Fairness Christos Dimitrakakis October 3, 2019 . . . . . . . - - PowerPoint PPT Presentation

fairness
SMART_READER_LITE
LIVE PREVIEW

Fairness Christos Dimitrakakis October 3, 2019 . . . . . . . - - PowerPoint PPT Presentation

Fairness Christos Dimitrakakis October 3, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . C. Dimitrakakis Fairness October 3, 2019 1 / 41 Fairness definitions


slide-1
SLIDE 1

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness

Christos Dimitrakakis October 3, 2019

  • C. Dimitrakakis

Fairness October 3, 2019 1 / 41

slide-2
SLIDE 2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness

What is it?

  • C. Dimitrakakis

Fairness October 3, 2019 2 / 41

slide-3
SLIDE 3

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness

What is it?

▶ Meritocracy.

  • C. Dimitrakakis

Fairness October 3, 2019 2 / 41

slide-4
SLIDE 4

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness

What is it?

▶ Meritocracy. ▶ Proportionality and representation.

  • C. Dimitrakakis

Fairness October 3, 2019 2 / 41

slide-5
SLIDE 5

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness

What is it?

▶ Meritocracy. ▶ Proportionality and representation. ▶ Equal treatment.

  • C. Dimitrakakis

Fairness October 3, 2019 2 / 41

slide-6
SLIDE 6

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness

What is it?

▶ Meritocracy. ▶ Proportionality and representation. ▶ Equal treatment. ▶ Non-discrimination.

  • C. Dimitrakakis

Fairness October 3, 2019 2 / 41

slide-7
SLIDE 7

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-8
SLIDE 8

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-9
SLIDE 9

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

Example 2 (Additional information)

▶ 70% of admitted Gota graduates with 4+ get their degree. ▶ 50% of admitted Vasa graduates with 5 get their degree.

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-10
SLIDE 10

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

Example 2 (Additional information)

▶ 70% of admitted Gota graduates with 4+ get their degree. ▶ 50% of admitted Vasa graduates with 5 get their degree.

We still don’t know how a specific student will do!

Solutions

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-11
SLIDE 11

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

Example 2 (Additional information)

▶ 70% of admitted Gota graduates with 4+ get their degree. ▶ 50% of admitted Vasa graduates with 5 get their degree.

We still don’t know how a specific student will do!

Solutions

▶ Admit everybody?

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-12
SLIDE 12

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

Example 2 (Additional information)

▶ 70% of admitted Gota graduates with 4+ get their degree. ▶ 50% of admitted Vasa graduates with 5 get their degree.

We still don’t know how a specific student will do!

Solutions

▶ Admit everybody? ▶ Admit randomly?

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-13
SLIDE 13

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Meritocracy

Example 1 (College admissions)

▶ Student A has a grade 4/5 from Gota Highschool. ▶ Student B has a grade 5/5 from Vasa Highschool.

Example 2 (Additional information)

▶ 70% of admitted Gota graduates with 4+ get their degree. ▶ 50% of admitted Vasa graduates with 5 get their degree.

We still don’t know how a specific student will do!

Solutions

▶ Admit everybody? ▶ Admit randomly? ▶ Use prediction of individual academic performance?

  • C. Dimitrakakis

Fairness October 3, 2019 3 / 41

slide-14
SLIDE 14

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Proportional representation

https:

  • C. Dimitrakakis

Fairness October 3, 2019 4 / 41

slide-15
SLIDE 15

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Hiring decisions

  • C. Dimitrakakis

Fairness October 3, 2019 5 / 41

slide-16
SLIDE 16

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness definitions

Fairness and information

Example 3 (College admissions data)

School Male Female A 62% 82% B 63% 68% C 37% 34% D 33% 35% E 28% 24% F 6% 7% Average 45% 38%

  • C. Dimitrakakis

Fairness October 3, 2019 6 / 41

slide-17
SLIDE 17

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-18
SLIDE 18

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-19
SLIDE 19

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-20
SLIDE 20

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-21
SLIDE 21

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-22
SLIDE 22

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-23
SLIDE 23

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Bail decisions

  • C. Dimitrakakis

Fairness October 3, 2019 7 / 41

slide-24
SLIDE 24

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Whites get lower scores than blacks1

Count Risk Score 1 100 200 300 400 500 600 2 3 4 5 6 7 8 9 10 Black 1 100 200 300 400 Count Risk Score 500 600 2 3 4 5 6 7 8 9 10 White

Figure: Apparent bias in risk scores towards black versus white defendants.

