# Distributionally Robust Performative Prediction

arXiv: https://arxiv.org/abs/2412.04346 · HTML: https://mlsanity.com/paper/2412.04346/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 19 of its 31 references that are in the map.
- First posted on arXiv 5 Dec 2024.

## Builds on (most cited first, 19 of 19)

- [Performative Prediction](https://mlsanity.com/paper/2002.06673/) (2020)
- [Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations](https://mlsanity.com/paper/1505.05116/) (2015)
- [Distributionally Robust Stochastic Optimization with Wasserstein Distance](https://mlsanity.com/paper/1604.02199/) (2016)
- [Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach](https://mlsanity.com/paper/1610.03425/) (2016)
- [Tilted Empirical Risk Minimization](https://mlsanity.com/paper/2007.01162/) (2020)
- [Outside the Echo Chamber: Optimizing the Performative Risk](https://mlsanity.com/paper/2102.08570/) (2021)
- [Stochastic Optimization for Performative Prediction](https://mlsanity.com/paper/2006.06887/) (2020)
- [Performative Prediction in a Stateful World](https://mlsanity.com/paper/2011.03885/) (2020)
- [How to Learn when Data Reacts to Your Model: Performative Gradient Descent](https://mlsanity.com/paper/2102.07698/) (2021)
- [Stochastic optimization with decision-dependent distributions](https://mlsanity.com/paper/2011.11173/) (2020)
- [On Tilted Losses in Machine Learning: Theory and Applications](https://mlsanity.com/paper/2109.06141/) (2021)
- [State Dependent Performative Prediction with Stochastic Approximation](https://mlsanity.com/paper/2110.00800/) (2021)
- [Recovering Best Statistical Guarantees via the Empirical Divergence-based Distributionally Robust Optimization](https://mlsanity.com/paper/1605.09349/) (2016)
- [Making Decisions under Outcome Performativity](https://mlsanity.com/paper/2210.01745/) (2022)
- [Decision-Dependent Risk Minimization in Geometrically Decaying Dynamic Environments](https://mlsanity.com/paper/2204.08281/) (2022)
- [How to Learn when Data Gradually Reacts to Your Model](https://mlsanity.com/paper/2112.07042/) (2021)
- [Plug-in Performative Optimization](https://mlsanity.com/paper/2305.18728/) (2023)
- [Approximate Regions of Attraction in Learning with Decision-Dependent Distributions](https://mlsanity.com/paper/2107.00055/) (2021)
- [Long Term Fairness for Minority Groups via Performative Distributionally Robust Optimization](https://mlsanity.com/paper/2207.05777/) (2022)

## Built on by (most cited first, 7 of 7)

- [Generalization Bounds and Stopping Rules for Learning with Self-Selected Data](https://mlsanity.com/paper/2505.07367/) (2025)
- [On the Computational Complexity of Performative Prediction](https://mlsanity.com/paper/2601.20180/) (2026)
- [Dissecting Performative Prediction: A Comprehensive Survey](https://mlsanity.com/paper/2602.10176/) (2026)
- [Partially Performative Prediction](https://mlsanity.com/paper/2606.07890/) (2026)
- [Strategically Deceptive Model Deployment in Performative Prediction](https://mlsanity.com/paper/2506.09044/) (2025)
- [When Predictions Shape Reality: A Socio-Technical Synthesis of Performative Predictions in Machine Learning](https://mlsanity.com/paper/2601.04447/) (2026)
- [Performative Learning Theory](https://mlsanity.com/paper/2602.04402/) (2026)

## Abstract (arXiv)

Performative prediction aims to model scenarios where predictive outcomes subsequently influence the very systems they target. The pursuit of a performative optimum (PO) -- minimizing performative risk -- is generally reliant on modeling of the distribution map, which characterizes how a deployed ML model alters the data distribution. Unfortunately, inevitable misspecification of the distribution map can lead to a poor approximation of the true PO. To address this issue, we introduce a novel framework of distributionally robust performative prediction and study a new solution concept termed as distributionally robust performative optimum (DRPO). We show provable guarantees for DRPO as a robust approximation to the true PO when the nominal distribution map is different from the actual one. Moreover, distributionally robust performative prediction can be reformulated as an augmented performative prediction problem, enabling efficient optimization. The experimental results demonstrate that DRPO offers potential advantages over traditional PO approach when the distribution map is misspecified at either micro- or macro-level.
