シンプルな数理モデルでビジネス課題を解決する / Japan.R 2021
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森下光之助
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2021/12/4 Japan.R 2021 @dropout009
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TVISION INSIGHTS Twitter: @dropout009 Speaker Deck: dropout009 Blog: https://dropout009.hatenablog.com/
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CM
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CM
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0 してない 1 してない 2 してる 2 してる … … 0 20% 1 50% 2 70% 3 80% … …
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TVISION INSIGHTS CM CM • • CM CM
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CM 0 1 2 2 … してない してない してる してる …
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CM • 𝑖 𝑖 = 1, … , 𝑁 • 𝐴! 𝑖 CM 1 0 • 𝑎 CM 𝑎 = 1 𝑁 % !"# $ 𝐴! CM
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CM 𝔼 𝑎 = 𝔼 1 𝑁 * !"# $ 𝐴! = 1 𝑁 * !"# $ 𝔼 𝐴! = 1 𝑁 * !"# $ Pr(𝐴! = 1) = 1 𝑁 * !"# $ * %"& ' ( Pr(𝐴! = 1 ∣ 𝐹! = 𝑓) Pr(𝐹! = 𝑓) 𝑖 CM 𝑓 CM 𝐹! 𝑖 CM 𝐹! = 1, … , 2 𝐹 𝑖 CM 𝑓
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𝔼 𝑎 = * %"& ' ( Pr(𝐴 = 1 ∣ 𝐹 = 𝑓) Pr(𝐹 = 𝑓) CM 𝑓 CM CM 𝑓 CM • • 𝔼 𝑎 ∣ 𝑆 = 𝑠 = ∑%"& ' ( Pr(𝐴 = 1 ∣ 𝐹 = 𝑓, 𝑆 = 𝑠) Pr(𝐹 = 𝑓 ∣ 𝑆 = 𝑠))
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CM 𝑎) = * %"& ' ( 𝛽% 𝑠%,) + 𝜖) • 𝑡 𝑡 = 1, … , 𝑇 • 𝑎) 𝑡 CM • 𝑠%,) 𝑡 𝑓 • 𝛽% 𝑓 CM • 𝜖) CM 𝑇 𝔼 𝑎 = $ !"# $ % Pr(𝐴 = 1 ∣ 𝐹 = 𝑓) Pr(𝐹 = 𝑓)
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min +!,…,+" # * )"# - 𝑎) − * %"& ' ( 𝛽%𝑠%,) . s. t. 0 ≤ 𝛽& ≤ 𝛽# ≤ ⋯ ≤ 𝛽' ( ≤ 1 • 𝛽% 0 1 • CM 𝛽& ≤ 𝛽# ≤ ⋯ ≤ 𝛽' (
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Pr 𝐴 = 1 ∣ 𝐹 = 𝑓 = 1 − 1 − 𝜃 1 − 𝜋 # CM • 𝜃 • CM 1 CM 𝜋 𝑓 1 − 𝜋 % • CM 1
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𝑎) = * %"& ' ( 1 − 1 − 𝜃 1 − 𝜋 % 𝑠%,) + 𝜖) = 1 − 1 − 𝜃 * %"& ' ( 1 − 𝜋 %𝑠%,) + 𝜖) • 𝑡 𝑡 = 1, … , 𝑇 • 𝑎) 𝑡 CM • 𝑠%,) 𝑡 𝑓 • 𝜃 • 𝜋 CM 1 CM • 𝜖) 𝔼 𝑎 = $ !"# $ % Pr(𝐴 = 1 ∣ 𝐹 = 𝑓) Pr(𝐹 = 𝑓)
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# A tibble: 20 × 8 t awareness_prop s_0 s_1 s_2 s_3 s_4 s_5 1 1 0.446 0.500 0.500 0 0 0 0 2 2 0.639 0.247 0.499 0.254 0 0 0 3 3 0.746 0.122 0.373 0.376 0.128 0 0 4 4 0.814 0.0624 0.249 0.370 0.249 0.0692 0 5 5 0.852 0.0353 0.156 0.303 0.308 0.163 0.0342
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min &!,…,&" # $ )"* + 𝑎) − $ !"# $ % 𝛽! 𝑠!,) , s. t. 0 ≤ 𝛽# ≤ 𝛽* ≤ ⋯ ≤ 𝛽$ % ≤ 1
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NLS awareness_prop ~ 1 – (1 - theta) * (1 - pi)^0 * s_0 - (1 - theta) * (1 - pi)^1 * s_1 - (1 - theta) * (1 - pi)^2 * s_2 - (1 - theta) * (1 - pi)^3 * s_3 - (1 - theta) * (1 - pi)^4 * s_4 - (1 - theta) * (1 - pi)^5 * s_5 𝑎! = 1 − 1 − 𝜃 ) "#$ % & 1 − 𝜋 "𝑠",! + 𝜖!
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• NLS • • 5 • 1 − 1 − 0.2 1 − 0.3 !
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• NLS • • 20 • 0.1, 0.8, 0.85, 0.9, 0.95, 1
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• CM • CM • •
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𝑎! = 1 − 1 − 𝜃 ) "#$ % & 1 − 𝜋 "𝑠",! + 𝜖! 𝜃 ∼ Beta 𝛼(, 𝛽( 𝜋 ∼ Beta 𝛼), 𝛽) 𝜖! ∼ 𝒩(0, 𝜎*) Beta 1, 1
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CM
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R