Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for example, when balancing performance or loss with fairness across people. We prove that, from a computational perspective, optimizing arbitrary objectives that take into account performance over a small number of groups is not significantly harder to optimize than average performance. Our main result is a polynomial-time reduction that uses a linear optimizer to optimize an arbitrary (Lipschitz continuous) function of performance over a (constant) number of possibly-overlapping groups. This includes fairness objectives over small numbers of groups, and we further point out that other existing notions of fairness such as individual fairness can be cast as convex optimization and hence more standard convex techniques can be used. Beyond learning, our approach applies to multi-objective optimization, more generally.
Some Optimizers are More Equal: Understanding the Role of Optimizers in Group Fairness
Department of Electrical and Computer Engineering, Queen’s University（皇后大学电气与计算机工程系）；Department of Computer Science and Technology, University of Cambridge（剑桥大学计算机科学与技术系）
Curvature-Aware Optimization for High-Accuracy Physics-Informed Neural Networks
Department of Information Engineering and Computer Science, University of Trento（特伦托大学信息工程与计算机科学系）；Division of Applied Mathematics, Brown University（布朗大学应用数学部）；Center for Biomedical Engineering, Brown University（布朗大学生物医学工程中心）；Institute of Mathematics, TU Berlin（柏林工业大学数学研究所）；ETH Zurich（苏黎世联邦理工学院）
Reinforcement-Guided Hyper-Heuristic Hyperparameter Optimization for Fair and Explainable Spiking Neural Network-Based Financial Fraud Detection
organization= Department of Computer Science \& Engineering, Khulna University of Engineering \& Technology (KUET) , city= Khulna , postcode= 9203 , country= Bangladesh；organization= Thomas Lord Department of Computer Science, Viterbi School of Engineering, University of Southern California , city= Los Angeles , state= CA , postcode= 90089 , country= USA；organization= Department of Computer Science, American International University-Bangladesh (AIUB) , city= Dhaka , postcode= 1229 , country= Bangladesh
