Pareto Efficient Fairness in Supervised Learning: From Extraction to Tracing

TL;DR

This paper introduces Pareto efficient Fairness (PEF), a flexible fairness framework for supervised learning that balances accuracy and fairness, with a gradient-based method to find optimal trade-offs and trace solutions on the Pareto frontier.

Contribution

It proposes a definition-agnostic PEF notion, formulates fairness as a bilevel optimization problem, and develops a gradient-based algorithm to efficiently find and trace Pareto optimal solutions.

Findings

PEF effectively balances fairness and accuracy on real datasets.

The gradient-based method guarantees Pareto frontier solutions for convex and non-convex objectives.

The approach generalizes to any multicriteria optimization problem.

Abstract

As algorithmic decision-making systems are becoming more pervasive, it is crucial to ensure such systems do not become mechanisms of unfair discrimination on the basis of gender, race, ethnicity, religion, etc. Moreover, due to the inherent trade-off between fairness measures and accuracy, it is desirable to learn fairness-enhanced models without significantly compromising the accuracy. In this paper, we propose Pareto efficient Fairness (PEF) as a suitable fairness notion for supervised learning, that can ensure the optimal trade-off between overall loss and other fairness criteria. The proposed PEF notion is definition-agnostic, meaning that any well-defined notion of fairness can be reduced to the PEF notion. To efficiently find a PEF classifier, we cast the fairness-enhanced classification as a bilevel optimization problem and propose a gradient-based method that can guarantee the solution belongs to the Pareto frontier with provable guarantees for convex and non-convex objectives. We also generalize the proposed algorithmic solution to extract and trace arbitrary solutions from the Pareto frontier for a given preference over accuracy and fairness measures. This approach is generic and can be generalized to any multicriteria optimization problem to trace points on the Pareto frontier curve, which is interesting by its own right. We empirically demonstrate the effectiveness of the PEF solution and the extracted Pareto frontier on real-world datasets compared to state-of-the-art methods.