Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, healthcare and credit approval, it is imperative to take into account emerging criteria such as the fairness and the robustness of the learned projection. In this paper, we propose a distributionally robust optimization problem for principal component analysis which internalizes a fairness criterion in the objective function. The learned projection thus balances the trade-off between the total reconstruction error and the reconstruction error gap between subgroups, taken in the min-max sense over all distributions in a moment-based ambiguity set. The resulting optimization problem over the Stiefel manifold can be efficiently solved by a Riemannian subgradient descent algorithm with a sub-linear convergence rate. Our experimental results on real-world datasets show the merits of our proposed method over state-of-the-art baselines.
Fairness researchers in machine learning (ML) have coalesced around several fairness criteria which provide formal definitions of what it means for an ML model to be fair. However, these criteria have some serious limitations. We identify four key shortcomings of these formal fairness criteria, and aim to help to address them by extending performative prediction to include a distributionally robust objective.
We propose a distributionally robust logistic regression model with an unfairness penalty that prevents discrimination with respect to sensitive attributes such as gender or ethnicity. This model is equivalent to a tractable convex optimization problem if a Wasserstein ball centered at the empirical distribution on the training data is used to model distributional uncertainty and if a new convex unfairness measure is used to incentivize equalized opportunities. We demonstrate that the resulting classifier improves fairness at a marginal loss of predictive accuracy on both synthetic and real da…
Heinz College of Information Systems and Public Policy, Carnegie Mellon University（卡内基梅隆大学海因茨信息系统与公共政策学院）
We propose a general approach for training survival analysis models that minimizes a worst-case error across all subpopulations that are large enough (occurring with at least a user-specified minimum probability). This approach uses a training loss function that does not know any demographic information to treat as sensitive. Despite this, we demonstrate that our proposed approach often scores better on recently established fairness metrics (without a significant drop in prediction accuracy) compared to various baselines, including ones which directly use sensitive demographic information in t…
University of Texas at Austin（德克萨斯大学奥斯汀分校）；Stanford University（斯坦福大学）
We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at the empirical distribution to model distributional uncertainty and derive a conservative reformulation for the worst-case equal opportunity unfairness measure. We establish that the model is equivalent to a mixed binary optimization problem, which can be solved by standard off-the-shelf solvers. To improve scalability, we further propose a convex, hinge-loss-b…
Wasserstein Distributionally Robust Optimization Through the Lens of Structural Causal Models and Individual Fairness
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；Tübingen AI Center（图宾根人工智能中心）；Mila Québec AI Institute（魁北克人工智能研究所）；McGill University（麦吉尔大学）
Machine learning models are updated as new data is acquired or new architectures are developed. These updates usually increase model performance, but may introduce backward compatibility errors, where individual users or groups of users see their performance on the updated model adversely affected. This problem can also be present when training datasets do not accurately reflect overall population demographics, with some groups having overall lower participation in the data collection process, posing a significant fairness concern. We analyze how ideas from distributional robustness and minima…
IBM Research（IBM研究）；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）；University of Michigan（密歇根大学）
We consider training machine learning models that are fair in the sense that their performance is invariant under certain sensitive perturbations to the inputs. For example, the performance of a resume screening system should be invariant under changes to the gender and/or ethnicity of the applicant. We formalize this notion of algorithmic fairness as a variant of individual fairness and develop a distributionally robust optimization approach to enforce it during training. We also demonstrate the effectiveness of the approach on two ML tasks that are susceptible to gender and racial biases.
