Scoring Rules for Performative Binary Prediction

07/05/2022

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by   Alan Chan, et al.

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Montréal Institute of Learning Algorithms

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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.