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…
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48 results for “prediction performance”
A new framework for performative prediction robust to distributional misspecification.
problem Performative prediction models can be influenced by their own predictions, leading to suboptimal outcomes.
method Introduces distributionally robust performative prediction (DRPO) to approximate the true performative optimum (PO) robustly.
result DRPO provides provable guarantees as a robust approximation to the true PO when the nominal distribution map is misspecified.
Survey of performative prediction, a machine learning setup causing distribution shifts.
problem Machine learning models causing shifts in the environment they predict.
method Classification of performative prediction settings based on distribution map information.
result Introduction of new solution concepts and theoretical analyses.
Partially performative prediction studies how predictive models influence future data.
problem Distribution shift in predictive models due to endogenous and exogenous factors.
method Generalizing performative prediction to capture both endogenous and exogenous sources of distribution shift.
result Developed online analogues of performative stability and optimality for partially performative environments.
This paper extends performative prediction to nonlinear cases.
problem Performative prediction's effectiveness is limited by linear assumptions in real-world applications.
method Formulated a maximum margin approach loss function and extended it to nonlinear spaces using kernel methods.
result Derived conditions for performative stability in both linear and nonlinear cases.
New approach tackles decision-making under predictions that shape outcomes.
problem Challenges in learning optimal decision rules when predictions influence outcomes.
method Introduces performative omniprediction, a predictor that encodes optimal decision rules for multiple objectives.
result Efficient performative omnipredictors exist under a natural restriction of outcome performativity.
The paper proposes a method to predict the performance of data-driven algorithms using surrogate models.
problem Improving the performance prediction of data-driven knowledge discovery algorithms.
method Surrogate-assisted performance prediction using evolutionary modeling of clinical pathways.
result The proposed approach provides interpretable prediction of algorithm performance and quality.
The paper explores conditions for predicting optimization performance.
problem Lack of formal theoretical guarantees linking prediction and optimization performance.
method Exploring conditions for asymptotic convergence and exact quantification of optimization performance.
result Explicit theoretical relationship between prediction and optimization performance.
Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.
problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.
Paper establishes statistical inference for performative predictions.
problem Dynamic influence of predictions on their targets.
method End-to-end framework for estimation and inference under performativity.
result Established central limit theorem for performative settings.
New causal models perform poorly when evaluated on biased training sets.
problem Sample selection bias affects the evaluation of causal models' prediction performance.
method Re-evaluated prediction performance of causal models on a genetic perturbation data set, proposing a less-biased evaluation set.
result Causal models have similar or worse performance when evaluated on a less-biased set compared to standard association-based estimators.
Student performance prediction - where a machine forecasts the future performance of students as they interact with online coursework - is a challenging problem. Reliable early-stage predictions of a student's future performance could be critical to facilitate timely educational interventions during a course. However, …
Paper proposes GP-NAS-ensemble for fast neural architecture performance prediction.
problem Estimating neural network performance without training time-consuming evaluations.
method GP-NAS-ensemble framework using ensemble learning improvements.
result Ranked second in a NAS performance prediction challenge.
Humans are the final decision makers in critical tasks that involve ethical and legal concerns, ranging from recidivism prediction, to medical diagnosis, to fighting against fake news. Although machine learning models can sometimes achieve impressive performance in these tasks, these tasks are not amenable to full auto…
Improving the Predictive Performances of Nearest Neighbors Learning by Efficient Variable Selectionstat.ML
Paper improves -NN predictive performance with efficient variable selection.
problem Improving predictive performance of -NN models.
method Efficient forward selection of predictor variables.
result Novel approach approaches outperformance of stepwise selection models.
Performative Learning Theorystat.ML
Study how predictions affect the data they're based on, improving generalization guarantees.
problem How well do models generalize when predictions influence the data they're trained on?
method Embed performative predictions into statistical learning theory and prove generalization bounds.
result There's a fundamental trade-off between affecting data and learning from it.
Proposes EPIG for active learning to improve predictive performance.
problem Suboptimal predictive performance of traditional active learning methods.
method Introduces EPIG, a new acquisition function measuring information gain in the space of predictions.
result EPIG leads to stronger predictive performance compared to BALD across various datasets and models.
