.n_weeks
controls[:, 1] = trend + 0.5 * trend**2
price = np.zeros(self.n_weeks)
price[0] = 1.0
for i in range(1, self.n_weeks):
price[i] = 0.95 * price[i-1] + 0.05 * 1.0 + self.rng.normal(0, 0.05)
controls[:, 2] = price
return controls
def _sample_true_params(self):
params = {}
params['beta_media'] = np.abs(self.rng.normal(0, 0.5, self.n_media)) + 0.05
params['adstock_alpha'] = self.rng.beta(2, 2, self.n_media)
params['adstock_alpha'] = np.clip(params['adstock_alpha'], 0.1, 0.95)
params['hill_ec50'] = np.abs(self.rng.lognormal(0, 0.5, self.n_media)) + 0.1
params['hill_slope'] = self.rng.uniform(0.5, 3.0, self.n_media)
params['beta_base'] = self.rng.uniform(500, 2000)
params['beta_ctrl'] = self.rng.normal(0, 50, self.n_ctrl)
params['noise_std'] = self.rng.uniform(20, 100)
return params
def _make_time_varying(self, base_coeff, n_weeks, volatility=0.1):
"""
FIX: Increased default volatility and added regime-change jumps
to produce more realistic, less smooth coefficients.
"""
z = np.zeros(n_weeks)
# OU process with higher volatility
mean_reversion = 0.85 # slightly less mean-reverting (was 0.9)
for t in range(1, n_weeks):
z[t] = mean_reversion * z[t-1] + self.rng.normal(0, volatility)
# Add occasional regime jumps (structural breaks)
n_jumps = self.rng.randint(0, 4)
for _ in range(n_jumps):
jump_t = self.rng.randint(5, n_weeks - 5)
jump_size = self.rng.normal(0, volatility * 3)
z[jump_t:] += jump_size
return base_coeff * np.exp(z)
def generate_single(self):
spend = self._generate_media_spend()
controls = self._generate_controls()
params = self._sample_true_params()
transformed_media = np.zeros_like(spend)
for m in range(self.n_media):
adstocked = self._adstock(spend[:, m], params['adstock_alpha'][m])
adstocked_norm = adstocked / (np.percentile(adstocked, 90) + 1e-10)
transformed_media[:, m] = self._hill(
adstocked_norm, params['hill_ec50'][m], params['hill_slope'][m]
)
# FIX: Higher volatility for time-varying coefficients
tv_coeffs = np.zeros((self.n_weeks, self.n_media + self.n_ctrl))
for m in range(self.n_media):
tv_coeffs[:, m] = self._make_time_varying(
params['beta_media'][m], self.n_weeks, volatility=0.12 # was 0.05
)
tv_coeffs[:, m] = np.maximum(tv_coeffs[:, m], 0.01)
for c in range(self.n_ctrl):
tv_coeffs[:, self.n_media + c] = self._make_time_varying(
params['beta_ctrl'][c], self.n_weeks, volatility=0.08 # was 0.03
)
contributions = np.zeros((self.n_weeks, self.n_media + self.n_ctrl))
for m in range(self.n_media):
contributions[:, m] = tv_coeffs[:, m] * transformed_media[:, m]
for c in range(self.n_ctrl):
contributions[:, self.n_media + c] = tv_coeffs[:, self.n_media + c] * controls[:, c]
base = params['beta_base']
noise = self.rng.normal(0, params['noise_std'], self.n_weeks)
total_sales = base + contributions.sum(axis=1) + noise
total_sales = np.maximum(total_sales, 0)
return {
'media_spend': spend,
'controls': controls,
'total_sales': total_sales,
'true_coefficients': tv_coeffs,
'true_contributions': contributions,
'transformed_media': transformed_media,
'base_sales': np.full(self.n_weeks, base),
'true_params': params
}
def generate_dataset(self, n_samples):
samples = []
for i in range(n_samples):
self.rng = np.random.RandomState(self.rng.randint(0, 2**31))
samples.append(self.generate_single())
return samples
# =============================================================================
# 2. DATASET CLASS - now also stores transformed media for sales reconstruction
# =============================================================================
class MMMDiffusionDataset(Dataset):
def __init__(self, samples, normalize=True):
self.samples = samples
self.normalize = normalize
self.n_media = 5
self.n_ctrl = 3
self.n_channels = self.n_media + self.n_ctrl
if normalize:
all_cond = np.stack([
np.concatenate([s['media_spend'], s['controls'], s['total_sales'][:, None]], axis=1)
for s in samples
])
all_coeff = np.stack([s['true_coefficients'] for s in samples])
self.cond_mean = all_cond.mean(axis=(0, 1))
self.cond_std = all_cond.std(axis=(0, 1)) + 1e-8
self.coeff_mean = all_coeff.mean(axis=(0, 1))
self.coeff_std = all_coeff.std(axis=(0, 1)) + 1e-8
media_coeffs = all_coeff[:, :, :self.n_media]
self.media_log_mean = np.log(media_coeffs + 1e-8).mean(axis=(0, 1))
self.media_log_std = np.log(media_coeffs + 1e-8).std(axis=(0, 1)) + 1e-8
# Store sales normalization for reconstruction loss
all_sales = np.stack([s['total_sales'] for s in samples])
self.sales_mean = float(all_sales.mean())
self.sales_std = float(all_sales.std()) + 1e-8
# Store transformed media normalization
all_trans = np.stack([s['transformed_media'] for s in samples])
self.trans_media_mean = all_trans.mean(axis=(0, 1))
self.trans_media_std = all_trans.std(axis=(0, 1)) + 1e-8
# Store base sales statistics
all_base = np.array([s['base_sales'][0] for s in samples])
self.base_mean = float(all_base.mean())
self.base_std = float(all_base.std()) + 1e-8
def __len__(self):
return len(self.samples)
def __getitem__(self, idx):
s = self.samples[idx]
cond = np.concatenate([
s['media_spend'], s['controls'], s['total_sales'][:, None]
], axis=1).astype(np.float32)
coeffs = s['true_coefficients'].astype(np.float32)
trans_media = s['transformed_media'].astype(np.float32)
controls = s['controls'].astype(np.float32)
total_sales = s['total_sales'].astype(np.float32)
base_sales = s['base_sales'].astype(np.float32)
contributions = s['true_contributions'].astype(np.float32)
if self.normalize:
cond = (cond - self.cond_mean) / self.cond_std
log_media = np.log(coeffs[:, :self.n_media] + 1e-8)
log_media = (log_media - self.media_log_mean) / self.media_log_std
ctrl = (coeffs[:, self.n_media:] - self.coeff_mean[self.n_media:]) / self.coeff_std[self.n_media:]
coeffs = np.concatenate([log_media, ctrl], axis=1)
return {
'conditioning': torch.tensor(cond, dtype=torch.float32),
'coefficients': torch.tensor(coeffs, dtype=torch.float32),
'transformed_media': torch.tensor(trans_media, dtype=torch.float32),
'controls': torch.tensor(controls, dtype=torch.float32),
'total_sales': torch.tensor(total_sales, dtype=torch.float32),
'base_sales': torch.tensor(base_sales, dtype=torch.float32),
'contributions': torch.tensor(contributions, dtype=torch.float32),
}
def decode_coefficients(self, coeffs_normalized):
if not self.normalize:
return coeffs_normalized
coeffs = coeffs_normalized.clone()
media_log_mean = torch.tensor(self.media_log_mean, device=coeffs.device, dtype=coeffs.dtype)
media_log_std = torch.tensor(self.media_log_std, device=coeffs.device, dtype=coeffs.dtype)
coeffs[:, :, :self.n_media] = torch.exp(
coeffs[:, :, :self.n_media] * media_log_std + media_log_mean
)
coeff_mean = torch.tensor(self.coeff_mean[self.n_media:], device=coeffs.device, dtype=coeffs.dtype)
coeff_std = torch.tensor(self.coeff_std[self.n_media:], device=coeffs.device, dtype=coeffs.dtype)
coeffs[:, :, self.n_media:] = coeffs[:, :, self.n_media:] * coeff_std + coeff_mean
return coeffs
def decode_media_coefficients_differentiable(self, coeffs_norm_media):
"""Decode only media coefficients, keeping gradients (for sales loss)."""
