arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.01442cs.AI
收藏

FairXGBoost:XGBoost中的公平感知分类

FairXGBoost: Fairness-aware Classification in XGBoost

American Express(美国运通)

Srinivasan Ravichandran, Drona Khurana, Bharath Venkatesh, Narayanan Unny Edakunni

摘要:

金融等高度监管的领域长期以来一直倾向于使用可扩展、透明、健壮并能产生更好性能的机器学习算法。这种算法最突出的例子之一是XGBoost。与此同时,也有越来越多的兴趣,在这些监管领域建立公平和公正的模型,并已提出了许多偏见缓解算法。然而,这些偏差缓解方法中的大多数局限于特定的模型族,例如逻辑回归或支持向量机模型,从而使建模者难以在偏差缓解算法的公平性和XGBoost等算法的可扩展性、透明度和性能之间做出选择。我们的目标是通过提出一个XGBoost的公平变体来利用这两个世界的优点,该变体享有XGBoost的所有优点,同时还匹配最先进的偏差缓解算法的公平性水平。此外,所提出的解决方案对原始XGBoost库的更改很少,因此易于采用。我们提供了一个实证分析,我们提出的方法在公平社会中使用的标准基准数据集。

英文摘要:

Highly regulated domains such as finance have long favoured the use of machine learning algorithms that are scalable, transparent, robust and yield better performance. One of the most prominent examples of such an algorithm is XGBoost. Meanwhile, there is also a growing interest in building fair and unbiased models in these regulated domains and numerous bias-mitigation algorithms have been proposed to this end. However, most of these bias-mitigation methods are restricted to specific model families such as logistic regression or support vector machine models, thus leaving modelers with a difficult decision of choosing between fairness from the bias-mitigation algorithms and scalability, transparency, performance from algorithms such as XGBoost. We aim to leverage the best of both worlds by proposing a fair variant of XGBoost that enjoys all the advantages of XGBoost, while also matching the levels of fairness from the state-of-the-art bias-mitigation algorithms. Furthermore, the proposed solution requires very little in terms of changes to the original XGBoost library, thus making it easy for adoption. We provide an empirical analysis of our proposed method on standard benchmark datasets used in the fairness community.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