Multi-agent Performative Prediction with Greedy Deployment and Consensus Seeking Agents

We consider a scenario where multiple agents are learning a common decision vector from data which can be influenced by the agents' decisions. This leads to the problem of multi-agent performative prediction (Multi-PfD). In this paper, we formulate Multi-PfD as a decentralized optimization problem that minimizes a sum of loss functions, where each loss function is based on a distribution influenced by the local decision vector. We first prove the necessary and sufficient condition for the Multi-PfD problem to admit a unique multi-agent performative stable (Multi-PS) solution. We show that enforcing consensus leads to a laxer condition for existence of Multi-PS solution with respect to the distributions' sensitivities, compared to the single agent case.