From Predictions to Decisions: Using Lookahead Regularization

Machine learning is a powerful tool for predicting human-related outcomes, from creditworthiness to heart attack risks. But when deployed transparently, learned models also affect how users act in order to improve outcomes. The standard approach to learning predictive models is agnostic to induced user actions and provides no guarantees as to the effect of actions. We provide a framework for learning predictors that are accurate, while also considering interactions between the learned model and user decisions. For this, we introduce look-ahead regularization which, by anticipating user actions, encourages predictive models to also induce actions that improve outcomes. This regularization carefully tailors the uncertainty estimates that govern confidence in this improvement to the distribution of model-induced actions. We report the results of experiments on real and synthetic data that show the effectiveness of this approach.