Beyond the Training Distribution: Evaluating Predictions Under Distribution Shift and Selection Bias

Selection bias is a common and often unavoidable aspect of real-world data that challenges the generalizability of machine learning models. When models trained on biased data are deployed in the broader target population, poor model generalization may lead to real harm, particularly in high-risk settings such as healthcare. This risk highlights the need for practitioners to reliably assess model generalizability prior to deployment. However, existing methods for predicting model performance rely on unrealistic access to the target distribution or knowledge of the selection mechanism causing bias. To address these limitations, we propose a novel upper bound on the worst-case model performance on the target population under the realistic setting where the selection mechanism and the target population data are only partially observed. We demonstrate the validity and practical utility of our method through experiments on fully synthetic data, semi-synthetic data derived from the All of Us Research Program, and real-world selection bias in MIMIC-IV. Our work offers a principled and practical tool to estimate the impact of selection bias in an otherwise intractable setting, thereby enabling practitioners to build safer and more generalizable models in healthcare and beyond.

Certified selective predictors attain whatever coverage they attain; operators impose an automation floor: answer at least a $β$-fraction of shifted target traffic with at most an $α$-fraction of answers wrong. Under bounded-ratio covariate shift we prove the Floor Certification Map: once that floor must be certified alongside the selection-conditioned risk $α$, certification acquires a feasibility frontier and a two-resource complexity map, additive up to constants: risk in labeled source, the floor in unlabeled target samples. The rates are local, needing a regular frontier margin, slack below the local-regime threshold, and lattice conditions: pre-registered with a lattice margin for the upper bounds, compatible per-slack for the lower. The displayed split is the operational route; oracle weights also allow a labeled-source floor estimate. Three model-tagged results: a lower bound (Model-B), a matching oracle-weight upper bound (Model-A), and an implementable upper bound (Model-B') valid under a pre-registered exact stratified-shift model with nuisance cost priced explicitly. The match is across these models rather than a single-model minimax theorem, and necessarily so: over the full bounded-ratio class no unknown-weight procedure matches at any sample size (Model-B is inconsistent, witnessed at $α=β=1/2$). The nuisance's necessity is only partially settled. Complexity tracks a localized accepted-region functional, not global effective sample size (ESS), on both sides, though a fixed-ESS separation theorem is left open; both lower-bound axes vanish as $β\to0$, so the floor creates the map. Empirically, the registered bite family diverges with log-log slope $-2.002$ within its pre-registered band; a 1,024-cell audit records 0 violations where the formal certificates fire; and a single-corpus SQuAD-to-NewsQA feasibility audit returns honest refusal.

Performative prediction studies feedback loops that arise when predictive models are deployed in consequential domains. In these settings, deploying a model can change the population whose patterns the model aims to predict, inducing a distribution shift that is endogenous to the learning system. This perspective departs from classical treatments of distribution shift, where shifts are typically modeled as exogenous changes in the data-generating process. Yet, in practice, distribution shift is rarely one or the other. Predictive models may influence future data through the decisions they support, while the world itself continues to drift for reasons beyond the learner's control. We study partially performative prediction, a framework that captures both endogenous and exogenous sources of distribution shift. The framework generalizes performative prediction by allowing the data distribution to evolve both in response to the deployed model and according to an external, time-varying process. We extend the central notions of performative stability and performative optimality to this setting by defining their online analogues that track the evolving partially performative environment. We analyze practical learning heuristics, including repeated retraining, and characterize when they successfully adapt to partially performative environments.