Time-timescale Derivative Free Optimization for Performative Prediction with Markovian Data

H Liu, Q Li, HT Wai - arXiv preprint arXiv:2310.05792, 2023 - arxiv.org
This paper studies the performative prediction problem where a learner aims to minimize the
expected loss with a decision-dependent data distribution. Such setting is motivated when …
被引用次数：3 相关文章

Two-timescale Derivative Free Optimization for Performative Prediction with Markovian Data

H Liu, Q Li, HT Wai - arXiv e-prints, 2023 - ui.adsabs.harvard.edu
This paper studies the performative prediction problem where a learner aims to minimize the
expected loss with a decision-dependent data distribution. Such setting is motivated when …