Differentiable Optimization Layers for Guaranteed Fairness in Deep Learning

Differentiable optimization layers are traditionally integrated in predict-then-optimize frameworks where a neural model estimates parameters that subsequently serve as fixed inputs to downstream decision-making optimization problems. In this work, we introduce the concept of a ``fairness layer'': a differentiable optimization layer appended to a model's output layer that guarantees a chosen notion of output parity is satisfied when integrated into a neural network. Additionally, we introduce an online primal-dual inference algorithm that provides provable aggregate fairness guarantees for streaming predictions with arbitrarily small batch sizes, where traditional per-batch constraints become overly restrictive. Numerical experiments demonstrate the effectiveness of the fairness layer and associated algorithm, and theoretical analysis characterizes the layer's differentiability and stability properties during model training and backpropagation. Our code for these experiments is publicly available on GitHub: https://github.com/anonymouspapersubmission012345/icml2026submission and our public Python package documentation can be found online: https://anonymouspapersubmission012345.github.io/fairnesstraininganonymous/ .