P ARADOXES IN F AIR M ACHINE L EARNING Paul Glz, Anson Kahng, and - - PowerPoint PPT Presentation

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P ARADOXES IN F AIR M ACHINE L EARNING Paul Glz, Anson Kahng, and - - PowerPoint PPT Presentation

P ARADOXES IN F AIR M ACHINE L EARNING Paul Glz, Anson Kahng, and Ariel Procaccia NeurIPS 2019 R ESEARCH Q UESTION Fairness in machine learning vs. fairness in fair division What is the relationship between statistical notions of fairness


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PARADOXES IN FAIR MACHINE LEARNING

Paul Gölz, Anson Kahng, and Ariel Procaccia

NeurIPS 2019

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RESEARCH QUESTION

What is the relationship between statistical notions of fairness (in particular, equalized odds) and axioms of fair division (in particular, the axioms of resource monotonicity, population monotonicity, and consistency)? “Fairness in machine learning vs. fairness in fair division”

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CLASSIFICATION WITH CARDINALITY CONSTRAINTS

Classification problem with a fixed budget of available resources to distribute Goal: train a classifier to maximize efficiency (fraction of loans that will be repaid)

Loans Applicants

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CLASSIFICATION WITH CARDINALITY CONSTRAINTS

Loans Applicants

Two groups:
 hats vs. no hats Goal: Distribute loans to applicants in order to minimize the default rate. Metric: efficiency

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CLASSIFICATION WITH CARDINALITY CONSTRAINTS

Loans Applicants

Calibrated classifier:
 If the classifier labels a set of people with probability , then a fraction of them are positive instances.

p p

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CLASSIFICATION WITH CARDINALITY CONSTRAINTS

Probability of repaying loan

Low High

Loans Applicants

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CLASSIFICATION WITH CARDINALITY CONSTRAINTS

Probability of repaying loan

Low High

In this setting, the

  • ptimal allocation

rule awards loans to the most qualified applicants. But what about fairness between groups?

Allocation

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FAIR DIVISION AXIOMS

FAIRNESS CONCEPTS

How compatible are these notions of fairness? 
 How much does efficiency suffer if we have to satisfy both equalized odds and various fair division axioms? Equalized odds Demographic parity Resource monotonicity Population monotonicity Consistency

STATISTICAL FAIRNESS

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FAIR DIVISION AXIOMS

FAIRNESS CONCEPTS

Research question (rephrased): 
 How much does efficiency suffer if we must satisfy both equalized odds and various fair division axioms? Equalized odds Demographic parity Resource monotonicity Population monotonicity Consistency

STATISTICAL FAIRNESS

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STATISTICAL FAIRNESS

Equalized Odds (EO): “A predictor satisfies equalized odds with respect to a protected attribute and outcome if and are independent conditional on ” (Hardt et al. 2016)

  • ̂

Y A Y ̂ Y A Y Pr( ̂ Y = 1|A = 1, Y = 1) = Pr( ̂ Y = 1|A = 0, Y = 1) Pr( ̂ Y = 1|A = 1, Y = 0) = Pr( ̂ Y = 1|A = 0, Y = 0)

“True positive and false positive rates are equal across groups”

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Equalized Odds (EO): “A predictor satisfies equalized odds with respect to a protected attribute and outcome if and are independent conditional on ” (Hardt et al. 2016)

  • ̂

Y A Y ̂ Y A Y Pr( ̂ Y = 1|A = 1, Y = 1) = Pr( ̂ Y = 1|A = 0, Y = 1) Pr( ̂ Y = 1|A = 1, Y = 0) = Pr( ̂ Y = 1|A = 0, Y = 0)

STATISTICAL FAIRNESS

“True positive and false positive rates are equal across groups”

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FAIR DIVISION AXIOMS

Resource monotonicity: “Adding more resources makes everyone better off” Population monotonicity: “Adding more people makes everyone worse off” Think of these axioms as preclusions of paradoxes.

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RESOURCE MONOTONICITY

Budget Allocations

“Adding more resources makes everyone weakly better off”

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POPULATION MONOTONICITY

Budget Allocations

“Adding more people makes everyone weakly worse off”

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RESULTS

  • 1. In the cardinality-constrained model, we characterize

the optimal allocation rule that satisfies equalized odds

  • 2. Equalized odds and resource monotonicity are

achievable with no loss to optimal EO efficiency

  • 3. Any rule that satisfies equalized odds and population

monotonicity cannot achieve a constant-factor approximation to optimal EO efficiency

  • 4. The only rule that satisfies equalized odds and

consistency is uniformly random allocation