1Pro-publica, 2016

  • C. Dimitrakakis

Fairness October 3, 2019 8 / 41

slide-25
SLIDE 25

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

But scores equally accurately predict recidivsm2

Figure: Recidivism rates by risk score.

2Washington Post, 2016

  • C. Dimitrakakis

Fairness October 3, 2019 9 / 41

slide-26
SLIDE 26

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

But non-offending blacks get higher scores

Figure: Score breakdown based on recidivism rates.

  • C. Dimitrakakis

Fairness October 3, 2019 10 / 41

slide-27
SLIDE 27

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Fairness in machine learning

Graphical models and independence

▶ Why is it not possible to be fair in all respects? ▶ Different notions of conditional independence. ▶ Can only be satisfied rarely simultaneously.

  • C. Dimitrakakis

Fairness October 3, 2019 11 / 41

slide-28
SLIDE 28

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Graphical models

x3 x1 x2

Figure: Graphical model (directed acyclic graph) for three variables.

Joint probability

Let x = (x1, . . . , xn). Then x : Ω → X, X = ∏

i Xi and:

P(x ∈ A) = P({ω ∈ Ω | x(ω) ∈ A}).

Factorisation

P(x) = P(xB | xC) P(xC), B, C ⊂ [n]

  • C. Dimitrakakis

Fairness October 3, 2019 12 / 41

slide-29
SLIDE 29

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Graphical models

x3 x1 x2

Figure: Graphical model (directed acyclic graph) for three variables.

Joint probability

Let x = (x1, . . . , xn). Then x : Ω → X, X = ∏

i Xi and:

P(x ∈ A) = P({ω ∈ Ω | x(ω) ∈ A}).

Factorisation

So we can write any joint distribution as P(x1) P(x2 | x1) P(x3 | x1, x2) · · · P(xn | x1, . . . , xn−1).

  • C. Dimitrakakis

Fairness October 3, 2019 12 / 41

slide-30
SLIDE 30

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Directed graphical models

x3 x1 x2

Figure: Graphical model for the factorisation P(x3 | x2) P(x2 | x1) P(x1).

Conditional independence

We say xi is conditionally independent of xB given xD and write xi | xD ⊥

⊥ xB iff

P(xi, xB | xD) = P(xi | xD) P(xB | xD).

  • C. Dimitrakakis

Fairness October 3, 2019 13 / 41

slide-31
SLIDE 31

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Example 4 (Smoking and lung cancer)

S C A

Figure: Smoking and lung cancer graphical model, where S: Smoking, C: cancer, A: asbestos exposure.

Explaining away

Even though S, A are independent, they become dependent once you know C.

  • C. Dimitrakakis

Fairness October 3, 2019 14 / 41

slide-32
SLIDE 32

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Example 5 (Time of arrival at work)

x1 T x2

Figure: Time of arrival at work graphical model where T is a traffic jam and x1 is the time John arrives at the office and x2 is the time Jane arrives at the office.

Conditional independence

Even though x1, x2 are correlated, they become independent once you know T.

  • C. Dimitrakakis

Fairness October 3, 2019 15 / 41

slide-33
SLIDE 33

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Example 6 (Treatment effects)

x y a

Figure: Kidney treatment model, where x: severity, y: result, a: treatment applied

Treatment A Treatment B Small stones 87 270 Large stones 263 80 Severity Treatment A Treatment B Small stones ) 93% 87% Large stones 73% 69% Average 78% 83%

  • C. Dimitrakakis

Fairness October 3, 2019 16 / 41

slide-34
SLIDE 34

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Example 7 (School admission)

z s a z s a

Figure: School admission graphical model, where z: gender, s: school applied to, a: whether you were admitted.

