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Making Decisions under Outcome Performativity. (arXiv:2210.01745v1 [cs.LG])
Oct. 5, 2022, 1:13 a.m. | Michael P. Kim, Juan C. Perdomo
stat.ML updates on arXiv.org arxiv.org
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 outcomes they are meant to predict. This performative
prediction setting raises new challenges for learning "optimal" decision rules.
In particular, existing solution concepts do not address the apparent tension
between the goals of forecasting outcomes accurately and steering individuals
to achieve desirable outcomes.
To contend with this concern, we …
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