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Performative Prediction
[article]
2021
arXiv
pre-print
When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far been neglected in supervised learning. When ignored, performativity surfaces as undesirable distribution shift, routinely addressed with retraining. We develop a risk minimization framework for performative prediction bringing together concepts from
arXiv:2002.06673v4
fatcat:t2hwimraqbb35pomikhx46rsga