Strategic Distribution Shift of Interacting Agents via Coupled Gradient
Flows
- URL: http://arxiv.org/abs/2307.01166v3
- Date: Sun, 29 Oct 2023 04:34:39 GMT
- Title: Strategic Distribution Shift of Interacting Agents via Coupled Gradient
Flows
- Authors: Lauren Conger, Franca Hoffmann, Eric Mazumdar, Lillian Ratliff
- Abstract summary: We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems.
We show that our approach captures well-documented forms of distribution shifts like polarization and disparate impacts that simpler models cannot capture.
- Score: 6.064702468344376
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We propose a novel framework for analyzing the dynamics of distribution shift
in real-world systems that captures the feedback loop between learning
algorithms and the distributions on which they are deployed. Prior work largely
models feedback-induced distribution shift as adversarial or via an overly
simplistic distribution-shift structure. In contrast, we propose a coupled
partial differential equation model that captures fine-grained changes in the
distribution over time by accounting for complex dynamics that arise due to
strategic responses to algorithmic decision-making, non-local endogenous
population interactions, and other exogenous sources of distribution shift. We
consider two common settings in machine learning: cooperative settings with
information asymmetries, and competitive settings where a learner faces
strategic users. For both of these settings, when the algorithm retrains via
gradient descent, we prove asymptotic convergence of the retraining procedure
to a steady-state, both in finite and in infinite dimensions, obtaining
explicit rates in terms of the model parameters. To do so we derive new results
on the convergence of coupled PDEs that extends what is known on multi-species
systems. Empirically, we show that our approach captures well-documented forms
of distribution shifts like polarization and disparate impacts that simpler
models cannot capture.
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