arXiv:2606.18867cs.LGcs.CY2026-06

研究如何通过选特征和调正则来应对高风险决策中的策略操纵。

Strategic Feature Selection

论文配图:Strategic Feature Selection
图 1 · 摘自论文原文
  • 基于特征可操纵性筛选并配合岭正则,提升预测鲁棒性。
  • 发现仅凭可操纵性剔除特征效果不佳,需联合优化特征集与正则强度。
  • 提出实用算法,适用于医疗支付等现实场景的政策设计。

当算法预测用于医疗等高风险领域资源分配时,必须考虑输入特征可能被策略性操纵。通常做法是重构预测模型以显式建模策略互动,但实践中决策者往往只能调整现有预测流程中的粗粒度杠杆。例如,医疗机构常根据特征可操纵性选择排除某些特征,并使用标准正则化缩小保留特征的系数。本文首次对通过特征选择实现策略分类及其与岭正则化交互进行形式化研究。核心发现是:仅依据可操纵性排除个别特征通常次优。我们给出了在最优正则化下特征子集性能的精细刻画,为政策设计提供新洞见。基于此,我们开发了一种联合选择特征集与岭正则强度的实用算法。通过一个真实医疗支付基准案例研究,展示了该算法如何指导实际中粗粒度政策杠杆的设计。结果构建了一个原则性强、可落地的框架,用于缓解算法决策系统中的策略行为影响。

原文摘要 · Abstract (English)

When algorithmic predictors inform resource allocation in high-stakes domains such as healthcare, these predictors must account for strategic manipulation of input features. The typical solution is to redesign the predictor itself to explicitly account for strategic interactions. In practice, however, decision makers are often constrained to adjusting coarser levers within existing prediction pipelines. For example, healthcare organizations often select which features to exclude based on perceived manipulability, while using standard regularization procedures to shrink the coefficients of retained features. In this work, we initiate a formal study of strategic classification through feature selection and its interaction with ridge regularization. Our main finding is that excluding individual features based on their manipulability alone is generally suboptimal. We provide a fine-grained characterization of the performance of a feature subset under optimal regularization, yielding new insights for policy design. Motivated by this characterization, we develop a practical algorithm for jointly choosing the feature set and the level of ridge regularization. Through a real-world case study on a healthcare payments benchmark, we illustrate how our algorithm can guide the design of coarse policy levers in practice. Our results provide a principled, practical framework for mitigating the effects of strategic behavior in algorithmic decision-making systems.

策略学习特征选择医疗决策

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