Tight Lower Bounds and Improved Convergence in Performative Prediction

Pedram Khorsandi, Rushil Gupta, Mehrnaz Mofakhami, Simon Lacoste-Julien, Gauthier Gidel

Keywords: Performative Prediction, Optimization, Strategic Classification

TL;DR: We provide tightness guarantees for RRM in two frameworks; present Affine Risk Minimizers using past snapshots to surpass RRM lower bounds and attain stability on broader problems; and develop lower bound derivation techniques for retraining schemes.

Abstract: Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring convergence to a stable solution—one at which the post‑deployment data distribution no longer changes—is crucial in settings where model predictions can influence future data. This paper, for the first time, extends the Repeated Risk Minimization (RRM) algorithm class by utilizing historical datasets from previous retraining snapshots, yielding a class of algorithms that we call Affine Risk Minimizers that converges to a performatively stable point for a broader class of problems. We introduce a new upper bound for methods that use only the final iteration of the dataset and prove for the first time the tightness of both this new bound and the previous existing bounds within the same regime. We also prove that our new algorithm class can surpass the lower bound for standard RRM, thus breaking the prior lower bound, and empirically observe faster convergence to the stable point on various performative prediction benchmarks. We offer at the same time the first lower bound analysis for RRM within the class of Affine Risk Minimizers, quantifying the potential improvements in convergence speed that could be achieved with other variants in our scheme.

Primary Area: Optimization (e.g., convex and non-convex, stochastic, robust)

Submission Number: 17609