School Male Female A 62% 82% B 63% 68% C 37% 34% D 33% 35% E 28% 24% F 6% 7% Average 45% 38%

  • C. Dimitrakakis

Fairness October 3, 2019 17 / 41

slide-35
SLIDE 35

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 1

Factorise the following graphical model. x1 x2 x3 x4

  • C. Dimitrakakis

Fairness October 3, 2019 18 / 41

slide-36
SLIDE 36

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 1

Factorise the following graphical model. x1 x2 x3 x4 P(x) = P(x1) P(x2 | x1) P(x3 | x1) P(x4)

  • C. Dimitrakakis

Fairness October 3, 2019 18 / 41

slide-37
SLIDE 37

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 2

Factorise the following graphical model. x1 x2 x3 x4

  • C. Dimitrakakis

Fairness October 3, 2019 19 / 41

slide-38
SLIDE 38

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 2

Factorise the following graphical model. x1 x2 x3 x4 P(x) = P(x1) P(x2 | x1) P(x3 | x1) P(x4 | x3)

  • C. Dimitrakakis

Fairness October 3, 2019 19 / 41

slide-39
SLIDE 39

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 3

What dependencies does the following factorisation imply? P(x) = P(x1) P(x2 | x1) P(x3 | x1) P(x4 | x2, x3) x1 x2 x3 x4

  • C. Dimitrakakis

Fairness October 3, 2019 20 / 41

slide-40
SLIDE 40

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Exercise 3

What dependencies does the following factorisation imply? P(x) = P(x1) P(x2 | x1) P(x3 | x1) P(x4 | x2, x3) x1 x2 x3 x4

  • C. Dimitrakakis

Fairness October 3, 2019 20 / 41

slide-41
SLIDE 41

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models

Deciding conditional independence

There is an algorithm for deciding conditional independence of any two variables in a graphical model.

  • C. Dimitrakakis

Fairness October 3, 2019 21 / 41

slide-42
SLIDE 42

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Inference and prediction in graphical models

Inference and prediction in graphical models

θ x1 · · · xt

Figure: Inference and prediction in a graphical model.

Inference of latent variables

P(θ | x1, . . . , xt)

▶ Model parameters. ▶ System states.

  • C. Dimitrakakis

Fairness October 3, 2019 22 / 41

slide-43
SLIDE 43

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Inference and prediction in graphical models

Inference and prediction in graphical models

θ x1 · · · xt xt+1

Figure: Inference and prediction in a graphical model.

Prediction

P(xt+1 | x1, . . . , xt) = ∫

Θ

P(xt+1 | θ) d P(θ | x1, . . . , xt) Predictions are testable.

  • C. Dimitrakakis

Fairness October 3, 2019 22 / 41

slide-44
SLIDE 44

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Inference and prediction in graphical models

Coin tossing, revisited

Example 8

The Beta-Bernoulli prior ξ θ x

Figure: Graphical model for a Beta-Bernoulli prior

θ ∼ Beta(ξ1, ξ2), i.e. ξ are Beta distribution parameters (3.1) x | θ ∼ Bernoulli(θ), i.e. Pθ(x) is a Bernoulli (3.2)

  • C. Dimitrakakis

Fairness October 3, 2019 23 / 41

slide-45
SLIDE 45

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Inference and prediction in graphical models

Example 9

The n-meteorologists problem (continuation of Exercise ??)

▶ Meteorological models M = {µ1, . . . , µn} ▶ Rain predictions at time t: pt,µ ≜ Pµ(xt = rain). ▶ Prior probability ξ(µ) = 1/n for each model. ▶ Decision a, resulting in utility U(a, xt+1)

ξ µ x1 · · · xt xt+1 a U

Figure: Inference, prediction and decisions in a graphical model.

