Stochastic Optimization for Performative Prediction
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Abstract (arXiv)
In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction. What sets this setting apart from traditional stochastic optimization is the difference between merely updating model parameters and deploying the new model. The latter triggers a shift in the distribution that affects future data, while the former keeps the distribution as is. Assuming smoothness and strong convexity, we prove rates of convergence for both greedily deploying models after each stochastic update (greedy deploy) as well as for taking several updates before redeploying (lazy deploy). In both cases, our bounds smoothly recover the optimal O(1/k) rate as the strength of performativity decreases. Furthermore, they illustrate how depending on the strength of performative effects, there exists a regime where either approach outperforms the other. We experimentally explore the trade-off on both synthetic data and a strategic classification simulator.
Key facts. Cited by 92 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Jun 2020.
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Citing papers per year: 2021: 12; 2022: 20; 2023: 10; 2024: 21; 2025: 17; 2026: 12.
92 papers.
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- 2022Online Decision Transformercited by 194
- 2021Outside the Echo Chamber: Optimizing the Performative Riskcited by 95
- 2021How to Learn when Data Reacts to Your Model: Performative Gradient Descentcited by 70
- 2021Who Leads and Who Follows in Strategic Classification?cited by 53
- 2023Performative Prediction: Past and Futurecited by 52
- 2021Alternative Microfoundations for Strategic Classificationcited by 47
- 2022Multiplayer Performative Prediction: Learning in Decision-Dependent Gamescited by 42
- 2022Performative Powercited by 42
- 2022Regret Minimization with Performative Feedbackcited by 40
- 2022Anticipating Performativity by Predicting from Predictionscited by 37
- 2022Multi-agent Performative Prediction: From Global Stability and Optimality to Chaoscited by 33
- 2023Performative Prediction with Neural Networkscited by 33
38 more
- 2021Strategic Instrumental Variable Regression: Recovering Causal Relationships From Strategic Responsescited by 32
- 2022Making Decisions under Outcome Performativitycited by 32
- 2022Decision-Dependent Risk Minimization in Geometrically Decaying Dynamic Environmentscited by 31
- 2022A Validity Perspective on Evaluating the Justified Use of Data-driven Decision-making Algorithmscited by 30
- 2021How to Learn when Data Gradually Reacts to Your Modelcited by 29
- 2022Performative Reinforcement Learningcited by 25
- 2023Plug-in Performative Optimizationcited by 20
- 2021Zeroth-Order Methods for Convex-Concave Minmax Problems: Applications to Decision-Dependent Risk Minimizationcited by 18
- 2023Performative Federated Learning: A Solution to Model-Dependent and Heterogeneous Distribution Shiftscited by 14
- 2021Stochastic Optimization under Distributional Driftcited by 13
- 2024Human Expertise in Algorithmic Predictioncited by 13
- 2024Performative Reinforcement Learning in Gradually Shifting Environmentscited by 13
- 2022Stochastic Approximation with Decision-Dependent Distributions: Asymptotic Normality and Optimalitycited by 12
- 2023Performative Recommendation: Diversifying Content via Strategic Incentivescited by 12
- 2021Approximate Regions of Attraction in Learning with Decision-Dependent Distributionscited by 11
- 2023Performative Prediction with Bandit Feedback: Learning through Reparameterizationcited by 11
- 2024Addressing Polarization and Unfairness in Performative Predictioncited by 11
- 2025Revisiting the Predictability of Performative, Social Eventscited by 11
- 2023Zero-Regret Performative Prediction Under Inequality Constraintscited by 10
- 2021Model Transferability With Responsive Decision Subjectscited by 9
