arXiv subjects

Juan Carlos Perdomo

Publications and source records attributed to Juan Carlos Perdomo.

10 recordsLinked to original sources

arXiv2026

Stabilizing Performative Feedback Loops with Minimal Model Deployments

When algorithmic predictions inform people's decisions, the models we deploy are performative and actively shape the data we see. This feedback loop between algorithms and their broader environments introduces a challenge in the mechanics of social prediction: If different predictive models induce different distributions, is it possible to efficiently learn a prediction rule that is optimal for the distribution that it induces? Formally, this solution concept is known as performative stability. A core challenge in learning a performatively stable predictor is that, unlike supervised learning where distributions are fixed, the learner must deploy different predictors and observe their induced distributions. The main contribution of our work is a new algorithmic procedure that, in the high-accuracy regime, finds a performatively stable model in nearly the minimum number of model deployments without making any assumptions regarding how predictions shape distributions. In particular, our procedure succeeds at finding a randomized performatively stable predictor using exponentially fewer model deployments than prior approaches. Our second main contribution is a structural result showing how this recent randomized notion of stability achieved by our algorithm can be derandomized into a single predictor satisfying the prior deterministic notion if one is willing to assume that the loss is well-conditioned and that performative effects are weak, as in early work in this area. On a technical level, our results come from building on an underexplored technical connection between performative stability and expected variational inequalities.

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arXiv2026

An Efficient Black-Box Reduction from Online Learning to Multicalibration, and a New Route to $Φ$-Regret Minimization

We give a Gordon-Greenwald-Marks (GGM) style black-box reduction from online learning to online multicalibration. Concretely, we show that to achieve high-dimensional multicalibration with respect to a class of functions $\mathcal{H}$, it suffices to combine any no-regret learner over $\mathcal {H} $ with an expected variational inequality (EVI) solver. We also prove a converse statement showing that efficient multicalibration implies efficient EVI solving, highlighting how EVIs in multicalibration mirror the role of fixed points in the GGM result for $Φ$-regret. This first set of results addresses the high-dimensional analogue of the open question in Garg, Jung, Reingold, and Roth (SODA '24), showing that oracle-efficient online multicalibration with $\sqrt{T}$-type guarantees is possible in full generality. Furthermore, our GGM-style reduction unifies the analyses of existing algorithms, transfers guarantees from online learning to multicalibration for challenging environments with delayed observations or censored outcomes, and yields the first efficient black-box reduction between online learning and multiclass omniprediction. Our second main result is a fine-grained reduction from high-dimensional online multicalibration to (contextual) $Φ$-regret minimization. Together with our first result, this establishes a new route from external regret to $Φ$-regret that bypasses sophisticated fixed-point or semi-separation machinery, dramatically simplifies a result of Daskalakis, Farina, Fishelson, Pipis, and Schneider (STOC '25) while improving rates, and yields new algorithms that are robust to richer deviation classes, such as those belonging to any reproducing kernel Hilbert space.

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arXiv2026

Bridging Predictions and Interventions: An Integrated Framework for Automated Decision-Systems

Automated decision systems (ADS) leverage predictions about individual future outcomes to inform consequential decision-making in organizational settings. Across various settings - including criminal pretrial release, clinical triage, student support, and more - it is often assumed that improved predictive accuracy is the priority consideration in determining better downstream outcomes upon the deployment of ADS. In practice, real-world case studies reveal that this is far from the case: introducing individual predictions into decision-making modifies organizational workflows, assessment, and decision-making processes in ways that require a complete re-consideration of our approach to the design, evaluation, and deployment of ADS. As a result, this Perspective develops an integrated framework for studying ADS in social systems, shifting current priorities from a purely prediction-based paradigm towards an intervention-oriented view that accounts for real-world conditions. Our aim is to improve our understanding of ADS and more meaningfully anticipate its downstream societal and organizational consequences.

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arXiv2026

The Stability of Online Algorithms in Performative Prediction

The use of algorithmic predictions in decision-making leads to a feedback loop where the models we deploy actively influence the data distributions we see, and later use to retrain on. This dynamic was formalized by Perdomo et al. 2020 in their work on performative prediction. Our main result is an unconditional reduction showing that any no-regret algorithm deployed in performative settings converges to a (mixed) performatively stable equilibrium: a solution in which models actively shape data distributions in ways that their own predictions look optimal in hindsight. Prior to our work, all positive results in this area imposed strong restrictions on how models influenced distributions. By using a martingale argument and allowing randomization, we avoid any assumption on how populations respond to predictions and sidestep recent hardness results showing that deterministic stable models are in general PPAD-hard to compute. Lastly, on a more conceptual note, our connection sheds light on why common algorithms, like gradient descent, are naturally stabilizing and prevent runaway feedback loops. We hope our work enables future technical transfer of ideas between online optimization and performativity.