We have developed a novel prediction method based on string invariants. The method does not require learning but a small set of parameters must be set to achieve optimal performance. We have implemented an evolutionary algorithm for the parametric optimization. We have tested the performance of the method on artificial…
Enhances machine learning performance predictions with transparency.
problem Providing accurate and practical performance guarantees for machine learning.
method Natural extension of conformal prediction framework.
result Valid and well-calibrated predictive statements about future performance.
Paper tackles performative prediction without convexity assumptions.
problem Performative prediction where data distribution changes with model deployment.
method Reparameterization framework to transform non-convex objective into convex one.
result Provably sublinear regret guarantees for learnable model.
We show social events can be accurately predicted, but often undesirably.
problem The predictability of social events and its implications.
method Recent ideas from performative prediction and outcome indistinguishability.
result Social events can be efficiently predicted accurately, but often undesirably.
Unified framework for predicting data changes influenced by predictions.
problem Complex feedback loops in environments where predictions alter data distributions.
method Repeated Risk Minimization (RRM) and two-step plug-in estimator integrating RePPI and Importance Sampling.
result Achieves semiparametric efficiency bound and robustness under mild misspecification.
Study compares resampling methods for rare event prediction in longitudinal studies.
problem Predicting rare events in longitudinal follow-up studies.
method Comparison of resampling methods to improve standard regression models.
result Effect of sampling rate on model predictive performance.
Online algorithms stabilize in feedback loops of performative prediction.
problem Feedback loops in algorithmic predictions influence data distributions.
method Martingale argument and randomization to avoid distributional assumptions.
result No-regret algorithms converge to performatively stable equilibria.
Study on optimizing model updates in performative prediction.
problem Optimizing model updates influenced by model predictions.
method Stochastic optimization with greedy and lazy deploy approaches.
result Rates of convergence for both greedy and lazy deploy methods.
The paper proposes calibration to improve algorithm performance using machine learning predictions.
problem Improving real-world performance of online algorithms with machine learning predictions.
method Calibration as a tool to bridge the gap between prediction uncertainty and algorithm design.
result Calibrated advice leads to more effective guidance in high-variance settings and significant performance improvements in real-world data.
Predicts student performance in interactive online question pools using GNNs.
problem Predicting student performance in interactive online question pools with evolving knowledge.
method Proposes R^2GCN, a GNN model for heterogeneous networks to predict student performance.
result Achieves higher accuracy in student performance prediction than traditional methods.
This research examines how model explanations change under distribution shifts in tabular data.
problem Detecting distribution shifts in tabular data affecting model performance and explanations.
method Investigates the relationship between model performance and explanation characteristics under distribution shifts.
result Explanation shifts are a better indicator for detecting predictive performance changes than traditional distribution shift techniques.
Proposes a method to compute valid lower confidence bounds for multiple models selected based on their performance.
problem Model selection and evaluation in machine learning.
method Interprets model selection as a simultaneous inference problem, uses bootstrap tilting and maxT-type multiplicity correction.
result Yields valid lower confidence bounds that are at least as good as standard approaches and reliably reach nominal coverage probability.
PriceSeer benchmarks LLMs in real-time stock prediction.
problem Evaluating LLMs' stock prediction accuracy and robustness.
method Real-time benchmark with 110 U.S. stocks, internal and external information expansion.
result LLMs perform suboptimally in long-term predictions due to fake news and specific industries.
We provide scientific foundations for athletic performance prediction on an individual level, exposing the phenomenology of individual athletic running performance in the form of a low-rank model dominated by an individual power law. We present, evaluate, and compare a selection of methods for prediction of individual …
The study improves model performance prediction on unseen distributions.
problem Improving model performance prediction on unseen distributions.
method Connecting domain adaptation and predictive uncertainty techniques, investigating distributional distances and DoC.
result Difference of confidences (DoC) successfully estimates classifier performance change over various distribution shifts.
StonkBERT predicts stock price movements using company text data.
problem Can language models predict medium-run stock price movements?
method Fine-tuning transformer-based language models (BERT) on company text data (news articles, blogs, annual reports) for stock price performance classification.
result StonkBERT shows substantial improvement in predictive accuracy compared to traditional models, with news articles providing the best results.
