Related papers: The Stability of Online Algorithms in Performative…
Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and limited model information, namely, the input-output…
This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…
Machine learning models are increasingly used in high-stakes domains where their predictions can actively shape the environments in which they operate, a phenomenon known as performative prediction. This dynamic, in which the deployment of…
This paper proposes a unifying design framework for dynamic feedback controllers that track solution trajectories of time-varying generalized equations, such as local minimizers of nonlinear programs or competitive equilibria (e.g., Nash)…
When a prediction algorithm serves a collection of users, disparities in prediction quality are likely to emerge. If users respond to accurate predictions by increasing engagement, inviting friends, or adopting trends, repeated learning…
Recommender systems operate in an inherently dynamical setting. Past recommendations influence future behavior, including which data points are observed and how user preferences change. However, experimenting in production systems with real…
As attribution-based explanation methods are increasingly used to establish model trustworthiness in high-stakes situations, it is critical to ensure that these explanations are stable, e.g., robust to infinitesimal perturbations to an…
In this work we analyze and bound the effect of modeling errors on the stabilization of pure states or subspaces for quantum stochastic evolutions. Different approaches are used for open-loop and feedback control protocols. For both, we…
We study stochastic optimization in the context of performative shifts, where the data distribution changes in response to the deployed model. We demonstrate that naive retraining can be provably suboptimal even for simple distribution…
Time-varying systems are a challenge in many scientific and engineering areas. Usually, estimation of time-varying parameters or signals must be performed online, which calls for the development of responsive online algorithms. In this…
Widespread deployment of societal-scale machine learning systems necessitates a thorough understanding of the resulting long-term effects these systems have on their environment, including loss of trustworthiness, bias amplification, and…
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…
We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…
Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically,…
We present a design framework to induce stable oscillations through mixed feedback control. We provide conditions on the feedback gain and on the balance between positive and negative feedback contributions to guarantee robust oscillations.…
In adaptive dynamical networks, the dynamics of the nodes and the edges influence each other. We show that we can treat such systems as a closed feedback loop between edge and node dynamics. Using recent advances on the stability of…
Learning in multi-agent environments is difficult due to the non-stationarity introduced by an opponent's or partner's changing behaviors. Instead of reactively adapting to the other agent's (opponent or partner) behavior, we propose an…
For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…
We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…