arXiv:2505.18493stat.MLcs.LG2025-05NeurIPS被引 4

解决预测影响目标的统计推断问题,让政策决策更可信

Statistical Inference under Performativity

  • 建立可进行标准推断的中心极限定理框架
  • 在动态反馈中实现更精确的参数估计与置信区间
  • 适合政策制定、统计学与机器学习研究者参考

预测的可执行性指预测结果影响其本应预测的目标,这一现象常见于政策制定、社会科学和经济学领域。本文首次构建了完整的可执行性下的统计推断框架。首先,我们建立了可执行环境中的中心极限定理,使置信区间构造和假设检验成为可能。其次,利用该定理研究了可执行性下的预测驱动推断(PPI),显著提升了模型参数(即政策)估计的精度与置信区域的紧致性。数值实验验证了该框架的有效性。据我们所知,这是首个在可执行性下完成完整统计推断的工作,为政策制定、统计学和机器学习提供了新范式与挑战。

原文摘要 · Abstract (English)

Performativity of predictions refers to the phenomenon where prediction-informed decisions influence the very targets they aim to predict -- a dynamic commonly observed in policy-making, social sciences, and economics. In this paper, we initiate an end-to-end framework of statistical inference under performativity. Our contributions are twofold. First, we establish a central limit theorem for estimation and inference in the performative setting, enabling standard inferential tasks such as constructing confidence intervals and conducting hypothesis tests in policy-making contexts. Second, we leverage this central limit theorem to study prediction-powered inference (PPI) under performativity. This approach yields more precise estimates and tighter confidence regions for the model parameters (i.e., policies) of interest in performative prediction. We validate the effectiveness of our framework through numerical experiments. To the best of our knowledge, this is the first work to establish a complete statistical inference under performativity, introducing new challenges and inference settings that we believe will provide substantial value to policy-making, statistics, and machine learning.

统计推断可执行性政策优化

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