PyMC Labs to open-source MFM: prior-data fitted networks do Bayesian media mix modeling in one pass

twiecki · x · 2026-10-23

PyMC Labs principal data scientist Carlos Trujillo will present MFM (Foundation Models for Bayesian Media Mix Modeling) at ODSC AI West on Oct 28, 4:05 PM PT.

The approach builds on prior-data fitted networks (PFN): train once on simulated data, then return a posterior in a single forward pass. MFM uses this to split a brand's sales into baseline, channel, and control contributions — each with an uncertainty band — with no per-dataset fitting and no MCMC chains to diagnose.

The team says it will open-source the project; replying "MFM" to the tweet gets you notified at release.

Original post →

More from Venture

Venture channel →