Zero-regret performative prediction under inequality constraints

W Yan, X Cao - Advances in Neural Information Processing …, 2024 - proceedings.neurips.cc
Performative prediction is a recently proposed framework where predictions guide decision-
making and hence influence future data distributions. Such performative phenomena are …

Outside the echo chamber: Optimizing the performative risk

JP Miller, JC Perdomo, T Zrnic - International Conference on …, 2021 - proceedings.mlr.press
In performative prediction, predictions guide decision-making and hence can influence the
distribution of future data. To date, work on performative prediction has focused on finding …

Optimizing the performative risk under weak convexity assumptions

Y Zhao - arXiv preprint arXiv:2209.00771, 2022 - arxiv.org
In performative prediction, a predictive model impacts the distribution that generates future
data, a phenomenon that is being ignored in classical supervised learning. In this closed …

Stochastic optimization for performative prediction

C Mendler-Dünner, J Perdomo… - Advances in Neural …, 2020 - proceedings.neurips.cc
In performative prediction, the choice of a model influences the distribution of future data,
typically through actions taken based on the model's predictions. We initiate the study of …

Plug-in performative optimization

L Lin, T Zrnic - arXiv preprint arXiv:2305.18728, 2023 - arxiv.org
When predictions are performative, the choice of which predictor to deploy influences the
distribution of future observations. The overarching goal in learning under performativity is to …

Stochastic Optimization Schemes for Performative Prediction with Nonconvex Loss

Q Li, HT Wai - arXiv preprint arXiv:2405.17922, 2024 - arxiv.org
This paper studies a risk minimization problem with decision dependent data distribution.
The problem pertains to the performative prediction setting where a trained model can affect …

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

LIU Haitong, LI Qiang, HT Wai - Forty-first International Conference on … - openreview.net
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 …

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 …

Distributionally Robust Performative Optimization

Z Jia, Y Wang, R Dong, GA Hanasusanto - arXiv preprint arXiv …, 2024 - arxiv.org
In this paper, we propose a general distributionally robust framework for performative
optimization, where the selected decision can influence the probabilistic distribution of …

Regret minimization with performative feedback

M Jagadeesan, T Zrnic… - … on Machine Learning, 2022 - proceedings.mlr.press
In performative prediction, the deployment of a predictive model triggers a shift in the data
distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy …