论文标题
通过预测预测来预测性能
Anticipating Performativity by Predicting from Predictions
论文作者
论文摘要
关于人们的预测,例如他们预期的教育成就或信用风险,可以表现出色,并塑造他们旨在预测的结果。了解这些预测对最终结果的因果影响对于预测未来预测模型的含义并选择要部署的模型至关重要。但是,此因果估计任务提出了独特的挑战:模型预测通常是输入特征的确定性功能,并且与结果高度相关。这可以使预测对结果的因果影响不可能从协变量的直接作用中解散。我们通过因果可识别性的角度研究了这个问题,尽管这个问题在完全普遍性中存在严重性,但我们突出了三种自然场景,在这些情况下,可以从观察数据中鉴定协变量,预测和结果之间的因果关系:预测中的随机化,预测,预测模型在数据收集过程中的预测模型和离散的预测输出中的预测模型的过度参数以及离散的预测输出。从经验上讲,我们表明,鉴于我们的可识别性条件,通过将预测视为输入特征来预测预测的监督学习的标准变体确实可以找到可转移的功能关系,从而可以得出有关新部署的预测模型的结论。这些积极的结果从根本上依赖于在数据收集期间记录的模型预测,从而提出了重新思考标准数据收集实践的重要性,以使进步能够更好地理解社会成果和表现性反馈循环。
Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes is crucial for foreseeing the implications of future predictive models and selecting which models to deploy. However, this causal estimation task poses unique challenges: model predictions are usually deterministic functions of input features and highly correlated with outcomes. This can make the causal effects of predictions on outcomes impossible to disentangle from the direct effect of the covariates. We study this problem through the lens of causal identifiability, and despite the hardness of this problem in full generality, we highlight three natural scenarios where the causal relationship between covariates, predictions and outcomes can be identified from observational data: randomization in predictions, overparameterization of the predictive model deployed during data collection, and discrete prediction outputs. Empirically we show that given our identifiability conditions hold, standard variants of supervised learning that predict from predictions by treating the prediction as an input feature can indeed find transferable functional relationships that allow for conclusions about newly deployed predictive models. These positive results fundamentally rely on model predictions being recorded during data collection, bringing forward the importance of rethinking standard data collection practices to enable progress towards a better understanding of social outcomes and performative feedback loops.