Related papers: Optimizing the Performative Risk under Weak Convex…
We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…
As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a…
Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes…
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 find a predictor that has low \emph{performative…
A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…
We propose a general approach for supervised learning with structured output spaces, such as combinatorial and polyhedral sets, that is based on minimizing estimated conditional risk functions. Given a loss function defined over pairs of…
We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…
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 a model to get feedback about the distribution it…
Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises…
Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…
Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…
This paper studies performative risk minimization, a formulation of stochastic optimization under decision-dependent distributions. We consider the general case where the performative risk can be non-convex, for which we develop efficient…
Performative prediction is a recently proposed framework where predictions guide decision-making and hence influence future data distributions. Such performative phenomena are ubiquitous in various areas, such as transportation, finance,…
In order to train networks for verified adversarial robustness, it is common to over-approximate the worst-case loss over perturbation regions, resulting in networks that attain verifiability at the expense of standard performance. As shown…
Performativity means that the deployment of a predictive model incentivizes agents to strategically adapt their behavior, thereby inducing a model-dependent distribution shift. Practitioners often repeatedly retrain the model on data…
Performative predictions are forecasts which influence the outcomes they aim to predict, undermining the existence of correct forecasts and standard methods of elicitation and estimation. We show that conditioning forecasts on covariates…
We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…
While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…
Decision-makers often act in response to data-driven predictions, with the goal of achieving favorable outcomes. In such settings, predictions don't passively forecast the future; instead, predictions actively shape the distribution of…
Prescriptive process monitoring methods seek to optimize the performance of business processes by triggering interventions at runtime, thereby increasing the probability of positive case outcomes. These interventions are triggered according…