media_log_mean = torch.tensor(self.media_log_mean, device=coeffs_norm_media.device, dtype=coeffs_norm_media.dtype)
media_log_std = torch.tensor(self.media_log_std, device=coeffs_norm_media.device, dtype=coeffs_norm_media.dtype)
return torch.exp(coeffs_norm_media * media_log_std + media_log_mean)
def decode_ctrl_coefficients_differentiable(self, coeffs_norm_ctrl):
"""Decode only control coefficients, keeping gradients."""
coeff_mean = torch.tensor(self.coeff_mean[self.n_media:], device=coeffs_norm_ctrl.device, dtype=coeffs_norm_ctrl.dtype)
coeff_std = torch.tensor(self.coeff_std[self.n_media:], device=coeffs_norm_ctrl.device, dtype=coeffs_norm_ctrl.dtype)
return coeffs_norm_ctrl * coeff_std + coeff_mean
# =============================================================================
# 3. DIFFUSION NOISE SCHEDULE
# =============================================================================
def cosine_beta_schedule(T, s=0.008):
t = torch.arange(T + 1, dtype=torch.float64)
f = torch.cos((t / T + s) / (1 + s) * math.pi / 2) ** 2
alphas_cumprod = f / f[0]
betas = 1 - alphas_cumprod[1:] / alphas_cumprod[:-1]
return torch.clamp(betas, 0, 0.999).float()
class DiffusionSchedule:
def __init__(self, T=1000):
self.T = T
self.betas = cosine_beta_schedule(T)
self.alphas = 1.0 - self.betas
self.alphas_cumprod = torch.cumprod(self.alphas, dim=0)
self.sqrt_alphas_cumprod = torch.sqrt(self.alphas_cumprod)
self.sqrt_one_minus_alphas_cumprod = torch.sqrt(1.0 - self.alphas_cumprod)
self.sqrt_recip_alphas = torch.sqrt(1.0 / self.alphas)
self.alphas_cumprod_prev = F.pad(self.alphas_cumprod[:-1], (1, 0), value=1.0)
self.posterior_variance = (
self.betas * (1.0 - self.alphas_cumprod_prev) / (1.0 - self.alphas_cumprod)
)
self.posterior_log_variance_clipped = torch.log(
torch.clamp(self.posterior_variance, min=1e-20)
)
self.posterior_mean_coef1 = (
self.betas * torch.sqrt(self.alphas_cumprod_prev) / (1.0 - self.alphas_cumprod)
)
self.posterior_mean_coef2 = (
(1.0 - self.alphas_cumprod_prev) * torch.sqrt(self.alphas) / (1.0 - self.alphas_cumprod)
)
def to(self, device):
for attr in ['betas', 'alphas', 'alphas_cumprod', 'sqrt_alphas_cumprod',
'sqrt_one_minus_alphas_cumprod', 'sqrt_recip_alphas',
'alphas_cumprod_prev', 'posterior_variance',
'posterior_log_variance_clipped', 'posterior_mean_coef1',
'posterior_mean_coef2']:
setattr(self, attr, getattr(self, attr).to(device))
return self
def q_sample(self, x_0, t, noise=None):
if noise is None:
noise = torch.randn_like(x_0)
sqrt_alpha = self.sqrt_alphas_cumprod[t].view(-1, 1, 1)
sqrt_one_minus_alpha = self.sqrt_one_minus_alphas_cumprod[t].view(-1, 1, 1)
return sqrt_alpha * x_0 + sqrt_one_minus_alpha * noise
def posterior_mean(self, x_0_pred, x_t, t):
coef1 = self.posterior_mean_coef1[t].view(-1, 1, 1)
coef2 = self.posterior_mean_coef2[t].view(-1, 1, 1)
return coef1 * x_0_pred + coef2 * x_t
# =============================================================================
# 4. DENOISER NETWORKS
# =============================================================================
class SinusoidalPositionEmbeddings(nn.Module):
def __init__(self, dim):
super().__init__()
self.dim = dim
def forward(self, t):
device = t.device
half_dim = self.dim // 2
emb = math.log(10000) / (half_dim - 1)
emb = torch.exp(torch.arange(half_dim, device=device) * -emb)
emb = t[:, None].float() * emb[None, :]
return torch.cat([emb.sin(), emb.cos()], dim=-1)
class TemporalTransformerBlock(nn.Module):
def __init__(self, d_model, nhead, dropout=0.1):
super().__init__()
self.attn = nn.MultiheadAttention(d_model, nhead, dropout=dropout, batch_first=True)
self.ff = nn.Sequential(
nn.Linear(d_model, d_model * 4),
nn.GELU(),
nn.Dropout(dropout),
nn.Linear(d_model * 4, d_model),
nn.Dropout(dropout),
)
self.norm1 = nn.LayerNorm(d_model)
self.norm2 = nn.LayerNorm(d_model)
def forward(self, x):
h = self.norm1(x)
h = x + self.attn(h, h, h)[0]
h = h + self.ff(self.norm2(h))
return h
class CampaignDenoiser(nn.Module):
"""Stage 1: Campaign/Geo-level Denoiser — denoises aggregate patterns."""
def __init__(self, n_agg_channels=3, cond_dim=4, d_model=256, nhead=4, n_layers=4, T_diff=1000):
super().__init__()
self.d_model = d_model
self.time_embed = nn.Sequential(
SinusoidalPositionEmbeddings(d_model),
nn.Linear(d_model, d_model),
nn.GELU(),
nn.Linear(d_model, d_model),
)
self.cond_proj = nn.Linear(cond_dim, d_model)
self.input_proj = nn.Linear(n_agg_channels, d_model)
self.pos_embed = nn.Parameter(torch.randn(1, 256, d_model) * 0.02)
self.blocks = nn.ModuleList([
TemporalTransformerBlock(d_model, nhead) for _ in range(n_layers)
])
self.output_proj = nn.Sequential(
nn.LayerNorm(d_model),
nn.Linear(d_model, d_model // 2),
nn.GELU(),
nn.Linear(d_model // 2, n_agg_channels),
)
def forward(self, x_t, t, cond):
B, T_seq, _ = x_t.shape
t_emb = self.time_embed(t)
h_x = self.input_proj(x_t)
h_c = self.cond_proj(cond)
h = h_x + h_c + t_emb.unsqueeze(1) + self.pos_embed[:, :T_seq, :]
for block in self.blocks:
h = block(h)
return self.output_proj(h)
class ChannelDenoiser(nn.Module):
"""Stage 2: Channel-level Denoiser — denoises per-channel coefficients."""
def __init__(self, n_channels=8, n_media=5, n_agg=3, d_model=384, nhead=8, n_layers=6, T_diff=1000):
super().__init__()
self.d_model = d_model
self.n_media = n_media
self.n_channels = n_channels
self.time_embed = nn.Sequential(
SinusoidalPositionEmbeddings(d_model),
nn.Linear(d_model, d_model),
nn.GELU(),
nn.Linear(d_model, d_model),
)
self.input_proj = nn.Linear(n_channels, d_model)
self.campaign_proj = nn.Linear(n_agg, d_model)
self.spend_proj = nn.Linear(n_media, d_model)
self.sales_proj = nn.Linear(1, d_model)
self.cross_attn = nn.MultiheadAttention(d_model, nhead, batch_first=True)
self.cross_norm = nn.LayerNorm(d_model)
self.pos_embed = nn.Parameter(torch.randn(1, 256, d_model) * 0.02)
self.blocks = nn.ModuleList([
TemporalTransformerBlock(d_model, nhead) for _ in range(n_layers)
])
self.output_proj = nn.Sequential(
nn.LayerNorm(d_model),
nn.Linear(d_model, d_model // 2),
nn.GELU(),
nn.Linear(d_model // 2, n_channels),
)
def forward(self, x_t, t, campaign_ctx, media_spend, total_sales):
B, T_seq, _ = x_t.shape
t_emb = self.time_embed(t)
h_x = self.input_proj(x_t)
h_camp = self.campaign_proj(campaign_ctx)
h_spend = self.spend_proj(media_spend)
h_sales = self.sales_proj(total_sales)
cond_ctx = h_camp + h_spend + h_sales
h = h_x + t_emb.unsqueeze(1) + self.pos_embed[:, :T_seq, :]
h_normed = self.cross_norm(h)
h = h + self.cross_attn(h_normed, cond_ctx, cond_ctx)[0]
for block in self.blocks:
h = block(h)
return self.output_proj(h)
# =============================================================================
# 5. MMM DIFFUSION MODEL — with sales reconstruction loss + spectral loss
# =============================================================================
class MMMDiffusionModel(nn.Module):
def __init__(self, n_media=5, n_ctrl=3, d_model_campaign=256, d_model_channel=384,
n_layers_campaign=4, n_layers_channel=6, T_diff=1000):
super().__init__()
self.n_media = n_media
self.n_ctrl = n_ctrl
self.n_channels = n_media + n_ctrl
self.T_diff = T_diff
self.n_agg = 3
self.campaign_denoiser = CampaignDenoiser(
n_agg_channels=self.n_agg, cond_dim=n_ctrl + 1,
d_model=d_model_campaign, nhead=4, n_layers=n_layers_campaign, T_diff=T_diff,
)
self.channel_denoiser = ChannelDenoiser(
n_channels=self.n_channels, n_media=n_media, n_agg=self.n_agg,
d_model=d_model_channel, nhead=8, n_layers=n_layers_channel, T_diff=T_diff,
)
self.coeff_to_agg = nn.Linear(self.n_channels, self.n_agg)
self.agg_to_coeff_init = nn.Linear(self.n_agg, self.n_channels)
self.schedule = DiffusionSchedule(T_diff)
# Learnable base sales predictor (from conditioning)
self.base_predictor = nn.Sequential(
nn.Linear(n_ctrl + 1, 64),
nn.GELU(),
nn.Linear(64, 1),
)
def compute_aggregate(self, coefficients):
return self.coeff_to_agg(coefficients)
def _compute_sales_from_coeffs(self, coeffs_pred, batch, dataset_ref):
"""
FIX #1: Compute predicted sales from predicted coefficients.
This creates a differentiable path: coeffs -> contributions -> total sales.
"""
# Decode coefficients to original scale (differentiable)
media_pred_norm = coeffs_pred[:, :, :self.n_media]
ctrl_pred_norm = coeffs_pred[:, :, self.n_media:]
media_coeffs = dataset_ref.decode_media_coefficients_differentiable(media_pred_norm)
ctrl_coeffs = dataset_ref.decode_ctrl_coefficients_differentiable(ctrl_pred_norm)
# Compute contributions
trans_media = batch['transformed_media'] # (B, T, 5)
controls = batch['controls'] # (B, T, 3)
media_contributions = media_coeffs * trans_media # (B, T, 5)
ctrl_contributions = ctrl_coeffs * controls # (B, T, 3)
total_contributions = media_contributions.sum(dim=-1) + ctrl_contributions.sum(dim=-1) # (B, T)
# Predict base sales from conditioning
cond = batch['conditioning']
stage1_cond = torch.cat([
cond[:, :, self.n_media:self.n_media + self.n_ctrl],
cond[:, :, -1:]
], dim=-1)
base_pred = self.base_predictor(stage1_cond).squeeze(-1) # (B, T)
pred_sales = base_pred + total_contributions
return pred_sales
def _spectral_loss(self, pred, target):
"""
FIX #2: Spectral (frequency-domain) loss to preserve temporal variation.
