Marketing Mix Modeling (MMM) is a statistical technique used to estimate the impact of marketing activities on business outcomes such as sales, revenue, or customer visits. Traditional MMM approaches often rely on linear regression or Bayesian hierarchical models that assume independence between marketing channels and struggle to capture complex temporal dynamics and non-linear saturation effects [@Chan2017; @Hanssens2005; @Ng2021Bayesian]. **DeepCausalMMM** is a Python package that addresses these limitations by combining deep learning, causal inference, and advanced marketing science. The package uses Gated Recurrent Units (GRUs) to automatically learn temporal patterns such as adstock (carryover effects) and lag, while simultaneously learning statistical dependencies and potential causal structures between marketing channels through Directed Acyclic Graph (DAG) learning [@Zheng2018NOTEARS; @Gong2024CausalMMM]. Additionally, it implements Hill equation-based saturation curves to model diminishing returns and optimize budget allocation. Key features include: (1) a data-driven design where hyperparameters and transformations (e.g., adstock decay, saturation curves) are learned or estimated from data with sensible defaults, rather than requiring fixed heuristics or manual specification, (2) multi-region modeling with both shared and region-specific parameters, (3) robust statistical methods including Huber loss and advanced regularization, (4) comprehensive response curve analysis for understanding channel saturation.

Unlike Marketing Mix Models (MMMs) which rely on scalar inputs and parametric decay functions, NNN uses rich embeddings to capture both quantitative and qualitative aspects of marketing and organic channels (e.g., search queries, ad creatives). This, combined with its attention mechanism, potentially enables NNN to model complex interactions, capture long-term effects, and improve sales attribution accuracy. We show that L1 regularization permits the use of such expressive models in typical data-constrained settings. Evaluating NNN on simulated and real-world data demonstrates its efficacy, particularly through considerable improvement in predictive power. In addition to marketing measurement, the NNN framework can provide valuable, complementary insights through model probing, such as evaluating keyword or creative effectiveness.

Marketing mix modeling (MMM) is a widely used method to assess the effectiveness of marketing campaigns and optimize marketing strategies. Bayesian MMM is an advanced approach that allows for the incorporation of prior information, uncertainty quantification, and probabilistic predictions (1). In this paper, we describe the process of building a Bayesian MMM model for the online insurance company Lemonade. We first collected data on Lemonade's marketing activities, such as online advertising, social media, and brand marketing, as well as performance data. We then used a Bayesian framework to estimate the contribution of each marketing channel on total performance, while accounting for various factors such as seasonality, market trends, and macroeconomic indicators. To validate the model, we compared its predictions with the actual performance data from A/B-testing and sliding window holdout data (2). The results showed that the predicted contribution of each marketing channel is aligned with A/B test performance and is actionable. Furthermore, we conducted several scenario analyses using convex optimization to test the sensitivity of the model to different assumptions and to evaluate the impact of changes in the marketing mix on sales. The insights gained from the model allowed Lemonade to adjust their marketing strategy and allocate their budget more effectively. Our case study demonstrates the benefits of using Bayesian MMM for marketing attribution and optimization in a data-driven company like Lemonade. The approach is flexible, interpretable, and can provide valuable insights for decision-making.