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arXiv2026

On the Meta-Design of Allocation Problems

There is an extensive literature that studies how to find optimal policies in resource allocation problems, taking the underlying design parameters that define the allocation, such as what data is collected, how many people can be served, and quality of service as fixed constraints. Yet, from a planner's perspective, these design parameters are themselves optimization variables that are just as important in determining overall welfare as selecting the optimal targeting rule for a given set of constraints. This realization motivates a rich set of meta-design questions exploring how planners should make principled decisions about investments in prediction, capacity constraints, and treatment quality, all of which lie upstream of classical policy optimization. Building on initial theoretical work in this space, our paper has three main contributions. First, we formally define the broad meta-design space of resource allocation problems. Second, we develop empirical tools that enable practitioners to reliably navigate it. Third, we demonstrate the framework in two real-world case studies on German employment services and targeted cash transfer programs in Ethiopia.

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arXiv2026

Defensive Generation

We study the problem of efficiently producing, in an online fashion, generative models of scalar, multiclass, and vector-valued outcomes that cannot be falsified on the basis of the observed data and a pre-specified collection of computational tests. Our contributions are twofold. First, we expand on connections between online high-dimensional multicalibration with respect to an RKHS and recent advances in expected variational inequality problems, enabling efficient algorithms for the former. We then apply this algorithmic machinery to the problem of outcome indistinguishability. Our procedure, Defensive Generation, is the first to efficiently produce online outcome indistinguishable generative models of non-Bernoulli outcomes that are unfalsifiable with respect to infinite classes of tests, including those that examine higher-order moments of the generated distributions. Furthermore, our method runs in near-linear time in the number of samples and achieves the optimal, vanishing T^{-1/2} rate for generation error.

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arXiv2026

Bridging Prediction and Intervention Problems in Social Systems

Many automated decision systems (ADS) are designed to solve prediction problems -- where the goal is to learn patterns from a sample of the population and apply them to individuals from the same population. In reality, these prediction systems operationalize holistic policy interventions in deployment. Once deployed, ADS can shape impacted population outcomes through an effective policy change in how decision-makers operate, while also being defined by past and present interactions between stakeholders and the limitations of existing organizational, as well as societal, infrastructure and context. In this work, we consider the ways in which we must shift from a prediction-focused paradigm to an intervention-oriented paradigm when considering the impact of ADS within social systems. We argue this requires a new default problem setup for ADS beyond prediction, to instead consider predictions as decision support, final decisions, and outcomes. We highlight how this perspective unifies modern statistical frameworks and other tools to study the design, implementation, and evaluation of ADS systems, and point to the research directions necessary to operationalize this paradigm shift. Using these tools, we characterize the limitations of focusing on isolated prediction tasks, and lay the foundation for a more intervention-oriented approach to developing and deploying ADS.

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arXiv2025

In Defense of Defensive Forecasting

This tutorial provides a survey of algorithms for Defensive Forecasting, where predictions are derived not by prognostication but by correcting past mistakes. Pioneered by Vovk, Defensive Forecasting frames the goal of prediction as a sequential game, and derives predictions to minimize metrics no matter what outcomes occur. We present an elementary introduction to this general theory and derive simple, near-optimal algorithms for online learning, calibration, prediction with expert advice, and online conformal prediction.

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arXiv2025

The Value of Prediction in Identifying the Worst-Off

Machine learning is increasingly used in government programs to identify and support the most vulnerable individuals, prioritizing assistance for those at greatest risk over optimizing aggregate outcomes. This paper examines the welfare impacts of prediction in equity-driven contexts, and how they compare to other policy levers, such as expanding bureaucratic capacity. Through mathematical models and a real-world case study on long-term unemployment amongst German residents, we develop a comprehensive understanding of the relative effectiveness of prediction in surfacing the worst-off. Our findings provide clear analytical frameworks and practical, data-driven tools that empower policymakers to make principled decisions when designing these systems.

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arXiv2024

The Relative Value of Prediction in Algorithmic Decision Making

Algorithmic predictions are increasingly used to inform the allocations of goods and interventions in the public sphere. In these domains, predictions serve as a means to an end. They provide stakeholders with insights into likelihood of future events as a means to improve decision making quality, and enhance social welfare. However, if maximizing welfare is the ultimate goal, prediction is only a small piece of the puzzle. There are various other policy levers a social planner might pursue in order to improve bottom-line outcomes, such as expanding access to available goods, or increasing the effect sizes of interventions. Given this broad range of design decisions, a basic question to ask is: What is the relative value of prediction in algorithmic decision making? How do the improvements in welfare arising from better predictions compare to those of other policy levers? The goal of our work is to initiate the formal study of these questions. Our main results are theoretical in nature. We identify simple, sharp conditions determining the relative value of prediction vis-à-vis expanding access, within several statistical models that are popular amongst quantitative social scientists. Furthermore, we illustrate how these theoretical insights may be used to guide the design of algorithmic decision making systems in practice.

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