Fairness under Covariate Shift: Improving Fairness-Accuracy tradeoff with few Unlabeled Test Samples

TL;DR

This paper introduces a novel approach to improve fairness and accuracy under covariate shift using limited unlabeled test data, including a new setting called Asymmetric Covariate Shift, with theoretical guarantees and superior empirical performance.

Contribution

Proposes a composite weighted entropy objective for fairness and accuracy, introduces the Asymmetric Covariate Shift setting, and provides theoretical analysis showing test loss approximation without importance sampling variance.

Findings

Outperforms state-of-the-art baselines in fairness-accuracy tradeoff.

Significantly outperforms baselines under Asymmetric Covariate Shift.

Provides theoretical guarantees for test loss approximation without importance sampling variance.

Abstract

Covariate shift in the test data is a common practical phenomena that can significantly downgrade both the accuracy and the fairness performance of the model. Ensuring fairness across different sensitive groups under covariate shift is of paramount importance due to societal implications like criminal justice. We operate in the unsupervised regime where only a small set of unlabeled test samples along with a labeled training set is available. Towards improving fairness under this highly challenging yet realistic scenario, we make three contributions. First is a novel composite weighted entropy based objective for prediction accuracy which is optimized along with a representation matching loss for fairness. We experimentally verify that optimizing with our loss formulation outperforms a number of state-of-the-art baselines in the pareto sense with respect to the fairness-accuracy tradeoff on several standard datasets. Our second contribution is a new setting we term Asymmetric Covariate Shift that, to the best of our knowledge, has not been studied before. Asymmetric covariate shift occurs when distribution of covariates of one group shifts significantly compared to the other groups and this happens when a dominant group is over-represented. While this setting is extremely challenging for current baselines, We show that our proposed method significantly outperforms them. Our third contribution is theoretical, where we show that our weighted entropy term along with prediction loss on the training set approximates test loss under covariate shift. Empirically and through formal sample complexity bounds, we show that this approximation to the unseen test loss does not depend on importance sampling variance which affects many other baselines.