Optimal Robust Recourse with $L^p$-Bounded Model Change
- URL: http://arxiv.org/abs/2509.21293v1
- Date: Thu, 25 Sep 2025 15:11:51 GMT
- Title: Optimal Robust Recourse with $L^p$-Bounded Model Change
- Authors: Phone Kyaw, Kshitij Kayastha, Shahin Jabbari,
- Abstract summary: Models often get updated to reflect changes in the data distribution or environment.<n>We provide a new algorithm that provably computes the optimal robust recourse for generalized linear models.
- Score: 1.1151457846264181
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Recourse provides individuals who received undesirable labels (e.g., denied a loan) from algorithmic decision-making systems with a minimum-cost improvement suggestion to achieve the desired outcome. However, in practice, models often get updated to reflect changes in the data distribution or environment, invalidating the recourse recommendations (i.e., following the recourse will not lead to the desirable outcome). The robust recourse literature addresses this issue by providing a framework for computing recourses whose validity is resilient to slight changes in the model. However, since the optimization problem of computing robust recourse is non-convex (even for linear models), most of the current approaches do not have any theoretical guarantee on the optimality of the recourse. Recent work by Kayastha et. al. provides the first provably optimal algorithm for robust recourse with respect to generalized linear models when the model changes are measured using the $L^{\infty}$ norm. However, using the $L^{\infty}$ norm can lead to recourse solutions with a high price. To address this shortcoming, we consider more constrained model changes defined by the $L^p$ norm, where $p\geq 1$ but $p\neq \infty$, and provide a new algorithm that provably computes the optimal robust recourse for generalized linear models. Empirically, for both linear and non-linear models, we demonstrate that our algorithm achieves a significantly lower price of recourse (up to several orders of magnitude) compared to prior work and also exhibits a better trade-off between the implementation cost of recourse and its validity. Our empirical analysis also illustrates that our approach provides more sparse recourses compared to prior work and remains resilient to post-processing approaches that guarantee feasibility.
Related papers
- Generalized Linear Bandits: Almost Optimal Regret with One-Pass Update [70.38810219913593]
We study the generalized linear bandit (GLB) problem, a contextual multi-armed bandit framework that extends the classical linear model by incorporating a non-linear link function.<n>GLBs are widely applicable to real-world scenarios, but their non-linear nature introduces significant challenges in achieving both computational and statistical efficiency.<n>We propose a jointly efficient algorithm that attains a nearly optimal regret bound with $mathcalO(1)$ time and space complexities per round.
arXiv Detail & Related papers (2025-07-16T02:24:21Z) - Correcting the Mythos of KL-Regularization: Direct Alignment without Overoptimization via Chi-Squared Preference Optimization [78.82586283794886]
$chi2$-Preference Optimization ($chi$PO) is an efficient offline alignment algorithm provably robust to overoptimization.<n>$chi$PO implements the principle of pessimism in the face of uncertainty via regularization.<n>$chi$PO's simplicity and strong guarantees make it the first practical and general-purpose offline alignment algorithm provably robust to overoptimization.
arXiv Detail & Related papers (2024-07-18T11:08:40Z) - Transfer Q Star: Principled Decoding for LLM Alignment [105.89114186982972]
Transfer $Q*$ estimates the optimal value function for a target reward $r$ through a baseline model.
Our approach significantly reduces the sub-optimality gap observed in prior SoTA methods.
arXiv Detail & Related papers (2024-05-30T21:36:12Z) - Provably Mitigating Overoptimization in RLHF: Your SFT Loss is Implicitly an Adversarial Regularizer [52.09480867526656]
We identify the source of misalignment as a form of distributional shift and uncertainty in learning human preferences.<n>To mitigate overoptimization, we first propose a theoretical algorithm that chooses the best policy for an adversarially chosen reward model.<n>Using the equivalence between reward models and the corresponding optimal policy, the algorithm features a simple objective that combines a preference optimization loss and a supervised learning loss.
arXiv Detail & Related papers (2024-05-26T05:38:50Z) - $i$REPO: $i$mplicit Reward Pairwise Difference based Empirical Preference Optimization [12.266207199002604]
Large Language Models (LLM) can sometimes produce outputs that deviate from human expectations.
We propose a novel framework named $i$REPO, which utilizes implicit Reward pairwise difference regression for Empirical Preference Optimization.
We show that $i$REPO effectively achieves self-alignment using soft-label, self-generated responses and the logit of empirical AI annotators.
arXiv Detail & Related papers (2024-05-24T05:42:11Z) - Coverage-Validity-Aware Algorithmic Recourse [21.642948522310782]
We propose a novel framework to generate a model-agnostic recourse that exhibits robustness to model shifts.<n>Our framework first builds a coverage-validity-aware linear surrogate of the nonlinear (black-box) model.<n>We show that our surrogate pushes the approximate hyperplane intuitively, facilitating not only robust but also interpretable recourses.
arXiv Detail & Related papers (2023-11-19T15:21:49Z) - Improving Sample Efficiency of Model-Free Algorithms for Zero-Sum Markov Games [66.2085181793014]
We show that a model-free stage-based Q-learning algorithm can enjoy the same optimality in the $H$ dependence as model-based algorithms.
Our algorithm features a key novel design of updating the reference value functions as the pair of optimistic and pessimistic value functions.
arXiv Detail & Related papers (2023-08-17T08:34:58Z) - Adapting to Misspecification in Contextual Bandits [82.55565343668246]
We introduce a new family of oracle-efficient algorithms for $varepsilon$-misspecified contextual bandits.
We obtain the first algorithm that achieves the optimal $O(dsqrtT + varepsilonsqrtdT)$ regret bound for unknown misspecification level.
arXiv Detail & Related papers (2021-07-12T21:30:41Z) - A Generalised Inverse Reinforcement Learning Framework [24.316047317028147]
inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories.
We introduce an alternative training loss that puts more weights on future states which yields a reformulation of the (maximum entropy) IRL problem.
The algorithms we devised exhibit enhanced performances (and similar tractability) than off-the-shelf ones in multiple OpenAI gym environments.
arXiv Detail & Related papers (2021-05-25T10:30:45Z) - Minimum discrepancy principle strategy for choosing $k$ in $k$-NN regression [2.0411082897313984]
We present a novel data-driven strategy to choose the hyper parameter $k$ in the $k$-NN regression estimator without using any hold-out data.
We propose using an easily implemented in practice strategy based on the idea of early stopping and the minimum discrepancy principle.
arXiv Detail & Related papers (2020-08-20T00:13:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.