Portrait of Pedram Khorsandi

Pedram Khorsandi

PhD - Université de Montréal
Supervisor
Simon Lacoste-Julien
Research Topics
Deep Learning
Optimization
Google Scholar
GitHub

Publications

Tight Lower Bounds and Improved Convergence in Performative Prediction
Pedram Khorsandi
Rushil Gupta
Mehrnaz Mofakhami
Simon Lacoste-Julien
Gauthier Gidel
Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in th… (see more)e real world. Ensuring rapid convergence to a stable solution where the data distribution remains the same after the model deployment is crucial, especially in evolving environments. This paper extends the Repeated Risk Minimization (RRM) framework by utilizing historical datasets from previous retraining snapshots, yielding a class of algorithms that we call Affine Risk Minimizers and enabling convergence to a performatively stable point for a broader class of problems. We introduce a new upper bound for methods that use only the final iteration of the dataset and prove for the first time the tightness of both this new bound and the previous existing bounds within the same regime. We also prove that utilizing historical datasets can surpass the lower bound for last iterate RRM, and empirically observe faster convergence to the stable point on various performative prediction benchmarks. We offer at the same time the first lower bound analysis for RRM within the class of Affine Risk Minimizers, quantifying the potential improvements in convergence speed that could be achieved with other variants in our framework.
2024-10-10
NeurIPS.cc/2024/Workshop/OPT (published)
doi.org
openreview.net