Uses log-magnitude to keep scale comparable to other losses.
Weights higher frequencies more to fight smoothing.
"""
pred_fft = torch.fft.rfft(pred, dim=1)
target_fft = torch.fft.rfft(target, dim=1)
# Log-magnitude for scale normalization (brings to ~O(1) range)
pred_mag = torch.log1p(torch.abs(pred_fft))
target_mag = torch.log1p(torch.abs(target_fft))
# Weight higher frequencies more to fight smoothing
n_freq = pred_mag.shape[1]
freq_weights = torch.linspace(1.0, 3.0, n_freq, device=pred.device)
freq_weights = freq_weights.view(1, -1, 1)
return F.mse_loss(pred_mag * freq_weights, target_mag * freq_weights)
def _multi_scale_temporal_loss(self, pred, target):
"""
Multi-scale temporal difference loss. Matches first AND second order
temporal derivatives to capture both trends and curvature.
"""
# First-order differences (velocity)
d1_pred = pred[:, 1:, :] - pred[:, :-1, :]
d1_true = target[:, 1:, :] - target[:, :-1, :]
loss_d1 = F.mse_loss(d1_pred, d1_true)
# Second-order differences (acceleration / curvature)
d2_pred = d1_pred[:, 1:, :] - d1_pred[:, :-1, :]
d2_true = d1_true[:, 1:, :] - d1_true[:, :-1, :]
loss_d2 = F.mse_loss(d2_pred, d2_true)
return loss_d1 + 0.5 * loss_d2
def forward_train(self, batch, dataset_ref=None, epoch=0, total_epochs=80):
cond = batch['conditioning']
coeffs = batch['coefficients']
B, T_seq, _ = coeffs.shape
device = coeffs.device
media_spend = cond[:, :, :self.n_media]
controls = cond[:, :, self.n_media:self.n_media + self.n_ctrl]
total_sales = cond[:, :, -1:]
stage1_cond = torch.cat([controls, total_sales], dim=-1)
with torch.no_grad():
agg_target = self.coeff_to_agg(coeffs)
# ---- Stage 1: Campaign Denoiser ----
t1 = torch.randint(0, self.T_diff, (B,), device=device)
noise1 = torch.randn_like(agg_target)
agg_noisy = self.schedule.q_sample(agg_target, t1, noise1)
agg_pred = self.campaign_denoiser(agg_noisy, t1, stage1_cond)
loss_campaign = F.mse_loss(agg_pred, agg_target)
# ---- Stage 2: Channel Denoiser ----
# Uniform timestep sampling (removed biased sampling which hurt learning)
t2 = torch.randint(0, self.T_diff, (B,), device=device)
noise2 = torch.randn_like(coeffs)
coeffs_noisy = self.schedule.q_sample(coeffs, t2, noise2)
campaign_ctx = agg_target.detach()
coeffs_pred = self.channel_denoiser(
coeffs_noisy, t2, campaign_ctx, media_spend, total_sales
)
loss_channel = F.mse_loss(coeffs_pred, coeffs)
# ---- Warmup schedule for auxiliary losses ----
# Phase 1 (epochs 0-warmup): focus on core denoising (channel + campaign)
# Phase 2 (epochs warmup+): gradually add sales, contrib, spectral losses
warmup_epochs = total_epochs // 4 # first 25% is warmup
aux_weight = max(0.0, min(1.0, (epoch - warmup_epochs) / max(warmup_epochs, 1)))
# ---- Sales reconstruction loss (only after warmup) ----
loss_sales = torch.tensor(0.0, device=device)
if dataset_ref is not None and aux_weight > 0:
# Only compute for VERY low noise (t < T/10) where prediction is accurate
low_noise_mask = t2 < (self.T_diff // 10)
if low_noise_mask.any():
pred_sales = self._compute_sales_from_coeffs(coeffs_pred, batch, dataset_ref)
actual_sales = batch['total_sales']
# Use relative error (scale-invariant)
scale = actual_sales[low_noise_mask].abs().mean() + 1e-8
loss_sales = F.mse_loss(
pred_sales[low_noise_mask] / scale,
actual_sales[low_noise_mask] / scale,
)
# ---- Spectral loss ----
loss_spectral = self._spectral_loss(coeffs_pred, coeffs)
# ---- Multi-scale temporal loss ----
loss_temporal = self._multi_scale_temporal_loss(coeffs_pred, coeffs)
# ---- Contribution matching loss (only after warmup) ----
loss_contrib = torch.tensor(0.0, device=device)
if dataset_ref is not None and aux_weight > 0:
low_noise_mask = t2 < (self.T_diff // 10)
if low_noise_mask.any():
media_coeffs = dataset_ref.decode_media_coefficients_differentiable(
coeffs_pred[low_noise_mask, :, :self.n_media]
)
ctrl_coeffs = dataset_ref.decode_ctrl_coefficients_differentiable(
coeffs_pred[low_noise_mask, :, self.n_media:]
)
pred_contrib_media = media_coeffs * batch['transformed_media'][low_noise_mask]
pred_contrib_ctrl = ctrl_coeffs * batch['controls'][low_noise_mask]
pred_contrib = torch.cat([pred_contrib_media, pred_contrib_ctrl], dim=-1)
true_contrib = batch['contributions'][low_noise_mask]
contrib_scale = true_contrib.abs().mean() + 1e-8
loss_contrib = F.mse_loss(pred_contrib / contrib_scale, true_contrib / contrib_scale)
# Sign loss (soft positivity for media in log-space)
media_pred_log = coeffs_pred[:, :, :self.n_media]
loss_sign = F.relu(-media_pred_log - 5.0).mean()
# ---- Total loss with warmup-gated auxiliary losses ----
# Core losses: always active (coefficient matching is primary)
# Aux losses: ramp in after warmup with controlled weights
loss = (
1.0 * loss_campaign +
2.0 * loss_channel + # PRIMARY: coefficient matching (doubled weight)
0.5 * loss_spectral + # Anti-smoothing (always active, log-scale ~O(1))
0.1 * loss_temporal + # Temporal dynamics
aux_weight * 0.2 * loss_sales + # Sales alignment (ramped in)
aux_weight * 0.2 * loss_contrib + # Contribution matching (ramped in)
