🤖 AI Summary
This study addresses the computational complexity of finding ε-execution-stable points in performative prediction under distributional shifts induced by model deployment, particularly in the regime of strong performativity (ρ > 1). By integrating tools from variational inequalities, game theory, and computational complexity theory, the work establishes for the first time that the problem is PPAD-complete when ρ = 1 + O(ε), and extends this hardness result to general convex domains. Furthermore, it demonstrates that computing local optima in strategic classification is PLS-hard. These findings rigorously characterize the intrinsic computational intractability of performative prediction beyond the weak performativity regime and establish its polynomial equivalence to Nash equilibrium computation.
📝 Abstract
Performative prediction captures the phenomenon where deploying a predictive model shifts the underlying data distribution. While simple retraining dynamics are known to converge linearly when the performative effects are weak ($\rho<1$), the complexity in the regime $\rho>1$ was hitherto open. In this paper, we establish a sharp phase transition: computing an $\epsilon$-performatively stable point is PPAD-complete -- and thus polynomial-time equivalent to Nash equilibria in general-sum games -- even when $\rho = 1 + O(\epsilon)$. This intractability persists even in the ostensibly simple setting with a quadratic loss function and linear distribution shifts. One of our key technical contributions is to extend this PPAD-hardness result to general convex domains, which is of broader interest in the complexity of variational inequalities. Finally, we address the special case of strategic classification, showing that computing a strategic local optimum is PLS-hard.