Fast Fair Regression via Efficient Approximations of Mutual Information
Most work in algorithmic fairness to date has focused on discrete outcomes, such as deciding whether to grant someone a loan or not. In these classification settings, group fairness criteria such as independence, separation and sufficiency can be measured directly by comparing rates of outcomes between subpopulations. Many important problems however require the prediction of a real-valued outcome, such as a risk score or insurance premium. In such regression settings, measuring group fairness criteria is computationally challenging, as it requires estimating information-theoretic divergences between conditional probability density functions. This paper introduces fast approximations of the independence, separation and sufficiency group fairness criteria for regression models from their (conditional) mutual information definitions, and uses such approximations as regularisers to enforce fairness within a regularised risk minimisation framework. Experiments in real-world datasets indicate that in spite of its superior computational efficiency our algorithm still displays state-of-the-art accuracy/fairness tradeoffs.
Code (1)
Tasks
Computational EfficiencyFairnessregressionSimilar Papers 제목 키워드 기반
$p$-value Adjustment for Monotonous, Unbiased, and Fast Clustering Comparison
Popular metrics for clustering comparison, like the Adjusted Rand Index and the Adjusted Mutual Information, are type II biased. The Standardized Mutual Information removes this bias but suffers from counterintuitive non…
A Semidefinite Programming Based Search Strategy for Feature Selection with Mutual Information Measure
Feature subset selection, as a special case of the general subset selection problem, has been the topic of a considerable number of studies due to the growing importance of data-mining applications. In the feature subset…
feature selectionFairReweighing: Density Estimation-Based Reweighing Framework for Improving Separation in Fair Regression
There has been a prevalence of applying AI software in both high-stakes public-sector and industrial contexts. However, the lack of transparency has raised concerns about whether these data-informed AI software decisions…
Binary ClassificationDensity EstimationInformation Theoretic Meta Learning with Gaussian Processes
We formulate meta learning using information theoretic concepts; namely, mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a…
Gaussian ProcessesMeta-LearningFast Gaussian Process Approximations for Autocorrelated Data
This paper is concerned with the problem of how to speed up computation for Gaussian process models trained on autocorrelated data. The Gaussian process model is a powerful tool commonly used in nonlinear regression appl…