This paper optimizes performative risk by focusing on convex properties and developing efficient algorithms.
problem Performative risk, the loss experienced by decision makers, is not optimized by stable models.
method Identifying convex properties of loss function and model-induced distribution shift, developing algorithms for optimization.
result Optimization of performative risk with better sample efficiency than generic methods.
Is Your Model "MADD"? A Novel Metric to Evaluate Algorithmic Fairness for Predictive Student Modelscs.LG
New metric MADD assesses fairness of predictive student models.
problem Predictive student models can be biased and unfair, leading to discrimination.
method Proposes MADD metric to analyze model's discriminatory behaviors.
result Fair predictive performance does not guarantee fair behaviors or outcomes.
The optimal learner for prediction modeling varies depending on the underlying data-generating distribution. Super Learner (SL) is a generic ensemble learning algorithm that uses cross-validation to select among a "library" of candidate prediction models. The SL is not restricted to a single prediction model, but uses …
Deep learning predicts baseball home runs with better accuracy.
problem Predicting player performance in baseball.
method Long Short-Term Memory (LSTM) neural network.
result LSTM outperformed other models in predicting home runs.
Ensembles of climate models are commonly used to improve climate predictions and assess the uncertainties associated with them. Weighting the models according to their performances holds the promise of further improving their predictions. Here, we use an ensemble of decadal climate predictions to demonstrate the abilit…
The quest for performant networks has been a significant force that drives the advancements of deep learning in recent years. While rewarding, improving network design has never been an easy journey. The large design space combined with the tremendous cost required for network training poses a major obstacle to this en…
New framework calibrates models to control risk under performativity.
problem Calibrating models to ensure reliable decision-making under performativity.
method Iteratively refined calibration process for different risk measures and tail bounds.
result Statistically rigorous risk control under performativity demonstrated.
Increasingly fast development and update cycle of online course contents, and diverse demographics of students in each online classroom, make student performance prediction in real-time (before the course finishes) and/or on curriculum without specific historical performance data available interesting topics for both i…
Improves Bayesian predictive performance in misspecified models.
problem Misspecification gap between inferential and predictive risks.
method Develops a multi-sample loss (PAC) to bridge the gap.
result Empirical study shows improved predictive distribution.
A new predictive coding algorithm improves machine learning performance.
problem Improving performance of variational inference algorithms in high-dimensional, structured problems.
method Divide-and-Conquer Predictive Coding (DCPC) that respects generative model correlation structure and performs maximum-likelihood updates.
result DCPC achieves better numerical performance and accurate inference in structured generative models.
Algorithmic Fairness in Performative Policy Learning: Escaping the Impossibility of Group Fairnessstat.ML
New algorithm improves group fairness in social classification problems by exploiting performativity.
problem Inequities in social classification problems due to performativity.
method Develops algorithmic fairness practices that leverage performativity to achieve stronger group fairness guarantees.
result Achieves stronger group fairness guarantees compared to non-performative settings.
Study introduces new financial ratios for better predicting company performance.
problem Lack of progress in predicting company performance and assessing financial risks.
method Developed new financial and macroeconomic ratios, supervised learning models, and Bayesian models.
result New proposed variables improve model accuracy and FNN performs best across multiple tasks.
Proposes a method to infer the distributional impacts of predictive models on stakeholders.
problem The influence of predictive models on target variable distribution, leading to performative prediction.
method Modeling agents' responses as a cost-adjusted utility maximization problem and using optimal transport to align pre- and post-model distributions.
result Provides estimates for the cost associated with these responses and demonstrates the quality of these estimates.
Neural networks are capable of learning rich, nonlinear feature representations shown to be beneficial in many predictive tasks. In this work, we use such models to explore different geographical feature representations in the context of predicting colorectal cancer survival curves for patients in the state of Iowa, sp…
Plug-in method improves performative prediction accuracy.
problem Learning under performative feedback with slow convergence rates.
method Plug-in performative optimization using models.
result Plug-in method can be superior to model-agnostic strategies.