This week, François is in Vancouver, at the 38th Annual AAAI Conference on Artificial Intelligence,
presenting our joint work on Sequentially Fair Mechanism for Multiple Sensitive Attributes,
In the standard use case of Algorithmic Fairness, the goal is to eliminate the relationship between a sensitive variable and a corresponding score. Throughout recent years, the scientific community has developed a host of definitions and tools to solve this task, which work well in many practical applications. However, the applicability and effectivity of these tools and definitions becomes less straightfoward in the case of multiple sensitive attributes. To tackle this issue, we propose a sequential framework, which allows to progressively achieve fairness across a set of sensitive features. We accomplish this by leveraging multi-marginal Wasserstein barycenters, which extends the standard notion of Strong Demographic Parity to the case with multiple sensitive characteristics. This method also provides a closed-form solution for the optimal, sequentially fair predictor, permitting a clear interpretation of inter-sensitive feature correlations. Our approach seamlessly extends to approximate fairness, enveloping a framework accommodating the trade-off between risk and unfairness. This extension permits a targeted prioritization of fairness improvements for a specific attribute within a set of sensitive attributes, allowing for a case specific adaptation. A data-driven estimation procedure for the derived solution is developed, and comprehensive numerical experiments are conducted on both synthetic and real datasets. Our empirical findings decisively underscore the practical efficacy of our post-processing approach in fostering fair decision-making.
Today, we will be presenting at Akur8 internal seminar our recent work on fairness in insurance. Slides are available online.
Ce matin, Suzie Grondin nous expliquait les applications du RL (apprentissage par renforcement) en théorie des jeux, pour comprendre la collusion, pour la fin de son stage (6 mois de césure à l’ENSAE Paris) 😪 . Avec un lien avec le papier de Luc Rocher sur les approches adversariales, et une rapide introduction au “Offline-to-Online Reinforcement Learning”…
Merci à toute l’équipe (Philipp Ratz, François HU, Agathe Fernandes Machado, Dante Mata López) qui est venu l’écouter, ainsi que Louis Abraham… Superbe travail ! on veut un papier maintenant 😉 !
Good news: ou paper, A Sequentially Fair Mechanism for Multiple Sensitive Attributes, written with Philipp Ratz and François Hu will be presented in February in Vancouver, at the 38th Annual AAAI Conference on Artificial Intelligence. For a shorter version, there was a review on montrealethics.ai of the paper last week (as mentioned previously).
Also, last week also, the team launched the equipy python package, with codes used in the paper,
pip install equipy
EquiPy is a Python package implementing sequential fairness on the predicted outputs of Machine Learning models, when dealing with multiple sensitive attributes. This post-processing method progressively achieve fairness accross a set of sensitive features by leveraging multi-marginal Wasserstein barycenters, which extends the standard notion of Strong Demographic Parity to the case with multiple sensitive characteristics. This approach seamlessly extends to approximate fairness, enveloping a framework accommodating the trade-off between performance and unfairness.
(from the left to the right, Agathe, who just joint the PhD program, Suzie, MSc student at ENSAE, with us since May or June, Philipp, PhD student, François, postdoctoral fellow – and Dante, also postdoctoral fellow, in stochastic processes). According to Aristotle (or probably slightly misquoted),
the whole is greater than the sum of the parts
I couldn’t agree more !
Nice review of our paper, with Philipp Ratz and François Hu, on montrealethics.ai.
Ask a group of people which biases in machine learning should be reduced, and you are likely to be showered with suggestions, making it difficult to decide where to start. To enable an objective discussion, we study a way to sequentially get rid of biases and propose a tool that can efficiently analyze the effects that the order of correction has on outcomes.
A Sequentially Fair Mechanism for Multiple Sensitive Attributes
Our new paper, with François Hu and Philipp Ratz, Addressing Fairness and Explainability in Image Classification Using Optimal Transport, is now available on ArXiv.
Algorithmic Fairness and the explainability of potentially unfair outcomes are crucial for establishing trust and accountability of Artificial Intelligence systems in domains such as healthcare and policing. Though significant advances have been made in each of the fields separately, achieving explainability in fairness applications remains challenging, particularly so in domains where deep neural networks are used. At the same time, ethical data-mining has become ever more relevant, as it has been shown countless times that fairness-unaware algorithms result in biased outcomes. Current approaches focus on mitigating biases in the outcomes of the model, but few attempts have been made to try to explain why a model is biased. To bridge this gap, we propose a comprehensive approach that leverages optimal transport theory to uncover the causes and implications of biased regions in images, which easily extends to tabular data as well. Through the use of Wasserstein barycenters, we obtain scores that are independent of a sensitive variable but keep their marginal orderings. This step ensures predictive accuracy but also helps us to recover the regions most associated with the generation of the biases. Our findings hold significant implications for the development of trustworthy and unbiased AI systems, fostering transparency, accountability, and fairness in critical decision-making scenarios across diverse domains.
Our new paper, with François Hu and Philipp Ratz, Mitigating Discrimination in Insurance with Wasserstein Barycenters is now available on ArXiv.
The insurance industry is heavily reliant on predictions of risks based on characteristics of potential customers. Although the use of said models is common, researchers have long pointed out that such practices perpetuate discrimination based on sensitive features such as gender or race. Given that such discrimination can often be attributed to historical data biases, an elimination or at least mitigation is desirable. With the shift from more traditional models to machine-learning based predictions, calls for greater mitigation have grown anew, as simply excluding sensitive variables in the pricing process can be shown to be ineffective. In this article, we first investigate why predictions are a necessity within the industry and why correcting biases is not as straightforward as simply identifying a sensitive variable. We then propose to ease the biases through the use of Wasserstein barycenters instead of simple scaling. To demonstrate the effects and effectiveness of the approach we employ it on real data and discuss its implications.
(fictitious maps used in the article)
Our new paper, with François Hu and Philipp Ratz, Fairness in Multi-Task Learning via Wasserstein Barycenters, is now available.
Algorithmic Fairness is an established field in machine learning that aims to reduce biases in data. Recent advances have proposed various methods to ensure fairness in a univariate environment, where the goal is to de-bias a single task. However, extending fairness to a multi-task setting, where more than one objective is optimised using a shared representation, remains underexplored. To bridge this gap, we develop a method that extends the definition of Strong Demographic Parity to multi-task learning using multi-marginal Wasserstein barycenters. Our approach provides a closed form solution for the optimal fair multi-task predictor including both regression and binary classification tasks. We develop a data-driven estimation procedure for the solution and run numerical experiments on both synthetic and real datasets. The empirical results highlight the practical value of our post-processing methodology in promoting fair decision-making.
It will be presented in September, at the European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML PKDD 2023), in Torino.
Next week, the Insurance Data Science Conference will take place at the Bayes Business School. The conference programme and abstract booklet are now online. Philipp and Olivier will present some recent work (unfortunately, I will not be able to attend, I was in already in London last month)
Olivier will present some recent work on Causal Inference and Fairness in Insurance Pricing