The meta model seeks to answer "what would the outcome be if we were to deploy a different

Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises the question of how well models generalize under performativity. For example, how well can we draw insights about new app users based on existing users when both of them react to the app's predictions? We address this question by embedding performative predictions into statistical learning theory. We prove generalization bounds under performative effects on the sample, on the population, and on both. A key intuition behind our proofs is that in the worst case, the population negates predictions, while the sample deceptively fulfills them. We cast such self-negating and self-fulfilling predictions as min-max and min-min risk functionals in Wasserstein space, respectively. Our analysis reveals a fundamental trade-off between performatively changing the world and learning from it: the more a model affects data, the less it can learn from it. Moreover, our analysis results in a surprising insight on how to improve generalization guarantees by retraining on performatively distorted samples. We illustrate our bounds in a case study on prediction-informed assignments of unemployed German residents to job trainings, drawing upon administrative labor market records from 1975 to 2017 in Germany.

What sets this setting apart from traditional stochastic optimization is the difference between merely updating model parameters and deploying the new model.

'Sensitivity' indicates the distance metric imposed onD(θ) when the latter is subject to perturbation, given in the formd(D(θ),D(θ)) ϵ θ θ such that d(,) is a distance metric between distributions.

To date, work on performative prediction has only focused on unconstrained scenarios, neglecting the fact that many real-world learning problems are subject to constraints.