Perdomo et al
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The Stability of Online Algorithms in Performative Prediction
Announce Type: replace 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...