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Oral
Fair Regression: Quantitative Definitions and Reduction-Based Algorithms
Alekh Agarwal · Miroslav Dudik · Steven Wu

Thu Jun 13 11:30 AM -- 11:35 AM (PDT) @ Seaside Ballroom
in Fairness »

In this paper, we study the prediction of a real-valued target, such as a risk score or recidivism rate, while guaranteeing a quantitative notion of fairness with respect to a protected attribute such as gender or race. We call this class of problems fair regression. We propose general schemes for fair regression under two notions of fairness: (1) statistical parity, which asks that the prediction be statistically independent of the protected attribute, and (2) bounded group loss, which asks that the prediction error restricted to any protected group remain below some pre-determined level. While we only study these two notions of fairness, our schemes are applicable to arbitrary Lipschitz-continuous losses, and so they encompass least-squares regression, logistic regression, quantile regression, and many other tasks. Our schemes only require access to standard risk minimization algorithms (such as standard classification or least-squares regression) while providing theoretical guarantees on the optimality and fairness of the obtained solutions. In addition to analyzing theoretical properties of our schemes, we empirically demonstrate their ability to uncover fairness--accuracy frontiers on several standard datasets.

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Author Information

Alekh Agarwal (Microsoft Research)
Miroslav Dudik (Microsoft Research)
Miroslav Dudik

Miroslav Dudík is a Senior Principal Researcher in machine learning at Microsoft Research, NYC. His research focuses on combining theoretical and applied aspects of machine learning, statistics, convex optimization, and algorithms. Most recently he has worked on contextual bandits, reinforcement learning, and algorithmic fairness. He received his PhD from Princeton in 2007. He is a co-creator of the Fairlearn toolkit for assessing and improving the fairness of machine learning models and of the Maxent package for modeling species distributions, which is used by biologists around the world to design national parks, model the impacts of climate change, and discover new species.

Steven Wu (University of Minnesota)

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