Custom optimizer constraints

[cetagostini]

Description

Allowing optimizer to use custom constraints around any intermediate variable (e.g: Response, Specific channel contributions or budgets).

Build on top of #1357 by @ricardoV94

Related Issue

• Closes Making optimizer pymc model agnostic #1331
• Related to Budget optimizer refactor #1357

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Modules affected

• MMM
• CLV
• Customer Choice

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify):

---

📚 Documentation preview 📚: https://pymc-marketing--1358.org.readthedocs.build/en/1358/

[wd60622]

How about defining the types a bit more

class Constraint: 
    key: str
    constraint_type: Literal["eq", ...]
    sym_fun: Callable[[], pt.TensorVariable]
    sym_jac: Callable[[], pt.TensorVariable]
    
# Then can use like
constraints: list[Constraint] = [...]

Otherwise, functions like compile_constraints_for_scipy are quite hard to read

[ricardoV94]

sym_jac won't stay if it's still there btw

[codecov]

Codecov Report

Attention: Patch coverage is 19.72789% with 118 lines in your changes missing coverage. Please review.

Project coverage is 54.96%. Comparing base (7dfa955) to head (17c86f1).
Report is 2 commits behind head on main.

Files with missing lines	Patch %	Lines
pymc_marketing/mmm/budget_optimizer.py	18.09%	86 Missing ⚠️
pymc_marketing/mmm/constraints.py	25.80%	23 Missing ⚠️
pymc_marketing/mmm/mmm.py	18.18%	9 Missing ⚠️

❗ There is a different number of reports uploaded between BASE (7dfa955) and HEAD (17c86f1). Click for more details.

HEAD has 6 uploads less than BASE

Flag	BASE (7dfa955)	HEAD (17c86f1)
	11	5

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #1358       +/-   ##
===========================================
- Coverage   95.31%   54.96%   -40.36%     
===========================================
  Files          47       48        +1     
  Lines        4912     5007       +95     
===========================================
- Hits         4682     2752     -1930     
- Misses        230     2255     +2025     

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[wd60622]

Where there any closing issues for this?

[ricardoV94]

The changes are so big that we probably will just skip #1357 to keep our sanity