  • C. Dimitrakakis

Fairness October 3, 2019 24 / 41

slide-46
SLIDE 46

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Testing conditional independence

Measuring independence

Theorem 10

If xi | xD ⊥

⊥ xB then

P(xi | xB, xD) = P(xi | xD)

Example 11

∥ P(a | y, z) − P(a | y)∥1 which for discrete a, y, z is: max

i,j ∥ P(a | y = i, z = j)−P(a | y = i)∥1 = max i,j ∥

k

P(a = k | y = i, z = j)−

  • C. Dimitrakakis

Fairness October 3, 2019 25 / 41

slide-47
SLIDE 47

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Testing conditional independence

Measuring independence

Theorem 10

If xi | xD ⊥

⊥ xB then

P(xi | xB, xD) = P(xi | xD) This implies P(xi | xB = b, xD) = P(xi | xB = b′, xD) so we can measure independence by seeing how the distribution of xi changes when we vary xB, keeping xD fixed.

Example 11

∥ P(a | y, z) − P(a | y)∥1 which for discrete a, y, z is: max

i,j ∥ P(a | y = i, z = j)−P(a | y = i)∥1 = max i,j ∥

k

P(a = k | y = i, z = j)−

  • C. Dimitrakakis

Fairness October 3, 2019 25 / 41

slide-48
SLIDE 48

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Testing conditional independence

Example 12

An alternative model for coin-tossing This is an elaboration of Example ?? for hypothesis testing. ϕ ξ µ θ x

Figure: Graphical model for a hierarchical prior

▶ µ1: A Beta-Bernoulli model with Beta(ξ1, ξ2) ▶ µ0: The coin is fair.

θ | µ = µ0 ∼ D(0.5), i.e. θ is always 0.5 (3.3) θ | µ = µ1 ∼ Beta(ξ1, ξ2), i.e. θ has a Beta distribution (3.4) x | θ ∼ Bernoulli(θ), i.e. Pθ(x) is Bernoulli (3.5) Here the posterior over the two models is simply

  • C. Dimitrakakis

Fairness October 3, 2019 26 / 41

slide-49
SLIDE 49

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Testing conditional independence

Bayesian testing of independence

x1 x2 x3

(a) Θ0 assumes independence

x1 x2 x3

(b) Θ1 does not assume independence

Example 13

Assume data D = {xt

1, xt 2, xt 3 | t = 1, . . . , T} with xt i ∈ {0, 1}.

Pθ(D) = ∏

t

Pθ(xt

3 | xt 2)Pθ(xt 2 | xt 1)Pθ(xt 1),

θ ∈ Θ0 (3.6) Pθ(D) = ∏

t

Pθ(xt

3 | xt 2, xt 1)Pθ(xt 2 | xt 1)Pθ(xt 1),

θ ∈ Θ1 (3.7)

  • C. Dimitrakakis

Fairness October 3, 2019 27 / 41

slide-50
SLIDE 50

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Testing conditional independence

Bayesian testing of independence

x1 x2 x3

(a) Θ0 assumes independence

x1 x2 x3

(b) Θ1 does not assume independence

Example 13

θ1 ≜ Pθ(xt

1 = 1)

(µ0, µ1) θi

2|1 ≜ Pθ(xt 2 = 1 | xt 1 = i)

(µ0, µ1) θj

3|2 ≜ Pθ(xt 3 = 1 | xt 2 = j)

(µ0) θi,j

3|2,1 ≜ Pθ(xt 3 = 1 | xt 2 = j, xt 1 = i)

(µ1)

  • C. Dimitrakakis

Fairness October 3, 2019 27 / 41

slide-51
SLIDE 51

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

µ θ D

Figure: Hierarchical model.

µi ∼ ϕ (3.6) θ | µ = µi ∼ ξi (3.7)

Marginal likelihood

Pφ(D) = ϕ(µ0) Pµ0(D) + ϕ(µ1) Pµ1(D) (3.8) Pµi(D) = ∫

Θi

Pθ(D) dξi(θ). (3.9)

  • C. Dimitrakakis

Fairness October 3, 2019 28 / 41

slide-52
SLIDE 52

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

µ θ D

Figure: Hierarchical model.

