Script 33: Campaign ROAS Outlier Tagging

Purpose

Tag campaigns if their ROAS is much lower than their peers in the same account.

To Elaborate

The Python script aims to identify campaigns that have a significantly lower Return on Ad Spend (ROAS) compared to other campaigns in the same account. It uses a 30-day lookback period, excluding the most recent 3 days, to calculate the ROAS for each campaign. The script then compares the ROAS of each campaign to the average ROAS of all campaigns in the same account. If a campaign’s ROAS is significantly lower than the account average, it is tagged as an anomaly.

The key business rules of this script are:

  • Use a 30-day lookback period to calculate ROAS.
  • Exclude the most recent 3 days from the lookback period.
  • Compare each campaign’s ROAS to the average ROAS of all campaigns in the same account.
  • Tag campaigns as anomalies if their ROAS is significantly lower than the account average.

Walking Through the Code

  1. The script starts by defining column constants for the input and output data.
  2. It creates an empty column in the output dataframe for automation information.
  3. The script performs data preparation by filtering the input dataframe based on a 30-day lookback period, excluding the most recent 3 days.
  4. It reduces the dataframe to only the necessary columns for analysis.
  5. The script groups the data by account and campaign and calculates the sum of relevant metrics.
  6. Rows without cost are removed from the dataframe.
  7. The dataframe is indexed by account and sorted.
  8. Features such as cost per conversion, ROAS, conversion rate, and average CPC are calculated.
  9. The script defines functions for finding anomalies using the Interquartile Range (IRQ) method.
  10. Another function is defined to find anomalies for a given dataframe and list of features using the IRQ method.
  11. The script then checks for ROAS anomalies for each account by calling the find_peer_anomaly function.
  12. If ROAS anomalies are found, they are printed along with relevant information.
  13. The script prepares the output dataframe by selecting the relevant columns.
  14. If no anomalies are found, a message is printed.
  15. The output dataframe is printed.

Vitals

  • Script ID : 33
  • Client ID / Customer ID: 1306920543 / 60268855
  • Action Type: Bulk Upload (Preview)
  • Item Changed: Campaign
  • Output Columns: Account, Campaign, AUTOMATION - INFO
  • Linked Datasource: M1 Report
  • Reference Datasource: None
  • Owner: Michael Huang (mhuang@marinsoftware.com)
  • Created by Michael Huang on 2023-03-24 07:14
  • Last Updated by Michael Huang on 2023-12-06 04:01
> See it in Action

Python Code

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#
# Tag Campaign if ROAS performance is abnormally low within Account
#
#
# Author: Michael S. Huang
# Date: 2023-03-24

RPT_COL_CAMPAIGN = 'Campaign'
RPT_COL_DATE = 'Date'
RPT_COL_ACCOUNT = 'Account'
RPT_COL_CAMPAIGN_ID = 'Campaign ID'
RPT_COL_CAMPAIGN_TYPE = 'Campaign Type'
RPT_COL_CAMPAIGN_STATUS = 'Campaign Status'
RPT_COL_PUB_COST = 'Pub. Cost $'
RPT_COL_COST_PER_CONV = 'Cost/Conv. $'
RPT_COL_ROAS = 'ROAS'
RPT_COL_AVG_CPC = 'Avg. CPC $'
RPT_COL_CONV_RATE = 'Conv. Rate %'
RPT_COL_CTR = 'CTR %'
RPT_COL_CONV = 'Conv.'
RPT_COL_REVENUE = 'Revenue $'
RPT_COL_SEARCH_LOSTTOPISBUDGET = 'Search Lost Top IS (Budget) %'
RPT_COL_SEARCH_LOSTTOPISRANK = 'Search Lost Top IS (Rank) %'
RPT_COL_LOST_IMPRSHAREBUDGET = 'Lost Impr. Share (Budget) %'
RPT_COL_LOST_IMPRSHARERANK = 'Lost Impr. Share (Rank) %'
RPT_COL_DAILY_BUDGET = 'Daily Budget'
RPT_COL_AVG_BID = 'Avg. Bid $'
RPT_COL_HIST_QS = 'Hist. QS'
RPT_COL_IMPR = 'Impr.'
RPT_COL_CLICKS = 'Clicks'
BULK_COL_ACCOUNT = 'Account'
BULK_COL_CAMPAIGN = 'Campaign'
BULK_COL_AUTOMATION_INFO = 'AUTOMATION - INFO'

outputDf[BULK_COL_AUTOMATION_INFO] = numpy.nan

## Data Prep

print(inputDf[RPT_COL_DATE].min(), inputDf[RPT_COL_DATE].max())

