arXiv cs.CY· Gabriele Farina, Juan Carlos Perdomo·· 11 小时前AI 评分31
在线算法在表演性预测中的稳定性
The Stability of Online Algorithms in Performative Prediction
AI 导读
一项无条件归约证明:部署在表演性预测环境中的任何 no-regret 算法都会收敛到混合表演性稳定均衡,即模型主动塑造数据分布、使其自身预测事后看来最优。此前该领域的正面结果均需对模型影响分布的方式施加强限制,该工作借助鞅论证并允许随机化,绕开了确定性稳定模型一般 PPAD-hard 的近期硬度结果。作者还指出,这一联系解释了梯度下降等常见算法为何天然具有稳定作用、可防止反馈失控。
正文 · 原文
Abstract:The use of algorithmic predictions in decision-making leads to a feedback loop where the models we deploy actively influence the data distributions we see, and later use to retrain on. This dynamic was formalized by Perdomo et al. 2020 in their work on performative prediction. Our main result is an unconditional reduction showing that any no-regret algorithm deployed in performative settings converges to a (mixed) performatively stable equilibrium: a solution in which models actively shape data distributions in ways that their own predictions look optimal in hindsight. Prior to our work, all positive results in this area imposed strong restrictions on how models influenced distributions. By using a martingale argument and allowing randomization, we avoid any assumption on how populations respond to predictions and sidestep recent hardness results showing that deterministic stable models are in general PPAD-hard to compute. Lastly, on a more conceptual note, our connection sheds light on why common algorithms, like gradient descent, are naturally stabilizing and prevent runaway feedback loops. We hope our work enables future technical transfer of ideas between online optimization and performativity.
| Subjects: | Machine Learning (cs.LG); Computers and Society (cs.CY); Computer Science and Game Theory (cs.GT); Machine Learning (stat.ML) |
| Cite as: | arXiv:2602.24207 [cs.LG] |
| (or arXiv:2602.24207v3 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2602.24207 arXiv-issued DOI via DataCite |
Submission history
From: Juan Carlos Perdomo [view email]
[v1]
Fri, 27 Feb 2026 17:35:03 UTC (23 KB)
[v2]
Wed, 3 Jun 2026 18:07:07 UTC (26 KB)
[v3]
Thu, 5 Nov 2026 15:47:59 UTC (26 KB)
来源:arXiv cs.CY · arxiv.org