- 2022Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instrumentscited by 9
- 2022Diversified Recommendations for Agents with Adaptive Preferencescited by 9
- 2023Incentivizing honest performative predictions with proper scoring rulescited by 9
- 2023Performative Time-Series Forecastingcited by 8
- 2024Performative Reinforcement Learning with Linear Markov Decision Processcited by 8
- 2025Performative Validity of Recourse Explanationscited by 8
- 2023Online covariance estimation for stochastic gradient descent under Markovian samplingcited by 7
- 2024Distributionally Robust Performative Predictioncited by 7
- 2022Stochastic Saddle Point Problems with Decision-Dependent Distributionscited by 6
- 2022Constrained Stochastic Nonconvex Optimization with State-dependent Markov Datacited by 6
- 2022Online Convex Optimization with Unbounded Memorycited by 6
- 2024Learning In Reverse Causal Strategic Environments With Ramifications on Two Sided Marketscited by 6
- 2024Algorithmic Fairness in Performative Policy Learning: Escaping the Impossibility of Group Fairnesscited by 6
- 2025A Statistical Case Against Empirical Human-AI Alignmentcited by 6
- 2025On Corruption-Robustness in Performative Reinforcement Learningcited by 6
- 2022Emergent specialization from participation dynamics and multi-learner retrainingcited by 5
- 2025Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamicscited by 5
- 2022Theoretical analysis of Adam using hyperparameters close to one without Lipschitz smoothnesscited by 4
50 most cited of 92 All 92 (JSON)
- 2026Stabilizing Performative Feedback Loops with Minimal Model Deployments12 Sep 2026
- 2026Local and Global Stability in Performative Reinforcement Learning6 Sep 2026
- 2026Performative Privacy: When Differential Privacy Maximizes Utility28 Aug 2026
- 2026REFLEX: Reflexive Equilibrium Fixed-point Learning for Endogenous eXchanges17 Aug 2026
- 2026Retraining Seeks Stable Signals17 Jul 2026
- 2026COPF: An Online Framework for Deployment-Stable Counterfactual Fairness in Evolving Graphs30 May 2026
- 2026Algometrics: Forecasting Under Algorithmic Feedback13 May 2026
- 2026The Stability of Online Algorithms in Performative Prediction27 Feb 2026
- 2026Dissecting Performative Prediction: A Comprehensive Survey10 Feb 2026
- 2026Performative Learning Theory4 Feb 2026
- 2026When Predictions Shape Reality: A Socio-Technical Synthesis of Performative Predictions in Machine Learning7 Jan 2026
- 2026Microeconomic Foundations of Multi-Agent Learning6 Jan 2026
38 more
- 2025Performative Policy Gradient: Optimality in Performative Reinforcement Learning23 Dec 2025
- 2025Look-Ahead Reasoning on Learning Platforms18 Nov 2025
- 2025PAC Learnability in the Presence of Performativity9 Oct 2025
- 2025Achieve Performatively Optimal Policy for Performative Reinforcement Learning6 Oct 2025
- 2025SPRINT: Stochastic Performative Prediction With Variance Reduction22 Sep 2025
- 2025Gaming and Cooperation in Federated Learning: What Can Happen and How to Monitor It2 Sep 2025
- 2025Towards Performatively Stable Equilibria in Decision-Dependent Games for Arbitrary Data Distribution Maps1 Sep 2025
- 2025Nonlinear Performative Prediction1 Sep 2025
- 2025Responsiveness Verification: Will Predictions Change? How Much? How Often?2 Jul 2025
- 2025Performative Validity of Recourse Explanations18 Jun 2025
- 2025Strategically Deceptive Model Deployment in Performative Prediction10 Jun 2025
- 2025Statistical Inference under Performativity24 May 2025
- 2025On Corruption-Robustness in Performative Reinforcement Learning8 May 2025
- 2025Revisiting the Predictability of Performative, Social Events12 Mar 2025
- 2025Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics10 Mar 2025
- 2025A Statistical Case Against Empirical Human-AI Alignment20 Feb 2025
- 2025On the Impact of Performative Risk Minimization for Binary Random Variables4 Feb 2025
- 2024Distributionally Robust Performative Prediction5 Dec 2024
