Allow for HSGP Component in MMM class

[wd60622]

Following #1246, these components should be integrated into the MMM class.

This might also support the previous boolean flags for time_varying_intercept and time_varying_media but also include passing of either of the classes, HSGP or HSGPPeriodic

from pymc_marketing.prior import Prior
from pymc_marketing.mmm import MMM, HSGPPeriodic, GeometricAdstock, LogisticSaturation

media_hsgp = HSGPPeriodic(
    scale=Prior("HalfNormal", sigma=1), 
    ls=30, # days
    period=365, # days
    ...,
    dims="date",
)

mmm = MMM(
    date_column=..., 
    channel_columns=...,
    adstock=GeometricAdstock(l_max=10),
    saturation=LogisticSaturation(),
    time_varying_intercept=True, # Previous behavior or updated with HSGP behind the scenes
    time_varying_media=media_hsgp,
    ...,
)   

The complicated aspect is that the current implementation of GPs will perform a softplus transformation on that variable. Would that be explicit now? Or handled for all custom classes within the MMM class?

Thoughts on this? @juanitorduz @cetagostini

[cetagostini]

Like a lot this implementation, very similar to what I had in mind on the issue here. Lets go for it!