arXiv:2602.04402stat.MLcs.AI2026-02

研究预测如何改变现实,揭示模型越影响数据就越难学习的悖论。

Performative Learning Theory

  • 用极小-极大和极小-极小风险函数建模自证预言与自毁预言
  • 证明了在样本、总体或两者都受预测影响时的泛化边界
  • 发现重训受扭曲样本可提升泛化能力,适合关注算法社会影响的研究者

预测行为本身会改变其试图预测的结果。本文研究影响样本(如现有用户)和/或整体人群(如所有潜在用户)的表演性预测。当新旧用户均对预测作出反应时,如何评估模型的泛化能力?为此,将表演性预测纳入统计学习理论,证明了在样本、总体及二者同时受表演性影响下的泛化边界。核心思想是:最坏情况下,总体否定预测,而样本虚假满足预测。我们将此类自证与自毁式预测分别建模为Wasserstein空间中的极小-极大与极小-极小风险泛函。分析揭示了一个根本权衡:模型越改变数据,就越难从中学习。此外,研究发现通过在表演性扭曲样本上重新训练,可改善泛化保证。案例研究基于1975至2017年德国行政劳动力市场数据,分析失业居民分配至职业培训的预测性决策。

原文摘要 · Abstract (English)

Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises the question of how well models generalize under performativity. For example, how well can we draw insights about new app users based on existing users when both of them react to the app's predictions? We address this question by embedding performative predictions into statistical learning theory. We prove generalization bounds under performative effects on the sample, on the population, and on both. A key intuition behind our proofs is that in the worst case, the population negates predictions, while the sample deceptively fulfills them. We cast such self-negating and self-fulfilling predictions as min-max and min-min risk functionals in Wasserstein space, respectively. Our analysis reveals a fundamental trade-off between performatively changing the world and learning from it: the more a model affects data, the less it can learn from it. Moreover, our analysis results in a surprising insight on how to improve generalization guarantees by retraining on performatively distorted samples. We illustrate our bounds in a case study on prediction-informed assignments of unemployed German residents to job trainings, drawing upon administrative labor market records from 1975 to 2017 in Germany.

预测偏差统计学习社会影响

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