Time Varying Media Parameters

[shubhambooking2]

I have been exploring Pymc TVP MMM modelling. So far i understand that we can incorporate time varying intercept and time varying media coefficient.

However i see that there is a single time varying media coefficient which is applied across all the media channels. Is there a way to incorporate different time varying coefficient for each media channels indiviudally? Also it would be great to understand the intution behind having a single time varying coefficient across all media channels

[williambdean]

At the moment, no way to do that besides with custom model.
We at PyMC-Labs have found them difficult to converge so the single multiplier was the implementation we went with.
It is very easy with custom models and hopefully possible via MMM class after upcoming few HSGP PRs. See #1250. Keep up with the "TVPs" label to follow or feel free to suggest your use-case in the relevant issues!