Campus St Priest (860 Rue Saint Priest 34095 Montpellier Cedex 5), bat. 5, Room: 02.124
Machine Learning in Montpellier, Theory & Practice – Olivier Cappé (CNRS / ENS / Université PSL)
Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these performative effects are modelled as push-forward measures. This general framework encompasses existing models and enables novel performative gradient estimation methods, leading to more efficient and scalable learning strategies. For distribution shifts, unlike previous models which require full specification of the data distribution, we only assume knowledge of the shift operator that represents the performative changes. Focusing on classification with a linear-in-parameters performative effect, we prove the convexity of the performative risk under a new set of assumptions. We also establish a connection with adversarially robust classification by reformulating the minimization of the performative risk as a min-max variational problem.