Authors
Bahar Taskesen, Viet Anh Nguyen, Daniel Kuhn, Jose Blanchet
Publication date
2020/7/18
Journal
arXiv preprint arXiv:2007.09530
Description
We propose a distributionally robust logistic regression model with an unfairness penalty that prevents discrimination with respect to sensitive attributes such as gender or ethnicity. This model is equivalent to a tractable convex optimization problem if a Wasserstein ball centered at the empirical distribution on the training data is used to model distributional uncertainty and if a new convex unfairness measure is used to incentivize equalized opportunities. We demonstrate that the resulting classifier improves fairness at a marginal loss of predictive accuracy on both synthetic and real datasets. We also derive linear programming-based confidence bounds on the level of unfairness of any pre-trained classifier by leveraging techniques from optimal uncertainty quantification over Wasserstein balls.
Total citations
20202021202220232024314151216
Scholar articles
B Taskesen, VA Nguyen, D Kuhn, J Blanchet - arXiv preprint arXiv:2007.09530, 2020