# 30-day lookback without most recent 3 days due to conversion lag
start_date = pd.to_datetime(datetime.date.today() - datetime.timedelta(days=33))
end_date = pd.to_datetime(datetime.date.today() - datetime.timedelta(days=3))

df_reduced = inputDf[ (inputDf[RPT_COL_DATE] >= start_date) & (inputDf[RPT_COL_DATE] <= end_date) ]

if (df_reduced.shape[0] > 0):
    print("reduced dates\\n", min(df_reduced[RPT_COL_DATE]), max(df_reduced[RPT_COL_DATE]))
else:
    print("no more input to process")

# reduce to needed columns
df_reduced = df_reduced[[RPT_COL_ACCOUNT, RPT_COL_CAMPAIGN, RPT_COL_DATE, RPT_COL_PUB_COST, RPT_COL_CONV, RPT_COL_REVENUE, RPT_COL_CLICKS]].copy()

# sum metics across dates
df_campaign_perf = df_reduced.groupby([RPT_COL_ACCOUNT, RPT_COL_CAMPAIGN]).sum()

# remove rows without cost 
df_campaign_perf = df_campaign_perf[(df_campaign_perf[RPT_COL_PUB_COST] > 0)]

# index by account
df_campaign_perf = df_campaign_perf.reset_index().set_index([RPT_COL_ACCOUNT]).sort_index()

# calculate features
df_campaign_perf[RPT_COL_COST_PER_CONV] = (df_campaign_perf[RPT_COL_PUB_COST] / df_campaign_perf[RPT_COL_CONV])
df_campaign_perf[RPT_COL_ROAS] = df_campaign_perf[RPT_COL_REVENUE] / df_campaign_perf[RPT_COL_PUB_COST]
df_campaign_perf[RPT_COL_CONV_RATE] = df_campaign_perf[RPT_COL_CONV] / df_campaign_perf[RPT_COL_CLICKS]
df_campaign_perf[RPT_COL_AVG_CPC] = (df_campaign_perf[RPT_COL_PUB_COST] / df_campaign_perf[RPT_COL_CLICKS])


## Define Anomaly Fuctions

# Finds anomalies using a certain function (e.g. sigma rule, IRQ etc.)
# data: DataFrame
#     Dataset with features
# func: func
#     Function to use to find anomalies
# features: list
#     Feature list
# thresh: int
#     Threshold value (e.g. 2/3 * sigma, 2/3 * IRQ)
# Returns: tuple
def get_feature_anomalies(data, func, features=None, thresh=3):

    if features:
        features_to_check = features
    else:
        features_to_check = data.columns 
        
    outliers_over = pd.Series(data=[False] * data.shape[0], index=data[features_to_check].index, name='is_outlier')
    outliers_under = pd.Series(data=[False] * data.shape[0], index=data[features_to_check].index, name='is_outlier')

    anomalies_summary = {}
    for feature in features_to_check:
        anomalies_mask_over, anomalies_mask_under, upper_bound, lower_bound = func(data, feature, thresh=thresh)
        anomalies_mask_combined = pd.concat([anomalies_mask_over, anomalies_mask_under], axis=1).any(1)
        anomalies_summary[feature] = [upper_bound, lower_bound, sum(anomalies_mask_combined), 100*sum(anomalies_mask_combined)/len(anomalies_mask_combined)]
        outliers_over[anomalies_mask_over[anomalies_mask_over].index] = True
        outliers_under[anomalies_mask_under[anomalies_mask_under].index] = True
        
        
    anomalies_summary = pd.DataFrame(anomalies_summary).T
    anomalies_summary.columns=['upper_bound', 'lower_bound', 'anomalies_count', 'anomalies_percentage']
    
    anomalies_ration = round(anomalies_summary['anomalies_percentage'].sum(), 2)
    
    return anomalies_summary, outliers_over, outliers_under

# Finds outliers/anomalies using IRQ 
# data: DataFrame
# col: str
# thresh: int
#     Number of IRQ to apply 
# Returns: Series 
#     Boolean Series Mask of outliers 
def is_anomaly_irq(data, col, thresh):