- 2024Tight Lower Bounds and Improved Convergence in Performative Prediction4 Dec 2024
- 2024Practical Performative Policy Learning with Strategic Agents2 Dec 2024
- 2024Microfoundation Inference for Strategic Prediction13 Nov 2024
- 2024Performative Reinforcement Learning with Linear Markov Decision Process7 Nov 2024
- 2024ProFL: Performative Robust Optimal Federated Learning23 Oct 2024
- 2024Integrating Expert Judgment and Algorithmic Decision Making: An Indistinguishability Framework11 Oct 2024
- 2024Online Stackelberg Optimization via Nonlinear Control27 Jun 2024
- 2024Addressing Polarization and Unfairness in Performative Prediction24 Jun 2024
- 2024Long-Term Fairness Inquiries and Pursuits in Machine Learning: A Survey of Notions, Methods, and Challenges10 Jun 2024
- 2024Algorithmic Fairness in Performative Policy Learning: Escaping the Impossibility of Group Fairness30 May 2024
- 2024Understanding the Training and Generalization of Pretrained Transformer for Sequential Decision Making23 May 2024
- 2024A Dynamic Model of Performative Human-ML Collaboration: Theory and Empirical Evidence22 May 2024
- 2024Learning In Reverse Causal Strategic Environments With Ramifications on Two Sided Markets20 Apr 2024
- 2024Clipped SGD Algorithms for Performative Prediction: Tight Bounds for Clipping Bias and Remedies17 Apr 2024
- 2024Evaluating and Correcting Performative Effects of Decision Support Systems via Causal Domain Shift1 Mar 2024
- 2024Parameter-Free Algorithms for Performative Regret Minimization under Decision-Dependent Distributions23 Feb 2024
- 2024Performative Reinforcement Learning in Gradually Shifting Environments15 Feb 2024
- 2024Human Expertise in Algorithmic Prediction1 Feb 2024
- 2024On the Stochastic (Variance-Reduced) Proximal Gradient Method for Regularized Expected Reward Optimization23 Jan 2024
- 2024Adaptive Discounting of Training Time Attacks5 Jan 2024
50 newest of 92 All 92 (JSON)
- 2024Adaptive Discounting of Training Time Attackscited by 0
- 2024Adaptive Discounting of Training Time Attacks5 Jan 2024
- 2021Outside the Echo Chamber: Optimizing the Performative Riskcited by 95
- 2021How to Learn when Data Reacts to Your Model: Performative Gradient Descentcited by 70
- 2021Who Leads and Who Follows in Strategic Classification?cited by 53
- 2023Performative Prediction: Past and Futurecited by 52
- 2021Alternative Microfoundations for Strategic Classificationcited by 47
- 2022Multiplayer Performative Prediction: Learning in Decision-Dependent Gamescited by 42
- 2022Performative Powercited by 42
- 2022Regret Minimization with Performative Feedbackcited by 40
- 2022Anticipating Performativity by Predicting from Predictionscited by 37
- 2022Multi-agent Performative Prediction: From Global Stability and Optimality to Chaoscited by 33
- 2023Performative Prediction with Neural Networkscited by 33
- 2021Strategic Instrumental Variable Regression: Recovering Causal Relationships From Strategic Responsescited by 32
12 most cited of 89 All 89 (JSON)
- 2026Stabilizing Performative Feedback Loops with Minimal Model Deployments12 Sep 2026
- 2026Local and Global Stability in Performative Reinforcement Learning6 Sep 2026
- 2026Performative Privacy: When Differential Privacy Maximizes Utility28 Aug 2026
- 2026REFLEX: Reflexive Equilibrium Fixed-point Learning for Endogenous eXchanges17 Aug 2026
- 2026Retraining Seeks Stable Signals17 Jul 2026
- 2026COPF: An Online Framework for Deployment-Stable Counterfactual Fairness in Evolving Graphs30 May 2026
- 2026Algometrics: Forecasting Under Algorithmic Feedback13 May 2026
- 2026The Stability of Online Algorithms in Performative Prediction27 Feb 2026
- 2026Dissecting Performative Prediction: A Comprehensive Survey10 Feb 2026
- 2026Performative Learning Theory4 Feb 2026
- 2026When Predictions Shape Reality: A Socio-Technical Synthesis of Performative Predictions in Machine Learning7 Jan 2026
- 2026Microeconomic Foundations of Multi-Agent Learning6 Jan 2026
12 newest of 89 All 89 (JSON)