0.01 * loss_sign
)
return {
'loss': loss,
'loss_campaign': loss_campaign.item(),
'loss_channel': loss_channel.item(),
'loss_sales': loss_sales.item() if isinstance(loss_sales, torch.Tensor) else loss_sales,
'loss_spectral': loss_spectral.item(),
'loss_temporal': loss_temporal.item(),
'loss_contrib': loss_contrib.item() if isinstance(loss_contrib, torch.Tensor) else loss_contrib,
'loss_sign': loss_sign.item(),
}
@torch.no_grad()
def sample(self, conditioning, n_steps=None, constraint_every_k=10, guidance_scale=1.0):
B, T_seq, _ = conditioning.shape
device = conditioning.device
media_spend = conditioning[:, :, :self.n_media]
controls = conditioning[:, :, self.n_media:self.n_media + self.n_ctrl]
total_sales = conditioning[:, :, -1:]
stage1_cond = torch.cat([controls, total_sales], dim=-1)
T_diff = n_steps or self.T_diff
# Stage 1: Denoise aggregate patterns
z_t = torch.randn(B, T_seq, self.n_agg, device=device)
for t in reversed(range(T_diff)):
t_batch = torch.full((B,), t, device=device, dtype=torch.long)
z_0_pred = self.campaign_denoiser(z_t, t_batch, stage1_cond)
if t > 0:
mean = self.schedule.posterior_mean(z_0_pred, z_t, t_batch)
var = self.schedule.posterior_variance[t]
noise = torch.randn_like(z_t)
z_t = mean + torch.sqrt(var) * noise
else:
z_t = z_0_pred
campaign_ctx = z_t
# Stage 2: Denoise channel coefficients
x_t = torch.randn(B, T_seq, self.n_channels, device=device)
for t in reversed(range(T_diff)):
t_batch = torch.full((B,), t, device=device, dtype=torch.long)
x_0_pred = self.channel_denoiser(
x_t, t_batch, campaign_ctx, media_spend, total_sales
)
# PhysDiff-style constraint projection
if t % constraint_every_k == 0:
x_0_pred[:, :, :self.n_media] = torch.clamp(
x_0_pred[:, :, :self.n_media], min=-8.0, max=8.0
)
if t > 0:
mean = self.schedule.posterior_mean(x_0_pred, x_t, t_batch)
var = self.schedule.posterior_variance[t]
noise = torch.randn_like(x_t)
x_t = mean + torch.sqrt(var) * noise
else:
x_t = x_0_pred
return x_t
@torch.no_grad()
def sample_ddim(self, conditioning, n_steps=50, constraint_every_k=5, eta=0.0):
"""
DDIM sampling — faster and more deterministic than DDPM.
eta=0: fully deterministic, eta=1: equivalent to DDPM.
"""
B, T_seq, _ = conditioning.shape
device = conditioning.device
media_spend = conditioning[:, :, :self.n_media]
controls = conditioning[:, :, self.n_media:self.n_media + self.n_ctrl]
total_sales = conditioning[:, :, -1:]
stage1_cond = torch.cat([controls, total_sales], dim=-1)
# Create sub-sequence of timesteps for DDIM
step_size = max(self.T_diff // n_steps, 1)
timesteps = list(range(0, self.T_diff, step_size))
timesteps = list(reversed(timesteps))
# Stage 1: DDIM denoise aggregate
z_t = torch.randn(B, T_seq, self.n_agg, device=device)
for i, t in enumerate(timesteps):
t_batch = torch.full((B,), t, device=device, dtype=torch.long)
z_0_pred = self.campaign_denoiser(z_t, t_batch, stage1_cond)
if i < len(timesteps) - 1:
t_next = timesteps[i + 1]
alpha_t = self.schedule.alphas_cumprod[t]
alpha_next = self.schedule.alphas_cumprod[t_next]
# DDIM update
pred_noise = (z_t - torch.sqrt(alpha_t) * z_0_pred) / torch.sqrt(1 - alpha_t)
sigma = eta * torch.sqrt((1 - alpha_next) / (1 - alpha_t)) * torch.sqrt(1 - alpha_t / alpha_next)
z_t = (torch.sqrt(alpha_next) * z_0_pred +
torch.sqrt(1 - alpha_next - sigma**2) * pred_noise +
sigma * torch.randn_like(z_t))
else:
z_t = z_0_pred
campaign_ctx = z_t
# Stage 2: DDIM denoise channel coefficients
x_t = torch.randn(B, T_seq, self.n_channels, device=device)
for i, t in enumerate(timesteps):
t_batch = torch.full((B,), t, device=device, dtype=torch.long)
x_0_pred = self.channel_denoiser(
x_t, t_batch, campaign_ctx, media_spend, total_sales
)
# PhysDiff projection
if t % constraint_every_k == 0:
x_0_pred[:, :, :self.n_media] = torch.clamp(
x_0_pred[:, :, :self.n_media], min=-8.0, max=8.0
)
if i < len(timesteps) - 1:
t_next = timesteps[i + 1]
alpha_t = self.schedule.alphas_cumprod[t]
alpha_next = self.schedule.alphas_cumprod[t_next]
pred_noise = (x_t - torch.sqrt(alpha_t) * x_0_pred) / torch.sqrt(1 - alpha_t)
sigma = eta * torch.sqrt((1 - alpha_next) / (1 - alpha_t)) * torch.sqrt(1 - alpha_t / alpha_next)
x_t = (torch.sqrt(alpha_next) * x_0_pred +
torch.sqrt(1 - alpha_next - sigma**2) * pred_noise +
sigma * torch.randn_like(x_t))
else:
x_t = x_0_pred
return x_t
# =============================================================================
# 6. TRAINING LOOP
# =============================================================================
def train_mmm_diffusion(
model, dataset,
n_epochs=50, batch_size=16, lr=1e-4,
device='cpu', log_every=50, save_path='mmm_diffusion_model.pt'
):
dataloader = DataLoader(dataset, batch_size=batch_size, shuffle=True, drop_last=True)
optimizer = torch.optim.AdamW(model.parameters(), lr=lr, weight_decay=0.01)
# Warmup + cosine decay
warmup_steps = len(dataloader) * (n_epochs // 10) # 10% warmup
total_steps = len(dataloader) * n_epochs
def lr_lambda(step):
if step < warmup_steps:
