The Cost of a Reductions Approach to Private Fair Optimization

TL;DR

This paper investigates the complexity and efficiency of using information-theoretic reductions for fair machine learning under differential privacy constraints, providing new algorithms, bounds, and insights into the trade-offs involved.

Contribution

It introduces the first polynomial-time algorithms for differentially private fair optimization on convex sets, along with tight sample complexity bounds and information-theoretic lower bounds.

Findings

Polynomial-time algorithms for private fair optimization on convex sets.

Tight sample complexity bounds matching lower bounds.

Exponential improvements over previous methods in certain regimes.

Abstract

Through the lens of information-theoretic reductions, we examine a reductions approach to fair optimization and learning where a black-box optimizer is used to learn a fair model for classification or regression. Quantifying the complexity, both statistically and computationally, of making such models satisfy the rigorous definition of differential privacy is our end goal. We resolve a few open questions and show applicability to fair machine learning, hypothesis testing, and to optimizing non-standard measures of classification loss. Furthermore, our sample complexity bounds are tight amongst all strategies that jointly minimize a composition of functions. The reductions approach to fair optimization can be abstracted as the constrained group-objective optimization problem where we aim to optimize an objective that is a function of losses of individual groups, subject to some constraints. We give the first polynomial-time algorithms to solve the problem with $(\epsilon, 0)$ or $(\epsilon, \delta)$ differential privacy guarantees when defined on a convex decision set (for example, the $\ell_P$ unit ball) with convex constraints and losses. Accompanying information-theoretic lower bounds for the problem are presented. In addition, compared to a previous method for ensuring differential privacy subject to a relaxed form of the equalized odds fairness constraint, the $(\epsilon, \delta)$-differentially private algorithm we present provides asymptotically better sample complexity guarantees, resulting in an exponential improvement in certain parameter regimes. We introduce a class of bounded divergence linear optimizers, which could be of independent interest, and specialize to pure and approximate differential privacy.