University of Michigan（密歇根大学）；ShanghaiTech University（上海科技大学）；IBM Research（IBM研究院）；MIT-IBM Watson AI Lab（MIT-IBM沃森人工智能实验室）
We consider the task of enforcing individual fairness in gradient boosting. Gradient boosting is a popular method for machine learning from tabular data, which arise often in applications where algorithmic fairness is a concern. At a high level, our approach is a functional gradient descent on a (distributionally) robust loss function that encodes our intuition of algorithmic fairness for the ML task at hand. Unlike prior approaches to individual fairness that only work with smooth ML models, our approach also works with non-smooth models such as decision trees. We show that our algorithm conv…
Riemannian ascent--descent for nonconvex nonconcave minimax landscapes: convergence to basin saddle points and applications to distributionally robust optimization
In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust min-max optimization problem, the learning problem can be reduced to a modified robust minimization problem and solved efficiently. Leveraging the newly formulated optimization problem, we propose a robust version of Decentralized Stochastic Gradient Descent (DSGD), coined Distributionally Robust Decentralized Stochastic Gradient Descent (DR-DSGD). Under some mi…
Columbia University（哥伦比亚大学）；Department of Computer Science and Data Science Institute（计算机科学与数据科学研究所）
We initiate the study of fair classifiers that are robust to perturbations in the training distribution. Despite recent progress, the literature on fairness has largely ignored the design of fair and robust classifiers. In this work, we develop classifiers that are fair not only with respect to the training distribution, but also for a class of distributions that are weighted perturbations of the training samples. We formulate a min-max objective function whose goal is to minimize a distributionally robust training loss, and at the same time, find a classifier that is fair with respect to a cl…
University of Cambridge（剑桥大学）；Facebook AI Research（脸书人工智能研究院）；New York University（纽约大学）
Machine learning systems based on minimizing average error have been shown to perform inconsistently across notable subsets of the data, which is not exposed by a low average error for the entire dataset. In consequential social and economic applications, where data represent people, this can lead to discrimination of underrepresented gender and ethnic groups. Given the importance of bias mitigation in machine learning, the topic leads to contentious debates on how to ensure fairness in practice (data bias versus algorithmic bias). Distributionally Robust Optimization (DRO) seemingly addresses…
Machine learning models (e.g., speech recognizers) are usually trained to minimize average loss, which results in representation disparity---minority groups (e.g., non-native speakers) contribute less to the training objective and thus tend to suffer higher loss. Worse, as model accuracy affects user retention, a minority group can shrink over time. In this paper, we first show that the status quo of empirical risk minimization (ERM) amplifies representation disparity over time, which can even make initially fair models unfair. To mitigate this, we develop an approach based on distributionally…
On the Fairness ROAD: Robust Optimization for Adversarial Debiasing
AXA Group Operations（安盛集团运营部）；Stanford University（斯坦福大学）；TRAIL, Sorbonne Université（索邦大学TRAIL）；LERIA, Université d’Angers（昂热大学LERIA）；Polish Academy of Science（波兰科学院）
Seoul National University（首尔国立大学）；NAVER AI Lab（NAVER人工智能实验室）
Many existing group fairness-aware training methods aim to achieve the group fairness by either re-weighting underrepresented groups based on certain rules or using weakly approximated surrogates for the fairness metrics in the objective as regularization terms. Although each of the learning schemes has its own strength in terms of applicability or performance, respectively, it is difficult for any method in the either category to be considered as a gold standard since their successful performances are typically limited to specific cases. To that end, we propose a principled method, dubbed as …
School of Biomedical Engineering & Imaging Sciences, King’s College London, UK（伦敦国王学院生物医学工程与成像科学学院）；Department of Radiology, University Hospitals Leuven, Belgium（鲁汶大学医院放射科）；Institute for Women’s Health, University College London, UK（伦敦大学学院妇女健康研究所）；Department of Obstetrics and Gynaecology, University Hospitals Leuven, Belgium（鲁汶大学医院妇产科）；Department of Gynecology and Obstetrics, University Hospitals Tanta, Egypt（坦塔大学医院妇产科）；Department of Biomedical Imaging and Image-guided Therapy Medical University of Vienna, Austria（维也纳医科大学生物医学成像与图像引导治疗系）
The performance of deep neural networks typically increases with the number of training images. However, not all images have the same importance towards improved performance and robustness. In fetal brain MRI, abnormalities exacerbate the variability of the developing brain anatomy compared to non-pathological cases. A small number of abnormal cases, as is typically available in clinical datasets used for training, are unlikely to fairly represent the rich variability of abnormal developing brains. This leads machine learning systems trained by maximizing the average performance to be biased t…