Marginal likelihood

Pφ(D) = ϕ(µ0) Pµ0(D) + ϕ(µ1) Pµ1(D) (3.6) Pµi(D) = ∫

Θi

Pθ(D) dξi(θ). (3.7)

Model posterior

ϕ(µ | D) = Pµ(D)ϕ(µ) ∑

i Pµi(D)ϕ(µi)

(3.8)

  • C. Dimitrakakis

Fairness October 3, 2019 28 / 41

slide-53
SLIDE 53

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Calculating the marginal likelihood

Monte-Carlo approximation

Θ

Pθ(D) dξ(θ) ≈

N

n=1

Pθn(D) + O(1/ √ N), θn ∼ ξ (3.9)

Importance sampling

Θ

Pθ(D) dξ(θ) (3.10)

  • C. Dimitrakakis

Fairness October 3, 2019 29 / 41

slide-54
SLIDE 54

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Calculating the marginal likelihood

Monte-Carlo approximation

Θ

Pθ(D) dξ(θ) ≈

N

n=1

Pθn(D) + O(1/ √ N), θn ∼ ξ (3.9)

Importance sampling

Θ

Pθ(D) dξ(θ) = ∫

Θ

Pθ(D) dψ(θ) dψ(θ) dξ(θ) (3.10)

  • C. Dimitrakakis

Fairness October 3, 2019 29 / 41

slide-55
SLIDE 55

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Calculating the marginal likelihood

Monte-Carlo approximation

Θ

Pθ(D) dξ(θ) ≈

N

n=1

Pθn(D) + O(1/ √ N), θn ∼ ξ (3.9)

Importance sampling

Θ

Pθ(D) dξ(θ) = ∫

Θ

Pθ(D) dξ(θ) dψ(θ) dψ(θ) (3.10)

  • C. Dimitrakakis

Fairness October 3, 2019 29 / 41

slide-56
SLIDE 56

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Calculating the marginal likelihood

Monte-Carlo approximation

Θ

Pθ(D) dξ(θ) ≈

N

n=1

Pθn(D) + O(1/ √ N), θn ∼ ξ (3.9)

Importance sampling

Θ

Pθ(D) dξ(θ) ≈

N

n=1

Pθ(D) dξ(θn) dψ(θn), θn ∼ ψ (3.10)

  • C. Dimitrakakis

Fairness October 3, 2019 29 / 41

slide-57
SLIDE 57

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Sequential updating of the marginal likelihood

Pξ(D) (3.14)

Example 14 (Beta-Bernoulli)

Pξ(xt = 1 | x1, . . . , xt−1) = αt αt + βt , with αt = α0 + ∑t−1

n=1 xn,

βt = β0 + ∑t−1

n=1(1 − xn)

  • C. Dimitrakakis

Fairness October 3, 2019 30 / 41

slide-58
SLIDE 58

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Sequential updating of the marginal likelihood

Pξ(D) = Pξ(x1, . . . , xT) (3.14)

Example 14 (Beta-Bernoulli)

Pξ(xt = 1 | x1, . . . , xt−1) = αt αt + βt , with αt = α0 + ∑t−1

n=1 xn,

βt = β0 + ∑t−1

n=1(1 − xn)

  • C. Dimitrakakis

Fairness October 3, 2019 30 / 41

slide-59
SLIDE 59

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Sequential updating of the marginal likelihood

Pξ(D) = Pξ(x1, . . . , xT) (3.11) = Pξ(x2, . . . , xT | x1) Pξ(x1) (3.14)

Example 14 (Beta-Bernoulli)

Pξ(xt = 1 | x1, . . . , xt−1) = αt αt + βt , with αt = α0 + ∑t−1

n=1 xn,

βt = β0 + ∑t−1

n=1(1 − xn)