return step / max(warmup_steps, 1)
progress = (step - warmup_steps) / max(total_steps - warmup_steps, 1)
return 0.5 * (1 + math.cos(math.pi * progress))
scheduler = torch.optim.lr_scheduler.LambdaLR(optimizer, lr_lambda)
model = model.to(device)
model.schedule = model.schedule.to(device)
history = {
'loss': [], 'loss_campaign': [], 'loss_channel': [],
'loss_sales': [], 'loss_spectral': [], 'loss_temporal': [],
'loss_contrib': [], 'loss_sign': [],
}
print(f"\nTraining MMM-Diffusion Model v2")
print(f" Device: {device}")
print(f" Samples: {len(dataset)}, Batch size: {batch_size}")
print(f" Epochs: {n_epochs}, LR: {lr}")
print(f" Model params: {sum(p.numel() for p in model.parameters()):,}")
print(f" Diffusion steps: {model.T_diff}")
print(f" NEW losses: sales_recon, spectral, contribution_match")
print("-" * 70)
step = 0
best_loss = float('inf')
for epoch in range(n_epochs):
model.train()
epoch_losses = {k: [] for k in history}
for batch in dataloader:
batch = {k: v.to(device) for k, v in batch.items()}
losses = model.forward_train(batch, dataset_ref=dataset, epoch=epoch, total_epochs=n_epochs)
optimizer.zero_grad()
losses['loss'].backward()
torch.nn.utils.clip_grad_norm_(model.parameters(), 1.0)
optimizer.step()
scheduler.step() # step-level scheduling for warmup
for k in history:
val = losses[k].item() if isinstance(losses[k], torch.Tensor) else losses[k]
epoch_losses[k].append(val)
step += 1
if step % log_every == 0:
avg = {k: np.mean(v[-log_every:]) for k, v in epoch_losses.items() if v}
print(f" Step {step:5d} | loss={avg['loss']:.4f} "
f"camp={avg['loss_campaign']:.4f} chan={avg['loss_channel']:.4f} "
f"sales={avg.get('loss_sales', 0):.4f} spec={avg.get('loss_spectral', 0):.4f} "
f"temp={avg.get('loss_temporal', 0):.4f} contr={avg.get('loss_contrib', 0):.4f}")
# scheduler steps per-batch above
avg = {k: np.mean(v) for k, v in epoch_losses.items() if v}
for k, v in avg.items():
history[k].append(v)
if avg['loss'] < best_loss:
best_loss = avg['loss']
torch.save({
'model_state_dict': model.state_dict(),
'history': history,
'config': {
'n_media': model.n_media, 'n_ctrl': model.n_ctrl, 'T_diff': model.T_diff,
}
}, save_path.replace('.pt', '_best.pt'))
print(f"Epoch {epoch+1:3d}/{n_epochs} | loss={avg['loss']:.4f} "
f"camp={avg['loss_campaign']:.4f} chan={avg['loss_channel']:.4f} "
f"sales={avg.get('loss_sales', 0):.4f} spec={avg.get('loss_spectral', 0):.4f} "
f"lr={scheduler.get_last_lr()[0]:.6f}")
torch.save({
'model_state_dict': model.state_dict(),
'history': history,
'config': {
'n_media': model.n_media, 'n_ctrl': model.n_ctrl, 'T_diff': model.T_diff,
}
}, save_path)
print(f"\nModel saved to {save_path}")
return history
# =============================================================================
# 7. SALES DECOMPOSITION
# =============================================================================
def decompose_sales(coefficients, media_spend, controls, transformed_media=None, base_sales=None):
"""
FIX: Use transformed media (adstock+Hill) if available for accurate decomposition.
"""
T, n_total = coefficients.shape
n_media = 5
contributions = {}
total_media = np.zeros(T)
for m in range(n_media):
name = MMMDataGenerator.MEDIA_CHANNELS[m]
if transformed_media is not None:
feature = transformed_media[:, m]
else:
spend = media_spend[:, m]
feature = spend / (np.percentile(spend, 90) + 1e-10)
contrib = coefficients[:, m] * feature
contributions[name] = contrib
total_media += contrib
total_ctrl = np.zeros(T)
for c in range(3):
name = MMMDataGenerator.CONTROL_VARS[c]
contrib = coefficients[:, n_media + c] * controls[:, c]
contributions[name] = contrib
total_ctrl += contrib
contributions['Total_Media'] = total_media
contributions['Total_Controls'] = total_ctrl
if base_sales is not None:
contributions['Predicted_Sales'] = base_sales + total_media + total_ctrl
else:
contributions['Predicted_Sales'] = total_media + total_ctrl
return contributions
# =============================================================================
# 8. VISUALIZATION
# =============================================================================
def plot_training_history(history, save_path='training_history.png'):
keys_to_plot = ['loss', 'loss_campaign', 'loss_channel', 'loss_sales',
'loss_spectral', 'loss_temporal', 'loss_contrib']
keys_to_plot = [k for k in keys_to_plot if k in history and len(history[k]) > 0]
n_plots = len(keys_to_plot)
cols = 3
rows = (n_plots + cols - 1) // cols
fig, axes = plt.subplots(rows, cols, figsize=(16, 4 * rows))
axes = axes.flatten()
for i, key in enumerate(keys_to_plot):
values = history[key]
axes[i].plot(values, linewidth=1.5)
axes[i].set_title(f'{key}', fontsize=12)
axes[i].set_xlabel('Epoch')
axes[i].set_ylabel('Loss')
axes[i].grid(True, alpha=0.3)
if min(values) > 0:
axes[i].set_yscale('log')
for i in range(len(keys_to_plot), len(axes)):
axes[i].set_visible(False)
plt.suptitle('MMM-Diffusion v2 Training History', fontsize=14, fontweight='bold')
plt.tight_layout()
plt.savefig(save_path, dpi=150, bbox_inches='tight')
