论文标题

在结果绩效下做出决定

Making Decisions under Outcome Performativity

论文作者

Kim, Michael P., Perdomo, Juan C.

论文摘要

决策者通常会响应数据驱动的预测,以实现有利的结果。在这种情况下,预测不会被动地预测未来。取而代之的是,预测积极地塑造了他们要预测的结果的分布。这种表演性预测设置为学习“最佳”决策规则提出了新的挑战。特别是,现有的解决方案概念并不能准确地预测结果的目标与方向个人以实现理想的结果之间的明显张力。 为了应付这种关注,我们引入了一个新的最优概念 - 表演般的全能 - 根据监督(不良)学习设置进行了改编。表现式全插曲器是一个单一的预测指标,它同时编码许多可能竞争的目标的最佳决策规则。我们的主要结果表明,在表现性预测的自然限制下,我们称之为结果表现。在技​​术层面上,我们的结果遵循仔细概述结果表现环境的结果的概念。从适当的表演性OI概念中,我们恢复了许多已知在监督环境中的后果,例如Omniprediction和Posensical适应性。

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 introduce a new optimality concept -- performative omniprediction -- adapted from the supervised (non-performative) learning setting. A performative omnipredictor is a single predictor that simultaneously encodes the optimal decision rule with respect to many possibly-competing objectives. Our main result demonstrates that efficient performative omnipredictors exist, under a natural restriction of performative prediction, which we call outcome performativity. On a technical level, our results follow by carefully generalizing the notion of outcome indistinguishability to the outcome performative setting. From an appropriate notion of Performative OI, we recover many consequences known to hold in the supervised setting, such as omniprediction and universal adaptability.

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