  • C. Dimitrakakis

Fairness October 3, 2019 30 / 41

slide-60
SLIDE 60

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Sequential updating of the marginal likelihood

Pξ(D) = Pξ(x1, . . . , xT) (3.11) = Pξ(x2, . . . , xT | x1) Pξ(x1) (3.12) =

T

t=1

Pξ(xt | x1, . . . , xt−1) (3.14)

Example 14 (Beta-Bernoulli)

Pξ(xt = 1 | x1, . . . , xt−1) = αt αt + βt , with αt = α0 + ∑t−1

n=1 xn,

βt = β0 + ∑t−1

n=1(1 − xn)

  • C. Dimitrakakis

Fairness October 3, 2019 30 / 41

slide-61
SLIDE 61

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Sequential updating of the marginal likelihood

Pξ(D) = Pξ(x1, . . . , xT) (3.11) = Pξ(x2, . . . , xT | x1) Pξ(x1) (3.12) =

T

t=1

Pξ(xt | x1, . . . , xt−1) (3.13) =

T

t=1

Θ

Pθn(xt) d ξ(θ | x1, . . . , xt−1)

  • posterior at time t

(3.14)

Example 14 (Beta-Bernoulli)

Pξ(xt = 1 | x1, . . . , xt−1) = αt αt + βt , with αt = α0 + ∑t−1

n=1 xn,

βt = β0 + ∑t−1

n=1(1 − xn)

  • C. Dimitrakakis

Fairness October 3, 2019 30 / 41

slide-62
SLIDE 62

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Graphical models Hierarchical Bayesian models

Further reading

Python sources

▶ A simple python measure of conditional independence

src/fairness/ci_test.py

▶ A simple test for discrete Bayesian network

src/fairness/DirichletTest.py

▶ Using the PyMC package

https://docs.pymc.io/notebooks/Bayes_factor.html

  • C. Dimitrakakis

Fairness October 3, 2019 31 / 41

slide-63
SLIDE 63

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-64
SLIDE 64

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 π(a | x) (policy)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-65
SLIDE 65

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 a2 π(a | x) (policy)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-66
SLIDE 66

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 a2 y1 π(a | x) (policy) P(y | a, x) (outcome)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-67
SLIDE 67

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 a2 y1 π(a | x) (policy) P(y | a, x) (outcome)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-68
SLIDE 68

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 a2 y1 y2 π(a | x) (policy) P(y | a, x) (outcome)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-69
SLIDE 69

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness

Bail decisions, revisited

x π a1 a2 y1 y2 π(a | x) (policy) P(y | a, x) (outcome) U(a, y) (utility)

  • C. Dimitrakakis

Fairness October 3, 2019 32 / 41

slide-70
SLIDE 70

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Group fairness and conditional independence

Independence

Count Risk Score 1 100 200 300 400 500 600 2 3 4 5 6 7 8 9 10 Black 1 100 200 300 400 Count Risk Score 500 600 2 3 4 5 6 7 8 9 10 White

Figure: Apparent bias in risk scores towards black versus white defendants.

θ (a | z) = Pπ θ (a)

(non-discrimination)

  • C. Dimitrakakis

Fairness October 3, 2019 33 / 41

slide-71
SLIDE 71

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Group fairness and conditional independence

y Result. a Assigned score. z Race. Pπ(y | a, z) = Pπ(y | a) (calibration) Pπ(a | y, z) = Pπ(a | y) (balance)

  • C. Dimitrakakis

Fairness October 3, 2019 34 / 41

slide-72
SLIDE 72

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Group fairness and conditional independence

y Result. a Assigned score. z Race. Pπ(y | a, z) = Pπ(y | a) (calibration) Pπ(a | y, z) = Pπ(a | y) (balance)

  • C. Dimitrakakis

Fairness October 3, 2019 34 / 41

slide-73
SLIDE 73

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Individual fairness and meritocracy.

