Optimal classification with endogenous behavior

Fuente: arXiv
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Autore principale: Penn, Elizabeth Maggie
Natura: Preprint
Pubblicazione: 2025
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author Penn, Elizabeth Maggie
author_facet Penn, Elizabeth Maggie
contents I consider the problem of classifying individual behavior in a simple setting of outcome performativity where the behavior the algorithm seeks to classify is itself dependent on the algorithm. I show in this context that the most accurate classifier is either a threshold or a negative threshold rule. A threshold rule offers the "good" classification to those individuals more likely to have engaged in a desirable behavior, while a negative threshold rule offers the "good" outcome to those less likely to have engaged in the desirable behavior. While seemingly pathological, I show that a negative threshold rule can maximize classification accuracy when behavior is endogenous. I provide an example of such a classifier and extend the analysis to more general algorithm objectives. A key takeaway is that when behavior is endogenous to classification, optimal classification can negatively correlate with signal information. This may yield negative downstream effects on groups in terms of the aggregate behavior induced by an algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2504_06127
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Optimal classification with endogenous behavior
Penn, Elizabeth Maggie
Theoretical Economics
Computer Science and Game Theory
I consider the problem of classifying individual behavior in a simple setting of outcome performativity where the behavior the algorithm seeks to classify is itself dependent on the algorithm. I show in this context that the most accurate classifier is either a threshold or a negative threshold rule. A threshold rule offers the "good" classification to those individuals more likely to have engaged in a desirable behavior, while a negative threshold rule offers the "good" outcome to those less likely to have engaged in the desirable behavior. While seemingly pathological, I show that a negative threshold rule can maximize classification accuracy when behavior is endogenous. I provide an example of such a classifier and extend the analysis to more general algorithm objectives. A key takeaway is that when behavior is endogenous to classification, optimal classification can negatively correlate with signal information. This may yield negative downstream effects on groups in terms of the aggregate behavior induced by an algorithm.
title Optimal classification with endogenous behavior
topic Theoretical Economics
Computer Science and Game Theory
url https://arxiv.org/abs/2504.06127