text: Developing classification algorithms that are fair with respect to sensitive attributes of the data is an important problem due to the increased deployment of classification algorithms in societ al contexts. Several recent works have focused on studying classification with respect to specific fairness metrics, modeled the corresponding fair classification problem as constrained optimization problems, and developed tailored algorithms to solve them. Despite this, there still remain important metrics for which there are no fair classifiers with theoretical guarantees; primarily because the resulting optimization problem is non-convex. The main contribution of this paper is a meta-algorithm for classification that can take as input a general class of fairness constraints with respect to multiple non-disjoint and multi-valued sensitive attributes, and which comes with provable guarantees. In particular, our algorithm can handle non-convex "linear fractional" constraints (which includes fairness constraints such as predictive parity) for which no prior algorithm was known. Key to our results is an algorithm for a family of classification problems with convex constraints along with a reduction from classification problems with linear fractional constraints to this family. Empirically, we observe that our algorithm is fast, can achieve near-perfect fairness with respect to various fairness metrics, and the loss in accuracy due to the imposed fairness constraints is often small.
  @cite_36: Algorithms are now regularly used to decide whether defendants awaiting trial are too dangerous to be released back into the community. In some cases, black defendants are substantially more likely than white defendants to be incorrectly classified as high risk. To mitigate such disparities, several techniques have recently been proposed to achieve algorithmic fairness. Here we reformulate algorithmic fairness as constrained optimization: the objective is to maximize public safety while satisfying formal fairness constraints designed to reduce racial disparities. We show that for several past definitions of fairness, the optimal algorithms that result require detaining defendants above race-specific risk thresholds. We further show that the optimal unconstrained algorithm requires applying a single, uniform threshold to all defendants. The unconstrained algorithm thus maximizes public safety while also satisfying one important understanding of equality: that all individuals are held to the same standard, irrespective of race. Because the optimal constrained and unconstrained algorithms generally differ, there is tension between improving public safety and satisfying prevailing notions of algorithmic fairness. By examining data from Broward County, Florida, we show that this trade-off can be large in practice. We focus on algorithms for pretrial release decisions, but the principles we discuss apply to other domains, and also to human decision makers carrying out structured decision rules.
  @cite_11: 
  @cite_17: With the spread of data mining technologies and the accumulation of social data, such technologies and data are being used for determinations that seriously affect individuals' lives. For example, credit scoring is frequently determined based on the records of past credit data together with statistical prediction techniques. Needless to say, such determinations must be nondiscriminatory and fair in sensitive features, such as race, gender, religion, and so on. Several researchers have recently begun to attempt the development of analysis techniques that are aware of social fairness or discrimination. They have shown that simply avoiding the use of sensitive features is insufficient for eliminating biases in determinations, due to the indirect influence of sensitive information. In this paper, we first discuss three causes of unfairness in machine learning. We then propose a regularization approach that is applicable to any prediction algorithm with probabilistic discriminative models. We further apply this approach to logistic regression and empirically show its effectiveness and efficiency.
summary: The most relevant works to ours in technique are @cite_36 @cite_17 @cite_11 , all of which considered the Bayesian classification model for statistical parity or equalized odds. They either reduce their problem to unconstrained optimization problem by the Lagrangian principle or can be alternately expressed in that form. Our work uses similar techniques but in comparison can handle a wider class of fairness metrics.