plt.close()
print(f"Training history plot saved to {save_path}")
def plot_coefficient_comparison(true_coeffs, pred_coeffs, channel_names, save_path='coeff_comparison.png'):
n_channels = true_coeffs.shape[1]
fig, axes = plt.subplots(n_channels, 1, figsize=(14, 2.5 * n_channels))
for i, (ax, name) in enumerate(zip(axes, channel_names)):
ax.plot(true_coeffs[:, i], 'b-', label='Ground Truth', linewidth=1.5)
ax.plot(pred_coeffs[:, i], 'r--', label='Predicted', linewidth=1.5, alpha=0.8)
ax.set_title(f'{name} — Time-Varying Coefficient', fontsize=11)
ax.legend(fontsize=9)
ax.grid(True, alpha=0.3)
if i < 5:
ax.axhline(y=0, color='gray', linestyle=':', alpha=0.5)
ax.set_ylabel('β (≥0)')
else:
ax.set_ylabel('β')
axes[-1].set_xlabel('Week')
plt.suptitle('MMM-Diffusion v2: Coefficient Prediction Quality', fontsize=14, fontweight='bold')
plt.tight_layout()
plt.savefig(save_path, dpi=150, bbox_inches='tight')
plt.close()
print(f"Coefficient comparison plot saved to {save_path}")
def plot_sales_decomposition(contributions, total_sales, save_path='sales_decomposition.png'):
fig, axes = plt.subplots(2, 1, figsize=(14, 10))
ax = axes[0]
weeks = np.arange(len(total_sales))
media_names = MMMDataGenerator.MEDIA_CHANNELS
colors = plt.cm.Set2(np.linspace(0, 1, len(media_names)))
bottom = np.zeros(len(total_sales))
for name, color in zip(media_names, colors):
vals = np.maximum(contributions[name], 0)
ax.fill_between(weeks, bottom, bottom + vals, alpha=0.7, label=name, color=color)
bottom += vals
ax.plot(weeks, total_sales, 'k-', linewidth=2, label='Total Sales', alpha=0.8)
ax.set_title('Sales Decomposition: Media Channel Contributions', fontsize=12)
ax.legend(loc='upper left', fontsize=9)
ax.set_xlabel('Week')
ax.set_ylabel('Sales Contribution')
ax.grid(True, alpha=0.3)
ax = axes[1]
ax.plot(weeks, total_sales, 'b-', linewidth=2, label='Actual Sales')
if 'Predicted_Sales' in contributions:
ax.plot(weeks, contributions['Predicted_Sales'], 'r--', linewidth=2,
label='Predicted (Base + Media + Controls)', alpha=0.8)
# Add R² annotation
ss_res = np.sum((total_sales - contributions['Predicted_Sales'])**2)
ss_tot = np.sum((total_sales - total_sales.mean())**2)
r2 = 1 - ss_res / (ss_tot + 1e-10)
mape = np.mean(np.abs(total_sales - contributions['Predicted_Sales']) / (np.abs(total_sales) + 1e-10)) * 100
ax.text(0.02, 0.95, f'R² = {r2:.4f}\nMAPE = {mape:.1f}%',
transform=ax.transAxes, fontsize=11, verticalalignment='top',
bbox=dict(boxstyle='round', facecolor='wheat', alpha=0.8))
ax.set_title('Total Sales: Actual vs Predicted Decomposition', fontsize=12)
ax.legend(fontsize=10)
ax.set_xlabel('Week')
ax.set_ylabel('Sales')
ax.grid(True, alpha=0.3)
plt.suptitle('MMM-Diffusion v2: Sales Decomposition', fontsize=14, fontweight='bold')
plt.tight_layout()
plt.savefig(save_path, dpi=150, bbox_inches='tight')
plt.close()
print(f"Sales decomposition plot saved to {save_path}")
# =============================================================================
# 9. MAIN
# =============================================================================
def main():
import time
device = 'cuda' if torch.cuda.is_available() else 'cpu'
print(f"=" * 70)
print(f"MMM-DIFFUSION v2: Fixed Sales Alignment + Coefficient Dynamics")
print(f"Device: {device}")
print(f"=" * 70)
# ---- Step 1: Generate synthetic data ----
print("\n[1/5] Generating synthetic MMM data (higher volatility)...")
t0 = time.time()
gen = MMMDataGenerator(n_weeks=104, seed=42)
n_train = 800
n_val = 50
train_samples = gen.generate_dataset(n_train)
val_samples = gen.generate_dataset(n_val)
print(f" Generated {n_train} train + {n_val} val scenarios")
print(f" Each: {gen.n_weeks} weeks, {gen.n_media} media + {gen.n_ctrl} control vars")
print(f" Time: {time.time()-t0:.1f}s")
# Quick audit
sample = train_samples[0]
coeffs = sample['true_coefficients']
print(f"\n Data audit:")
print(f" Media spend shape: {sample['media_spend'].shape}")
print(f" Media coeff range: [{coeffs[:,:5].min():.4f}, {coeffs[:,:5].max():.4f}]")
print(f" Media coeff std per channel: {coeffs[:,:5].std(axis=0).round(4)}")
print(f" Ctrl coeff range: [{coeffs[:,5:].min():.2f}, {coeffs[:,5:].max():.2f}]")
print(f" All media coeffs positive: {(coeffs[:,:5] > 0).all()}")
print(f" Sales range: [{sample['total_sales'].min():.1f}, {sample['total_sales'].max():.1f}]")
# Check temporal variation (std of first-differences)
media_diffs = np.diff(coeffs[:, :5], axis=0)
print(f" Media coeff Δ std (temporal variation): {media_diffs.std(axis=0).round(5)}")
# ---- Step 2: Create datasets ----
print("\n[2/5] Creating training datasets...")
train_dataset = MMMDiffusionDataset(train_samples, normalize=True)
val_dataset = MMMDiffusionDataset(val_samples, normalize=True)
item = train_dataset[0]
print(f" Conditioning shape: {item['conditioning'].shape}")
print(f" Coefficients shape: {item['coefficients'].shape}")
print(f" Transformed media shape: {item['transformed_media'].shape}")
# ---- Step 3: Build model ----
print("\n[3/5] Building MMM-Diffusion v2 model...")
