Companion code for the manuscript "Monitoring machine learning (ML)-based risk prediction algorithms in the presence of performativity"
To appear in AISTATS 2024
- This code is designed for running with pip. Packages are listed in requirements.txt.
- To run the Bayesian changepoint monitoring procedure, install cmdstanpy and stan.
Code for each simulation is organized in a folder with the prefix simulation_. Use scons to run these simulations, e.g. scons simulation_null_naive.