Scoring Rules for Performative Binary Prediction

Abstract

We construct a model of expert prediction where predictions can influence the state of the world. Under this model, we show through theoretical and numerical results that proper scoring rules can incentivize experts to manipulate the world with their predictions. We also construct a simple class of scoring rules that avoids this problem.

Publication
In NeurIPS 2021 Workshop on Strategic ML
Alan Chan
Alan Chan
PhD Student

I’m a PhD student at Mila, where I think about AI alignment and AI governance. I’d be happy to have a chat!

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