Evaluating Fairness of Machine Learning Models Under Uncertain and Incomplete Information

TL;DR

This paper investigates how to effectively evaluate fairness in machine learning models when sensitive attribute data is incomplete or uncertain, combining theoretical analysis with practical heuristics.

Contribution

It provides a theoretical characterization of optimal attribute classifiers for bias estimation and proposes heuristics for training and using them under data scarcity.

Findings

Test accuracy of attribute classifiers does not always correlate with bias estimation effectiveness.

Theoretical analysis reveals counter-intuitive optimal error distribution strategies.

Heuristics improve bias estimation accuracy in real and simulated data scenarios.

Abstract

Training and evaluation of fair classifiers is a challenging problem. This is partly due to the fact that most fairness metrics of interest depend on both the sensitive attribute information and label information of the data points. In many scenarios it is not possible to collect large datasets with such information. An alternate approach that is commonly used is to separately train an attribute classifier on data with sensitive attribute information, and then use it later in the ML pipeline to evaluate the bias of a given classifier. While such decoupling helps alleviate the problem of demographic scarcity, it raises several natural questions such as: how should the attribute classifier be trained?, and how should one use a given attribute classifier for accurate bias estimation? In this work we study this question from both theoretical and empirical perspectives. We first experimentally demonstrate that the test accuracy of the attribute classifier is not always correlated with its effectiveness in bias estimation for a downstream model. In order to further investigate this phenomenon, we analyze an idealized theoretical model and characterize the structure of the optimal classifier. Our analysis has surprising and counter-intuitive implications where in certain regimes one might want to distribute the error of the attribute classifier as unevenly as possible among the different subgroups. Based on our analysis we develop heuristics for both training and using attribute classifiers for bias estimation in the data scarce regime. We empirically demonstrate the effectiveness of our approach on real and simulated data.