Meritocratic decision

at(θ, xt) ∈ arg max

a

Eθ(U | a, xt) = ∫

Y

U(at, y) Eθ(U | at, xt) (4.1)

  • C. Dimitrakakis

Fairness October 3, 2019 35 / 41

slide-74
SLIDE 74

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Individual fairness and meritocracy.

Smooth fairness

D[π(a | x), π(a | x′)] ≤ ρ(x, x′). (4.2) x π(a | x) ρ(x, x′)

Figure: A Lipschitz function

The constrained maximisation problem

max

π

{ U(π)

  • ρ(x, x′) ≤ ϵ

} (4.3)

  • C. Dimitrakakis

Fairness October 3, 2019 36 / 41

slide-75
SLIDE 75

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness A unifying view of fairness

The value of a policy

Fairness metrics: balance

Fbalance(θ, π) ≜ ∑

y,z,a

| Pπ

θ (a | y, z) − Pπ θ (a | y)|2

(4.4)

  • C. Dimitrakakis

Fairness October 3, 2019 37 / 41

slide-76
SLIDE 76

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness A unifying view of fairness

The value of a policy

Fairness metrics: balance

Fbalance(θ, π) ≜ ∑

y,z,a

| Pπ

θ (a | y, z) − Pπ θ (a | y)|2

(4.4)

Utility: Classification accuracy

U(θ, π) = Pπ

θ (yt = at)

  • C. Dimitrakakis

Fairness October 3, 2019 37 / 41

slide-77
SLIDE 77

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness A unifying view of fairness

The value of a policy

Fairness metrics: balance

Fbalance(θ, π) ≜ ∑

y,z,a

| Pπ

θ (a | y, z) − Pπ θ (a | y)|2

(4.4)

Utility: Classification accuracy

U(θ, π) = Pπ

θ (yt = at)

Use λ to trade-off utility and fairness

V (λ, θ, π) = (1 − λ)

utility

U(θ, π) −λ F(θ, π)

unfairness

(4.5)

  • C. Dimitrakakis

Fairness October 3, 2019 37 / 41

slide-78
SLIDE 78

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness A unifying view of fairness

Model uncertainty

θ is unknown

Theorem 15

A decision rule in the form of a lottery, i.e. π(a | x) = pa can be the only way to satisfy balance for all possible θ.

Possible solutions

▶ Marginalize over θ (”expected” model) ▶ Use Bayesian reasoning

  • C. Dimitrakakis

Fairness October 3, 2019 38 / 41

slide-79
SLIDE 79

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Bayesian fairness

The value of a policy

Let λ represent the trade-off between utility and fairness. V (λ, θ, π) = λ

utility

U(θ, π) − (1 − λ)F(θ, π)

  • fairness violation

(4.6)

  • C. Dimitrakakis

Fairness October 3, 2019 39 / 41

slide-80
SLIDE 80

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Bayesian fairness

The Bayesian decision problem

The Bayesian value of a policy

V (λ, ξ, π) = ∫

Θ

V (λ, θ, π) dξ(θ). (4.7)

  • C. Dimitrakakis

Fairness October 3, 2019 39 / 41

slide-81
SLIDE 81

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Further reading

Online resources

▶ COMPAS analysis by propublica

https://github.com/propublica/compas-analysis

▶ Open policing database https://openpolicing.stanford.edu/

  • C. Dimitrakakis

Fairness October 3, 2019 40 / 41

slide-82
SLIDE 82

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Concepts of fairness Further reading

Learning outcomes

Understanding

▶ Graphical models and conditional independence. ▶ Fairness as independence and meritocracy.

Skills

▶ Specify a graphical model capturing dependencies between variables. ▶ Testing for conditional independence. ▶ Verify if a policy satisfies a fairness condition.

Reflection

▶ Determining is to be fair with respect to sensitive attributes? ▶ Balancing the needs of individuals, the decision maker and society? ▶ Does having more data available make it easier to achieve fairness? ▶ What is the relation to game theory and welfare economics?

  • C. Dimitrakakis

Fairness October 3, 2019 41 / 41