    IRQ = data[col].quantile(0.75) - data[col].quantile(0.25)
    upper_bound = data[col].quantile(0.75) + (thresh * IRQ)
    lower_bound = data[col].quantile(0.25) - (thresh * IRQ)
    anomalies_mask_over = data[col] > upper_bound
    anomalies_mask_under = data[col] < lower_bound
#     print("Anomalies mask: ", (anomalies_mask_over, anomalies_mask_under))
    
    return anomalies_mask_over, anomalies_mask_under, upper_bound, lower_bound

def find_peer_anomaly(df_slice, features, irq_threshold=1.8, outliers_desired=(True, True)):
    
    (want_outliers_over, want_outliers_under) = outliers_desired
   
    if (df_slice.shape[0] < 3):
        return
    
    idx = df_slice.index.unique()
    
    df_slice.reset_index(inplace=True)
    
    anomalies_summary_irq, outlier_over_irq, outlier_under_irq = get_feature_anomalies( \
                df_slice, \
                func=is_anomaly_irq, \
                features=features, \
                thresh=irq_threshold)
    
    median_cost = df_slice[RPT_COL_PUB_COST].median()
    
    
    # include over/under outliers as desired
    is_outlier_irq = np.logical_or(
                        np.logical_and(want_outliers_over, outlier_over_irq),
                        np.logical_and(want_outliers_under, outlier_under_irq)
    )
    
    
    # ignore anomaly from low spend adgroups (greater than campaign median)
    is_outlier_irq = np.logical_and(is_outlier_irq, df_slice[RPT_COL_PUB_COST] > median_cost)
    
    if sum(is_outlier_irq) > 0:
        print(">>> ANOMALY", idx)
        print(anomalies_summary_irq)
        cols = [RPT_COL_CAMPAIGN, RPT_COL_PUB_COST, RPT_COL_CONV, RPT_COL_REVENUE] + features
        print(df_slice.loc[is_outlier_irq, cols])
        
    return is_outlier_irq

## Find ROAS Anomalies

print("input shape:", df_campaign_perf.shape)
df_anomalies = pd.DataFrame()

# annotate via Marin Dimensions
def rowFunc(row):
    return '{}: ROAS {:,.2f} is much lower than account avg {:,.2f}'.format(
        row[RPT_COL_ROAS], \
        row[RPT_COL_ROAS + '_median'],
        datetime.date.today()
    )

for account_idx in df_campaign_perf.index.unique():
    df_account = df_campaign_perf.loc[[account_idx]].copy()
    df_account[RPT_COL_ROAS + '_median'] = df_account[RPT_COL_ROAS].mean()
    df_account[BULK_COL_AUTOMATION_INFO] = np.nan
    # dump data used for anomaly detection
    print("checking account: ", account_idx, tableize(df_account))
    outliers = find_peer_anomaly(df_account, [RPT_COL_ROAS], irq_threshold=0.75, outliers_desired=(False,True))

    if outliers is not None and sum(outliers) > 0:
        df_outliers = df_account.loc[outliers].copy()
        df_outliers[BULK_COL_AUTOMATION_INFO] = df_outliers.apply(rowFunc, axis=1)
        print(df_outliers)
        df_anomalies = pd.concat([df_anomalies, df_outliers], axis=0)

## Prepare Output
if not df_anomalies.empty:
    print(tableize(df_anomalies))
    outputDf = df_anomalies[[RPT_COL_ACCOUNT, RPT_COL_CAMPAIGN, BULK_COL_AUTOMATION_INFO]]
else:
    print("No anomalies found!")
    outputDf = outputDf.iloc[0:0]

Post generated on 2024-05-15 07:44:05 GMT

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