# Performative Risk Control: Calibrating Models for Reliable Deployment under Performativity

arXiv: https://arxiv.org/abs/2505.24097 · HTML: https://mlsanity.com/paper/2505.24097/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 29 references that are in the map.
- First posted on arXiv 30 May 2025.

## Builds on (most cited first, 20 of 20)

- [GPT-4 Technical Report](https://mlsanity.com/paper/2303.08774/) (2023)
- [Gemini 1.5: Unlocking multimodal understanding across millions of tokens of context](https://mlsanity.com/paper/2403.05530/) (2024)
- [A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification](https://mlsanity.com/paper/2107.07511/) (2021)
- [Conformal Prediction Under Covariate Shift](https://mlsanity.com/paper/1904.06019/) (2019)
- [Adaptive Conformal Inference Under Distribution Shift](https://mlsanity.com/paper/2106.00170/) (2021)
- [Conformal prediction beyond exchangeability](https://mlsanity.com/paper/2202.13415/) (2022)
- [Performative Prediction](https://mlsanity.com/paper/2002.06673/) (2020)
- [Conformal Risk Control](https://mlsanity.com/paper/2208.02814/) (2022)
- [Distribution-Free, Risk-Controlling Prediction Sets](https://mlsanity.com/paper/2101.02703/) (2021)
- [Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control](https://mlsanity.com/paper/2110.01052/) (2021)
- [Strategic Classification](https://mlsanity.com/paper/1506.06980/) (2015)
- [Outside the Echo Chamber: Optimizing the Performative Risk](https://mlsanity.com/paper/2102.08570/) (2021)
- [Performative Prediction in a Stateful World](https://mlsanity.com/paper/2011.03885/) (2020)
- [Robust Validation: Confident Predictions Even When Distributions Shift](https://mlsanity.com/paper/2008.04267/) (2020)
- [Performative Prediction: Past and Future](https://mlsanity.com/paper/2310.16608/) (2023)
- [Regret Minimization with Performative Feedback](https://mlsanity.com/paper/2202.00628/) (2022)
- [Prompt Risk Control: A Rigorous Framework for Responsible Deployment of Large Language Models](https://mlsanity.com/paper/2311.13628/) (2023)
- [Quantile Risk Control: A Flexible Framework for Bounding the Probability of High-Loss Predictions](https://mlsanity.com/paper/2212.13629/) (2022)
- [Performative Prediction with Bandit Feedback: Learning through Reparameterization](https://mlsanity.com/paper/2305.01094/) (2023)
- [Strategic Conformal Prediction](https://mlsanity.com/paper/2411.01596/) (2024)

## Built on by (most cited first, 1 of 1)

- [Performative Learning Theory](https://mlsanity.com/paper/2602.04402/) (2026)

## Abstract (arXiv)

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample statistical guarantees under a fixed, static, and unknown data-generating distribution. However, prediction-supported decisions may influence the outcome they aim to predict, a phenomenon named performativity of predictions, which is commonly seen in social science and economics. In this paper, we introduce Performative Risk Control, a framework to calibrate models to achieve risk control under performativity with provable theoretical guarantees. Specifically, we provide an iteratively refined calibration process, where we ensure the predictions are improved and risk-controlled throughout the process. We also study different types of risk measures and choices of tail bounds. Lastly, we demonstrate the effectiveness of our framework by numerical experiments on the task of predicting credit default risk. To the best of our knowledge, this work is the first one to study statistically rigorous risk control under performativity, which will serve as an important safeguard against a wide range of strategic manipulation in decision-making processes.