TL;DR对于受到不等式约束的可行预测问题,本文在鲁棒的原始对偶框架基础上提出了一种自适应的原始对偶算法,通过数值模拟验证了算法的有效性和理论结果,该算法在不等式约束下达到 O (√T) 的后悔与约束违规,使用了√T + 2T 个样本。
Abstract
performative prediction is a recently proposed framework where predictions
guide decision-making and hence influence future data distributions. Such
performative phenomena are ubiquitous in various areas, such as transportation,
finance, public policy, and recommendation systems. To da