time_slice_cross_validation#

Time-slice cross-validation utilities for PyMC-Marketing MMM.

This module provides the TimeSliceCrossValidator which can run rolling time-slice cross-validation for media-mix models built with the library. The validator does not retain a fitted MMM instance; models may be constructed per-fold from a YAML configuration or supplied to run().

Classes

TimeSliceCrossValidationResult(X_train, ...)

Container for the results of one time-slice CV step.

TimeSliceCrossValidator(n_init, ...[, ...])

Time-Slice Cross Validator for Media Mix Models (MMM).
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