Prediction-Intervention Games and Invariant Sets

· Source: stat.ML updates on arXiv.org · Field: Technology & Digital — Artificial Intelligence & Machine Learning, Mathematics & Computational Sciences · Depth: Expert, extended

Summary

This paper introduces "prediction-intervention games," a two-player Stackelberg game where a leader deploys a prediction function, and a follower reacts by intervening on covariates in a structural causal model (SCM) to optimize their own objective. The leader knows the intervention targets but may have limited knowledge of the follower's objective. The research demonstrates that predictors based on the "stable blanket," a specific invariant subset of covariates, are always superior or equal to those based on causal parents for two common follower objectives. The authors also upper-bound the leader's post-intervention risk by a worst-case risk over allowed interventions, providing conditions under which stable-blanket predictors are worst-case optimal. Practical strategies for learning these predictors, even when the causal graph is unknown, are proposed and tested on simulated and real-world data, including the Causal Chambers light tunnel.

Key takeaway

For AI Scientists and Research Scientists developing predictive models in dynamic environments, prioritizing predictors based on the stable blanket is crucial. This approach offers enhanced robustness against strategic follower interventions and can lead to lower post-intervention risk compared to relying solely on causal parents. You should integrate methods like stabilized classification, especially when the causal graph is uncertain, to ensure your models maintain performance and resist manipulation in real-world deployments.

Key insights

Stable blanket predictors consistently outperform or match causal parent predictors in prediction-intervention games.

Principles

Method

The proposed method involves identifying invariant subsets, specifically the stable blanket, and training predictors on these subsets. For unknown graphs, it uses invariance tests and predictiveness scores to select optimal subsets or ensembles.

In practice

Topics

Code references

Best for: AI Scientist, Research Scientist

Related on AIssential

Open in AIssential →

Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.