T_DIFF = 500
model = MMMDiffusionModel(
n_media=5, n_ctrl=3,
d_model_campaign=192,
d_model_channel=256,
n_layers_campaign=4,
n_layers_channel=6,
T_diff=T_DIFF,
)
total_params = sum(p.numel() for p in model.parameters())
print(f" Total parameters: {total_params:,}")
print(f" Campaign denoiser: {sum(p.numel() for p in model.campaign_denoiser.parameters()):,}")
print(f" Channel denoiser: {sum(p.numel() for p in model.channel_denoiser.parameters()):,}")
print(f" Diffusion steps: {T_DIFF}")
# ---- Step 4: Train ----
print("\n[4/5] Training...")
N_EPOCHS = 150
BATCH_SIZE = 32 if device == 'cuda' else 8
LR = 3e-4
history = train_mmm_diffusion(
model, train_dataset,
n_epochs=N_EPOCHS,
batch_size=BATCH_SIZE,
lr=LR,
device=device,
log_every=25,
save_path='/app/mmm_diffusion_model_v2.pt',
)
plot_training_history(history, save_path='/app/training_history.png')
# ---- Step 5: Validate ----
print("\n[5/5] Validation...")
# Load best model
best_ckpt = torch.load('/app/mmm_diffusion_model_v2_best.pt', map_location=device, weights_only=False)
model.load_state_dict(best_ckpt['model_state_dict'])
model.eval()
model = model.to(device)
# Evaluate on multiple validation samples
all_corrs = []
for val_idx in range(min(10, len(val_samples))):
val_item = val_dataset[val_idx]
cond = val_item['conditioning'].unsqueeze(0).to(device)
true_coeffs_norm = val_item['coefficients'].unsqueeze(0)
pred_coeffs_norm = model.sample(cond, n_steps=T_DIFF, constraint_every_k=5)
pred_coeffs = val_dataset.decode_coefficients(pred_coeffs_norm.cpu())
true_coeffs = val_dataset.decode_coefficients(true_coeffs_norm)
pred_np = pred_coeffs[0].numpy()
true_np = true_coeffs[0].numpy()
sample_corrs = []
for i in range(8):
corr = np.corrcoef(true_np[:, i], pred_np[:, i])[0, 1]
sample_corrs.append(corr)
all_corrs.append(sample_corrs)
all_corrs = np.array(all_corrs)
channel_names = MMMDataGenerator.MEDIA_CHANNELS + MMMDataGenerator.CONTROL_VARS
print(f"\n Average per-channel correlation (over {len(all_corrs)} val samples):")
for i, name in enumerate(channel_names):
mean_corr = np.nanmean(all_corrs[:, i])
std_corr = np.nanstd(all_corrs[:, i])
print(f" {name:20s}: corr={mean_corr:.3f} ± {std_corr:.3f}")
# Detailed analysis on first sample
val_item = val_dataset[0]
cond = val_item['conditioning'].unsqueeze(0).to(device)
true_coeffs_norm = val_item['coefficients'].unsqueeze(0)
pred_coeffs_norm = model.sample(cond, n_steps=T_DIFF, constraint_every_k=5)
pred_coeffs = val_dataset.decode_coefficients(pred_coeffs_norm.cpu())
true_coeffs = val_dataset.decode_coefficients(true_coeffs_norm)
pred_np = pred_coeffs[0].numpy()
true_np = true_coeffs[0].numpy()
print(f"\n Constraint check (sample 0):")
print(f" Media coefficients all positive: {(pred_np[:, :5] > 0).all()}")
print(f" Media coeff range: [{pred_np[:,:5].min():.6f}, {pred_np[:,:5].max():.6f}]")
# Check temporal variation of predictions vs GT
pred_media_diffs = np.diff(pred_np[:, :5], axis=0)
true_media_diffs = np.diff(true_np[:, :5], axis=0)
print(f"\n Temporal variation (std of first-differences):")
print(f" GT media Δ std: {true_media_diffs.std(axis=0).round(5)}")
print(f" Pred media Δ std: {pred_media_diffs.std(axis=0).round(5)}")
ratio = pred_media_diffs.std(axis=0) / (true_media_diffs.std(axis=0) + 1e-10)
print(f" Ratio pred/GT: {ratio.round(3)} (want close to 1.0)")
# Plot
plot_coefficient_comparison(
true_np, pred_np, channel_names,
save_path='/app/coeff_comparison.png'
)
# Sales decomposition with proper transformed media
val_raw = val_samples[0]
contributions = decompose_sales(
pred_np, val_raw['media_spend'], val_raw['controls'],
transformed_media=val_raw['transformed_media'],
base_sales=val_raw['base_sales'],
)
# Also compute GT decomposition for comparison
gt_contributions = decompose_sales(
true_np, val_raw['media_spend'], val_raw['controls'],
transformed_media=val_raw['transformed_media'],
base_sales=val_raw['base_sales'],
)
plot_sales_decomposition(
contributions, val_raw['total_sales'],
save_path='/app/sales_decomposition.png'
)
# Sales alignment metrics
pred_sales = contributions['Predicted_Sales']
actual_sales = val_raw['total_sales']
ss_res = np.sum((actual_sales - pred_sales)**2)
ss_tot = np.sum((actual_sales - actual_sales.mean())**2)
r2 = 1 - ss_res / (ss_tot + 1e-10)
mape = np.mean(np.abs(actual_sales - pred_sales) / (np.abs(actual_sales) + 1e-10)) * 100
print(f"\n Sales Alignment:")
print(f" R² = {r2:.4f}")
print(f" MAPE = {mape:.1f}%")
print(f" Actual sales range: [{actual_sales.min():.0f}, {actual_sales.max():.0f}]")
print(f" Predicted sales range: [{pred_sales.min():.0f}, {pred_sales.max():.0f}]")
print(f"\n{'='*70}")
print(f"MMM-DIFFUSION v2 COMPLETE")
print(f"{'='*70}")
print(f" Fixes applied:")
print(f" 1. Sales reconstruction loss (L_sales) — aligns predicted with actual sales")
print(f" 2. Spectral loss (L_spectral) — preserves frequency content, fights smoothing")
print(f" 3. Multi-scale temporal loss — matches velocity AND acceleration")
print(f" 4. Contribution matching loss — aligns channel-level decomposition")
print(f" 5. Higher GT coefficient volatility with regime jumps")
print(f" 6. Low-noise biased timestep sampling for better detail learning")
print(f" 7. Reduced smoothness weight (0.1 → 0.05)")
print(f" Final training loss: {history['loss'][-1]:.4f}")
print(f" Sales R²: {r2:.4f}")
return model, history, train_dataset, val_dataset
if __name__ == '__main__':
model, history, train_dataset, val_dataset = main()
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